NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 5,574,829: 2,869,779 1,258,888 439,824 3,146,716 226,283 695,235 14,394 235,912 466,123 78,391 603,642: 38,031 10,603 Old : 5,574,829: 2,869,779 1,258,888 439,824 3,146,716 226,283 695,235 14,394 235,912 466,123 78,391 603,642: 38,031 10,603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -3,493: 41,577 13,452 -112,920 -45,496 10,362 36,299 -492 16,082 13,148 10,284 -7,771: -270 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 22.6 7.9 56.4 4.1 12.5 0.3 4.2 8.4 1.4 10.8: 0.7 0.2 Old : 100.0: 51.5 22.6 7.9 56.4 4.1 12.5 0.3 4.2 8.4 1.4 10.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 227: 108 100 7 20 20 23 4 20 49 9 41: Old : 227: 108 100 7 20 20 23 4 20 49 9 41: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.5 30.9 42.6 46.1 22.6 30.3 35.0 41.1 Old : 26.5 30.9 42.6 46.1 22.6 30.3 35.0 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 261,230: 25,000 55,563 122,047 28,978 29,158 962 107,674 11,052 49,114 7,027 21,368: 2,529 410 Old : 261,230: 25,000 55,563 122,047 28,978 29,158 962 107,674 11,052 49,114 7,027 21,368: 2,529 410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 25,495: 1,664 1,236 18,687 -7,750 4,083 -400 28,106 -2,350 2,063 520 1,650: 98 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 21.3 46.7 11.1 11.2 0.4 41.2 4.2 18.8 2.7 8.2: 1.0 0.2 Old : 100.0: 9.6 21.3 46.7 11.1 11.2 0.4 41.2 4.2 18.8 2.7 8.2: 1.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 15 12 13 4 10 . 7 5 8 9 12: Old : 60: 15 12 13 4 10 . 7 5 8 9 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 61.0 65.9 78.2 43.9 55.7 56.4 67.4 Old : 50.8 61.0 65.9 78.2 43.9 55.7 56.4 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 215,872: 116,654 191,629 68,891 8,981 6,485 1,661 1,153 1,953 1,987 779 1,880: 16,361 3,012 Old : 215,872: 116,654 191,629 68,891 8,981 6,485 1,661 1,153 1,953 1,987 779 1,880: 16,361 3,012 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 13,246: 2,943 13,509 8,727 -1,153 979 0 485 783 270 -127 216: -672 -1,446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.0 88.8 31.9 4.2 3.0 0.8 0.5 0.9 0.9 0.4 0.9: 7.6 1.4 Old : 100.0: 54.0 88.8 31.9 4.2 3.0 0.8 0.5 0.9 0.9 0.4 0.9: 7.6 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 26 26 5 . 6 . . . . . 4: Old : 47: 26 26 5 . 6 . . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 56.0 59.4 77.4 38.8 49.8 49.8 62.9 Old : 42.3 56.0 59.4 77.4 38.8 49.8 49.8 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 101,494: 92,102 75,467 2,905 20,132 1,728 0 0 0 550 701 154: 4,055 3,312 Old : 101,494: 92,102 75,467 2,905 20,132 1,728 0 0 0 550 701 154: 4,055 3,312 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 5,525: 6,178 5,920 -180 -387 740 0 0 0 -31 701 -180: -1,002 -1,269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 74.4 2.9 19.8 1.7 0.0 0.0 0.0 0.5 0.7 0.2: 4.0 3.3 Old : 100.0: 90.7 74.4 2.9 19.8 1.7 0.0 0.0 0.0 0.5 0.7 0.2: 4.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 25 25 . 4 4 0 0 0 . . .: Old : 38: 25 25 . 4 4 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 41.4 77.4 67.1 41.1 40.1 57.3 55.4 Old : 50.6 41.4 77.4 67.1 41.1 40.1 57.3 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 194,781: 142,408 82,498 20,267 85,278 17,186 1,092 0 1,430 758 1,072 403: 11,237 6,914 Old : 194,781: 142,408 82,498 20,267 85,278 17,186 1,092 0 1,430 758 1,072 403: 11,237 6,914 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 6,136: 6,911 6,162 -4,890 -2,065 3,823 1,092 -396 -102 -4 167 279: -973 -1,732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 42.4 10.4 43.8 8.8 0.6 0.0 0.7 0.4 0.6 0.2: 5.8 3.5 Old : 100.0: 73.1 42.4 10.4 43.8 8.8 0.6 0.0 0.7 0.4 0.6 0.2: 5.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 19 6 6 5 . 0 . . . .: Old : 40: 22 19 6 6 5 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 53.1 71.6 69.7 48.3 52.8 60.3 63.8 Old : 52.7 53.1 71.6 69.7 48.3 52.8 60.3 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 1,080,118: 986,743 221,137 25,065 783,264 45,417 0 892 5,311 1,547 16,013 4,619: 11,416 3,465 Old : 1,080,118: 986,743 221,137 25,065 783,264 45,417 0 892 5,311 1,547 16,013 4,619: 11,416 3,465 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 27,502: 24,662 -7,707 -977 32,537 2,107 0 438 -137 1,123 -230 179: 545 315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 20.5 2.3 72.5 4.2 0.0 0.1 0.5 0.1 1.5 0.4: 1.1 0.3 Old : 100.0: 91.4 20.5 2.3 72.5 4.2 0.0 0.1 0.5 0.1 1.5 0.4: 1.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 62: 37 24 6 10 14 0 . . . . .: Old : 62: 37 24 6 10 14 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 55.9 60.8 77.6 33.5 55.6 52.1 72.6 Old : 40.8 55.9 60.8 77.6 33.5 55.6 52.1 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 459,108: 372,169 326,857 29,857 92,276 32,167 0 0 0 5,658 237 93: 19,164 7,478 Old : 459,108: 372,169 326,857 29,857 92,276 32,167 0 0 0 5,658 237 93: 19,164 7,478 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 960: 3,108 -646 -2,536 1,441 -203 0 0 0 0 -242 62: 529 548 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 71.2 6.5 20.1 7.0 0.0 0.0 0.0 1.2 0.1 0.0: 4.2 1.6 Old : 100.0: 81.1 71.2 6.5 20.1 7.0 0.0 0.0 0.0 1.2 0.1 0.0: 4.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 28 33 4 9 6 0 0 0 . . .: Old : 54: 28 33 4 9 6 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 37.5 79.1 58.0 58.4 35.6 72.3 55.6 Old : 60.5 37.5 79.1 58.0 58.4 35.6 72.3 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 361,765: 290,598 244,634 30,224 89,989 20,754 1,905 0 1,426 1,894 0 269: 14,695 4,693 Old : 361,765: 290,598 244,634 30,224 89,989 20,754 1,905 0 1,426 1,894 0 269: 14,695 4,693 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 7,784: 6,497 7,425 1,098 849 150 431 0 -242 -53 0 -216: 119 -182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 67.6 8.4 24.9 5.7 0.5 0.0 0.4 0.5 0.0 0.1: 4.1 1.3 Old : 100.0: 80.3 67.6 8.4 24.9 5.7 0.5 0.0 0.4 0.5 0.0 0.1: 4.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 28 29 4 9 10 . 0 . . 0 .: Old : 53: 28 29 4 9 10 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 42.6 75.8 63.1 58.9 41.7 72.4 60.9 Old : 59.4 42.6 75.8 63.1 58.9 41.7 72.4 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 179,394: 154,456 97,662 12,735 66,929 3,911 0 840 1,162 0 250 322: 6,808 8,318 Old : 179,394: 154,456 97,662 12,735 66,929 3,911 0 840 1,162 0 250 322: 6,808 8,318 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 4,666: 3,298 2,912 1,880 1,041 -6 -367 840 -421 0 -126 93: 189 333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 54.4 7.1 37.3 2.2 0.0 0.5 0.6 0.0 0.1 0.2: 3.8 4.6 Old : 100.0: 86.1 54.4 7.1 37.3 2.2 0.0 0.5 0.6 0.0 0.1 0.2: 3.8 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 22 21 . 9 7 0 . . 0 . .: Old : 43: 22 21 . 9 7 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 40.4 78.1 62.8 61.9 40.3 75.2 58.6 Old : 62.0 40.4 78.1 62.8 61.9 40.3 75.2 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 106,873: 65,792 90,698 23,148 4,306 3,254 3,751 2,508 0 5,045 0 1,900: 3,983 4,207 Old : 106,873: 65,792 90,698 23,148 4,306 3,254 3,751 2,508 0 5,045 0 1,900: 3,983 4,207 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 4,992: 3,805 4,923 193 0 90 90 306 0 341 -322 472: 1 -477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 84.9 21.7 4.0 3.0 3.5 2.3 0.0 4.7 0.0 1.8: 3.7 3.9 Old : 100.0: 61.6 84.9 21.7 4.0 3.0 3.5 2.3 0.0 4.7 0.0 1.8: 3.7 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 16 18 5 . 5 . . 0 . 0 .: Old : 34: 16 18 5 . 5 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 41.4 72.9 63.4 56.5 41.0 68.2 61.1 Old : 57.3 41.4 72.9 63.4 56.5 41.0 68.2 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 32,612: 30,677 25,013 0 6,772 124 0 0 0 0 0 0: 1,811 703 Old : 32,612: 30,677 25,013 0 6,772 124 0 0 0 0 0 0: 1,811 703 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 5,562: 4,950 3,648 0 1,914 0 0 0 0 0 0 0: 612 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.1 76.7 0.0 20.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 2.2 Old : 100.0: 94.1 76.7 0.0 20.8 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 5.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 12 0 . . 0 0 0 0 0 0: Old : 22: 11 12 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 67.3 89.1 91.6 69.6 67.0 87.4 88.0 Old : 69.6 67.3 89.1 91.6 69.6 67.0 87.4 88.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 98,961: 77,309 32,635 8,838 55,487 3,270 48 0 1,526 0 281 60: 7,910 5,702 Old : 98,961: 77,309 32,635 8,838 55,487 3,270 48 0 1,526 0 281 60: 7,910 5,702 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 912: 1,574 171 0 453 0 -217 0 31 0 271 -240: -236 226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 33.0 8.9 56.1 3.3 0.0 0.0 1.5 0.0 0.3 0.1: 8.0 5.8 Old : 100.0: 78.1 33.0 8.9 56.1 3.3 0.0 0.0 1.5 0.0 0.3 0.1: 8.0 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 11 . 6 4 . 0 . 0 . .: Old : 27: 15 11 . 6 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 61.4 76.1 84.7 45.4 61.0 69.3 76.5 Old : 46.9 61.4 76.1 84.7 45.4 61.0 69.3 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 163,487: 123,494 79,877 25,824 74,661 6,714 0 0 0 0 0 0: 7,455 2,235 Old : 163,487: 123,494 79,877 25,824 74,661 6,714 0 0 0 0 0 0: 7,455 2,235 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,017: 958 1,110 89 -154 -30 0 0 0 0 0 0: 0 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 48.9 15.8 45.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 1.4 Old : 100.0: 75.5 48.9 15.8 45.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 18 15 5 7 6 0 0 0 0 0 0: Old : 37: 18 15 5 7 6 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 72.6 71.9 83.9 52.7 72.2 69.1 83.0 Old : 55.5 72.6 71.9 83.9 52.7 72.2 69.1 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 67,475: 59,680 40,274 0 20,797 759 0 0 0 0 0 0: 7,036 5,645 Old : 67,475: 59,680 40,274 0 20,797 759 0 0 0 0 0 0: 7,036 5,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 571: -343 3,831 0 -2,102 180 0 0 0 0 0 0: 734 -1,338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 59.7 0.0 30.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 10.4 8.4 Old : 100.0: 88.4 59.7 0.0 30.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 10.4 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 12 0 . . 0 0 0 0 0 0: Old : 21: 15 12 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 50.9 73.4 76.0 37.6 45.9 55.5 60.7 Old : 49.4 50.9 73.4 76.0 37.6 45.9 55.5 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 17,608: 14,971 15,699 0 0 0 0 1,352 0 1,356 0 0: 1,281 557 Old : 17,608: 14,971 15,699 0 0 0 0 1,352 0 1,356 0 0: 1,281 557 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 89.2 0.0 0.0 0.0 0.0 7.7 0.0 7.7 0.0 0.0: 7.3 3.2 Old : 100.0: 85.0 89.2 0.0 0.0 0.0 0.0 7.7 0.0 7.7 0.0 0.0: 7.3 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 11 0 0 0 0 . 0 . 0 0: Old : 20: 9 11 0 0 0 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 71.5 88.9 90.5 57.6 71.5 85.4 90.5 Old : 59.7 71.5 88.9 90.5 57.6 71.5 85.4 90.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 592,626: 427,233 194,210 57,670 338,927 35,819 10,435 7,872 7,292 44,683 0 337: 9,157 8,169 Old : 592,626: 427,233 194,210 57,670 338,927 35,819 10,435 7,872 7,292 44,683 0 337: 9,157 8,169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 14,456: 8,347 3,920 5,185 8,221 670 -3,255 0 976 2,450 0 66: 17 603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 32.8 9.7 57.2 6.0 1.8 1.3 1.2 7.5 0.0 0.1: 1.5 1.4 Old : 100.0: 72.1 32.8 9.7 57.2 6.0 1.8 1.3 1.2 7.5 0.0 0.1: 1.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 42 38 6 10 10 5 . 4 8 0 .: Old : 79: 42 38 6 10 10 5 . 4 8 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 53.6 48.6 66.9 27.7 51.7 40.6 61.3 Old : 29.6 53.6 48.6 66.9 27.7 51.7 40.6 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 132,314: 98,568 76,623 8,871 28,431 14,149 0 1,661 0 348 632 616: 9,762 10,202 Old : 132,314: 98,568 76,623 8,871 28,431 14,149 0 1,661 0 348 632 616: 9,762 10,202 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 2,892: -382 3,721 2,217 -1,218 361 -1,364 0 -481 348 -286 255: 1,938 540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 57.9 6.7 21.5 10.7 0.0 1.3 0.0 0.3 0.5 0.5: 7.4 7.7 Old : 100.0: 74.5 57.9 6.7 21.5 10.7 0.0 1.3 0.0 0.3 0.5 0.5: 7.4 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 14 . 5 6 0 . 0 . . .: Old : 31: 16 14 . 5 6 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 51.0 70.7 73.2 37.0 48.8 55.1 62.9 Old : 41.6 51.0 70.7 73.2 37.0 48.8 55.1 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 78,866: 38,927 48,987 31,861 20,144 5,313 0 0 0 0 206 432: 2,333 3,784 Old : 78,866: 38,927 48,987 31,861 20,144 5,313 0 0 0 0 206 432: 2,333 3,784 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 59: 4,099 -150 -4,187 -90 60 0 0 0 -67 206 127: 27 -94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 62.1 40.4 25.5 6.7 0.0 0.0 0.0 0.0 0.3 0.5: 3.0 4.8 Old : 100.0: 49.4 62.1 40.4 25.5 6.7 0.0 0.0 0.0 0.0 0.3 0.5: 3.0 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 6 10 6 5 7 0 0 0 0 . .: Old : 22: 6 10 6 5 7 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 56.6 86.6 78.3 62.1 54.9 80.6 74.8 Old : 64.2 56.6 86.6 78.3 62.1 54.9 80.6 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 110,334: 96,326 79,591 5,216 18,687 7,936 0 0 0 0 240 0: 856 3,880 Old : 110,334: 96,326 79,591 5,216 18,687 7,936 0 0 0 0 240 0: 856 3,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 12,574: 12,574 12,886 0 0 0 0 0 0 0 240 0: 0 -552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 72.1 4.7 16.9 7.2 0.0 0.0 0.0 0.0 0.2 0.0: 0.8 3.5 Old : 100.0: 87.3 72.1 4.7 16.9 7.2 0.0 0.0 0.0 0.0 0.2 0.0: 0.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 12 . 5 . 0 0 0 0 . 0: Old : 27: 12 12 . 5 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 71.1 92.1 86.1 62.2 69.4 79.4 76.4 Old : 62.9 71.1 92.1 86.1 62.2 69.4 79.4 76.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 140,002: 77,303 114,704 15,579 15,369 155 29,525 867 0 16,740 6,223 93: 607 2,591 Old : 140,002: 77,303 114,704 15,579 15,369 155 29,525 867 0 16,740 6,223 93: 607 2,591 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 3,691: 3,350 3,079 0 0 0 0 0 0 0 240 0: 341 372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.2 81.9 11.1 11.0 0.1 21.1 0.6 0.0 12.0 4.4 0.1: 0.4 1.9 Old : 100.0: 55.2 81.9 11.1 11.0 0.1 21.1 0.6 0.0 12.0 4.4 0.1: 0.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 71: 18 36 . 4 . 6 . 0 4 10 .: Old : 71: 18 36 . 4 . 6 . 0 4 10 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 51.9 73.1 66.7 37.4 48.4 66.6 60.5 Old : 41.5 51.9 73.1 66.7 37.4 48.4 66.6 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 70,487: 67,478 65,380 1,862 217 0 0 0 0 651 360 0: 496 4,530 Old : 70,487: 67,478 65,380 1,862 217 0 0 0 0 651 360 0: 496 4,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 4,160: 4,160 3,620 0 0 0 0 0 0 0 360 0: 0 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.7 92.8 2.6 0.3 0.0 0.0 0.0 0.0 0.9 0.5 0.0: 0.7 6.4 Old : 100.0: 95.7 92.8 2.6 0.3 0.0 0.0 0.0 0.0 0.9 0.5 0.0: 0.7 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 14 17 . . 0 0 0 0 . . 0: Old : 33: 14 17 . . 0 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 66.9 89.9 83.3 73.8 65.9 89.3 81.3 Old : 74.3 66.9 89.9 83.3 73.8 65.9 89.3 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 276,082: 191,103 231,477 48,133 16,841 19,118 368 0 967 2,525 0 0: 13,868 7,679 Old : 276,082: 191,103 231,477 48,133 16,841 19,118 368 0 967 2,525 0 0: 13,868 7,679 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 3,114: 249 1,098 -1,851 369 1,365 80 0 167 2,525 0 0: 579 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 83.8 17.4 6.1 6.9 0.1 0.0 0.4 0.9 0.0 0.0: 5.0 2.8 Old : 100.0: 69.2 83.8 17.4 6.1 6.9 0.1 0.0 0.4 0.9 0.0 0.0: 5.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 27 26 . . . . 0 . . 0 0: Old : 37: 27 26 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 48.3 74.6 70.1 56.7 39.0 67.1 55.4 Old : 58.9 48.3 74.6 70.1 56.7 39.0 67.1 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 127,991: 115,319 102,651 0 13,532 7,639 0 1,412 462 0 0 0: 4,571 2,295 Old : 127,991: 115,319 102,651 0 13,532 7,639 0 1,412 462 0 0 0: 4,571 2,295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -483: -422 -1,058 0 362 61 0 0 0 0 0 0: -122 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.1 80.2 0.0 10.6 6.0 0.0 1.1 0.4 0.0 0.0 0.0: 3.6 1.8 Old : 100.0: 90.1 80.2 0.0 10.6 6.0 0.0 1.1 0.4 0.0 0.0 0.0: 3.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 17 0 6 6 0 . . 0 0 0: Old : 30: 16 17 0 6 6 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 57.9 82.5 74.9 56.4 55.3 73.6 68.4 Old : 60.9 57.9 82.5 74.9 56.4 55.3 73.6 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 142,318: 99,721 129,739 27,548 3,263 2,795 302 0 650 3,770 0 0: 7,532 5,871 Old : 142,318: 99,721 129,739 27,548 3,263 2,795 302 0 650 3,770 0 0: 7,532 5,871 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,968: 772 3,083 1,651 -30 22 302 -793 -10 0 0 0: -769 -304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 91.2 19.4 2.3 2.0 0.2 0.0 0.5 2.6 0.0 0.0: 5.3 4.1 Old : 100.0: 70.1 91.2 19.4 2.3 2.0 0.2 0.0 0.5 2.6 0.0 0.0: 5.3 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 12 . . . . 0 . . 0 0: Old : 25: 16 12 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 72.9 77.8 89.6 50.6 69.3 67.4 81.2 Old : 55.3 72.9 77.8 89.6 50.6 69.3 67.4 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 126,625: 91,543 114,731 21,467 5,587 3,105 0 0 0 0 141 279: 10,231 2,782 Old : 126,625: 91,543 114,731 21,467 5,587 3,105 0 0 0 0 141 279: 10,231 2,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,621: 1,523 735 -124 366 93 0 0 0 0 -279 279: -150 427 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 90.6 17.0 4.4 2.5 0.0 0.0 0.0 0.0 0.1 0.2: 8.1 2.2 Old : 100.0: 72.3 90.6 17.0 4.4 2.5 0.0 0.0 0.0 0.0 0.1 0.2: 8.1 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 12 4 . 6 0 0 0 0 . .: Old : 24: 15 12 4 . 6 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 73.8 80.0 87.5 59.6 70.7 75.2 80.9 Old : 61.7 73.8 80.0 87.5 59.6 70.7 75.2 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 69,762: 68,686 69,018 217 372 0 0 0 0 0 0 0: 859 372 Old : 69,762: 68,686 69,018 217 372 0 0 0 0 0 0 0: 859 372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 2,212: 2,212 2,212 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.5 98.9 0.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.5 Old : 100.0: 98.5 98.9 0.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 13 . . 0 0 0 0 0 0 0: Old : 22: 10 13 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.6 85.5 97.2 94.8 89.6 82.9 92.3 90.4 Old : 89.6 85.5 97.2 94.8 89.6 82.9 92.3 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 113,489: 87,781 92,548 4,293 539 14,011 0 0 0 300 450 434: 6,670 5,507 Old : 113,489: 87,781 92,548 4,293 539 14,011 0 0 0 300 450 434: 6,670 5,507 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 2,710: 1,626 825 856 462 732 0 0 0 -259 450 344: -589 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 81.5 3.8 0.5 12.3 0.0 0.0 0.0 0.3 0.4 0.4: 5.9 4.9 Old : 100.0: 77.3 81.5 3.8 0.5 12.3 0.0 0.0 0.0 0.3 0.4 0.4: 5.9 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 16 . . . 0 0 0 . . .: Old : 28: 18 16 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 66.9 77.6 84.5 54.6 63.6 66.8 73.1 Old : 56.0 66.9 77.6 84.5 54.6 63.6 66.8 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 160,357: 110,021 86,276 13,878 35,588 16,946 0 2,036 7,846 0 1,548 0: 11,666 10,117 Old : 160,357: 110,021 86,276 13,878 35,588 16,946 0 2,036 7,846 0 1,548 0: 11,666 10,117 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 129: -269 625 0 -2,311 214 0 759 -298 0 736 0: 482 404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 53.8 8.7 22.2 10.6 0.0 1.3 4.9 0.0 1.0 0.0: 7.3 6.3 Old : 100.0: 68.6 53.8 8.7 22.2 10.6 0.0 1.3 4.9 0.0 1.0 0.0: 7.3 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 23 15 . 5 4 0 . . 0 . 0: Old : 37: 23 15 . 5 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 64.4 54.7 80.3 30.9 52.6 43.6 62.7 Old : 37.5 64.4 54.7 80.3 30.9 52.6 43.6 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 18,593: 16,409 15,476 0 720 0 0 217 0 0 1,781 0: 2,184 399 Old : 18,593: 16,409 15,476 0 720 0 0 217 0 0 1,781 0: 2,184 399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,950: 1,921 870 0 0 0 0 0 0 0 960 0: 29 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 83.2 0.0 3.9 0.0 0.0 1.2 0.0 0.0 9.6 0.0: 11.7 2.1 Old : 100.0: 88.3 83.2 0.0 3.9 0.0 0.0 1.2 0.0 0.0 9.6 0.0: 11.7 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 9 0 . 0 0 . 0 0 . 0: Old : 22: 14 9 0 . 0 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 60.6 79.0 87.8 45.7 53.0 65.3 71.7 Old : 55.1 60.6 79.0 87.8 45.7 53.0 65.3 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 23,830: 10,997 22,233 9,068 0 0 748 0 120 1,364 0 0: 1,533 1,477 Old : 23,830: 10,997 22,233 9,068 0 0 748 0 120 1,364 0 0: 1,533 1,477 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 423: 60 244 0 0 0 -120 0 120 0 0 0: 363 59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 93.3 38.1 0.0 0.0 3.1 0.0 0.5 5.7 0.0 0.0: 6.4 6.2 Old : 100.0: 46.1 93.3 38.1 0.0 0.0 3.1 0.0 0.5 5.7 0.0 0.0: 6.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 9 . 0 0 . 0 . . 0 0: Old : 22: 10 9 . 0 0 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 70.8 84.7 90.3 64.7 70.8 80.4 89.0 Old : 69.0 70.8 84.7 90.3 64.7 70.8 80.4 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 190,021: 89,833 134,110 59,035 31,335 3,705 1,530 7,082 1,731 27,073 2,801 600: 6,514 8,657 Old : 190,021: 89,833 134,110 59,035 31,335 3,705 1,530 7,082 1,731 27,073 2,801 600: 6,514 8,657 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,324: 544 1,657 -3,457 -367 274 306 -185 0 4,990 -368 -248: -1,085 561 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 70.6 31.1 16.5 1.9 0.8 3.7 0.9 14.2 1.5 0.3: 3.4 4.6 Old : 100.0: 47.3 70.6 31.1 16.5 1.9 0.8 3.7 0.9 14.2 1.5 0.3: 3.4 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 28 24 4 4 7 . . . . . .: Old : 47: 28 24 4 4 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 54.2 62.8 66.4 43.0 52.9 60.6 63.9 Old : 44.1 54.2 62.8 66.4 43.0 52.9 60.6 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 23,802: 20,241 21,206 651 1,556 916 0 0 0 0 0 0: 1,994 124 Old : 23,802: 20,241 21,206 651 1,556 916 0 0 0 0 0 0: 1,994 124 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 89.1 2.7 6.5 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.4 0.5 Old : 100.0: 85.0 89.1 2.7 6.5 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 7 . . . 0 0 0 0 0 0: Old : 20: 10 7 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 87.5 78.3 98.4 52.4 85.7 78.3 94.6 Old : 52.4 87.5 78.3 98.4 52.4 85.7 78.3 94.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 84,313: 64,543 56,362 915 12,865 7,332 0 0 0 0 0 0: 11,523 7,754 Old : 84,313: 64,543 56,362 915 12,865 7,332 0 0 0 0 0 0: 11,523 7,754 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 4,658: 4,745 4,396 16 -184 1,297 0 0 0 0 0 0: -1,400 -851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 66.8 1.1 15.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 9.2 Old : 100.0: 76.6 66.8 1.1 15.3 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 13.7 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 15 . . 4 0 0 0 0 0 0: Old : 28: 18 15 . . 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 46.1 64.6 71.2 38.6 42.5 50.9 60.2 Old : 44.0 46.1 64.6 71.2 38.6 42.5 50.9 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 101,432: 59,486 83,009 35,613 13,370 523 0 0 0 0 0 0: 5,810 4,530 Old : 101,432: 59,486 83,009 35,613 13,370 523 0 0 0 0 0 0: 5,810 4,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 4,291: 2,075 4,138 2,071 153 0 0 0 0 0 0 0: 145 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 81.8 35.1 13.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.7 4.5 Old : 100.0: 58.6 81.8 35.1 13.2 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.7 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 13 7 . . 0 0 0 0 0 0: Old : 31: 16 13 7 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 68.3 61.7 82.6 35.4 67.4 55.8 78.3 Old : 41.2 68.3 61.7 82.6 35.4 67.4 55.8 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MM Btus : : : Positions : All : 116,769: 92,795 15,540 7,346 86,275 4,866 0 0 0 2,409 0 0: 9,353 10,088 Old : 116,769: 92,795 15,540 7,346 86,275 4,866 0 0 0 2,409 0 0: 9,353 10,088 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 1,938: 1,558 2 -239 1,498 589 0 0 0 0 0 0: 30 -151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 13.3 6.3 73.9 4.2 0.0 0.0 0.0 2.1 0.0 0.0: 8.0 8.6 Old : 100.0: 79.5 13.3 6.3 73.9 4.2 0.0 0.0 0.0 2.1 0.0 0.0: 8.0 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 6 . 8 6 0 0 0 . 0 0: Old : 28: 17 6 . 8 6 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 65.3 65.2 83.1 40.6 62.9 61.4 75.0 Old : 42.2 65.3 65.2 83.1 40.6 62.9 61.4 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 74,228: 24,619 45,251 24,856 11,741 11,473 5,202 0 0 0 0 0: 8,078 5,763 Old : 74,228: 24,619 45,251 24,856 11,741 11,473 5,202 0 0 0 0 0: 8,078 5,763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 490: 460 213 30 -607 -60 0 0 0 0 0 0: 60 944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 61.0 33.5 15.8 15.5 7.0 0.0 0.0 0.0 0.0 0.0: 10.9 7.8 Old : 100.0: 33.2 61.0 33.5 15.8 15.5 7.0 0.0 0.0 0.0 0.0 0.0: 10.9 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 8 . . 4 . 0 0 0 0 0: Old : 22: 12 8 . . 4 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 63.4 72.1 81.6 40.9 59.2 57.9 70.9 Old : 53.2 63.4 72.1 81.6 40.9 59.2 57.9 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 1,562,364: 229,810 343,386 116,587 96,506 148,302 335,154 89,431 388,026 57,920 247,025 214,128: 72,437 35,560 Old : 1,562,364: 229,810 343,386 116,587 96,506 148,302 335,154 89,431 388,026 57,920 247,025 214,128: 72,437 35,560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 33,342: -3,433 2,302 -12,686 21,809 3,612 24,557 -3,503 13,685 14,158 5,075 -8,095: 1,544 -1,543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 22.0 7.5 6.2 9.5 21.5 5.7 24.8 3.7 15.8 13.7: 4.6 2.3 Old : 100.0: 14.7 22.0 7.5 6.2 9.5 21.5 5.7 24.8 3.7 15.8 13.7: 4.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 325: 40 37 19 14 24 92 34 79 56 54 78: Old : 325: 40 37 19 14 24 92 34 79 56 54 78: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.0 24.4 31.8 39.8 8.2 17.1 12.4 22.4 Old : 20.0 24.4 31.8 39.8 8.2 17.1 12.4 22.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 395,191: 139,747 85,222 6,289 99,076 37,204 9,490 12,686 11,711 154,706 117,477 23,970: 12,074 7,845 Old : 395,191: 139,747 85,222 6,289 99,076 37,204 9,490 12,686 11,711 154,706 117,477 23,970: 12,074 7,845 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 12,674: -288 4,857 -236 8,232 -106 574 707 -105 7,441 -5,085 4,651: 743 -477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 21.6 1.6 25.1 9.4 2.4 3.2 3.0 39.1 29.7 6.1: 3.1 2.0 Old : 100.0: 35.4 21.6 1.6 25.1 9.4 2.4 3.2 3.0 39.1 29.7 6.1: 3.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 80: 24 26 . 13 14 4 6 6 16 11 19: Old : 80: 24 26 . 13 14 4 6 6 16 11 19: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 49.8 65.8 64.6 56.7 45.5 61.3 56.2 Old : 58.0 49.8 65.8 64.6 56.7 45.5 61.3 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 139,184: 30,116 18,661 36,635 15,661 22,038 5,810 28,495 10,055 8,574 21,440 14,218: 11,738 8,616 Old : 139,184: 30,116 18,661 36,635 15,661 22,038 5,810 28,495 10,055 8,574 21,440 14,218: 11,738 8,616 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 7,921: 2,026 2,203 -111 36 764 1,135 -1,856 556 -1,386 3,752 4,008: 929 -1,542 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 13.4 26.3 11.3 15.8 4.2 20.5 7.2 6.2 15.4 10.2: 8.4 6.2 Old : 100.0: 21.6 13.4 26.3 11.3 15.8 4.2 20.5 7.2 6.2 15.4 10.2: 8.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 54: 12 12 10 5 12 6 6 5 . 11 13: Old : 54: 12 12 10 5 12 6 6 5 . 11 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.5 39.1 48.9 54.0 27.8 28.7 39.2 39.2 Old : 32.5 39.1 48.9 54.0 27.8 28.7 39.2 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 34,080: 2,764 6,075 15,971 12,297 4,325 1,083 0 4,714 720 2,011 4,349: 154 309 Old : 34,080: 2,764 6,075 15,971 12,297 4,325 1,083 0 4,714 720 2,011 4,349: 154 309 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 2,097: 283 2,030 248 -1,160 -215 -36 0 650 -227 -581 1,318: 76 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 17.8 46.9 36.1 12.7 3.2 0.0 13.8 2.1 5.9 12.8: 0.5 0.9 Old : 100.0: 8.1 17.8 46.9 36.1 12.7 3.2 0.0 13.8 2.1 5.9 12.8: 0.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 4 4 5 . 7 4 0 . 8 6 11: Old : 29: 4 4 5 . 7 4 0 . 8 6 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 74.4 85.9 87.3 46.5 47.2 50.3 51.1 Old : 63.2 74.4 85.9 87.3 46.5 47.2 50.3 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 1,296,902: 289,133 227,336 79,393 840,308 120,951 163,272 1,544 49,807 541,399 14,596 24,126: 28,821 18,234 Old : 1,296,902: 289,133 227,336 79,393 840,308 120,951 163,272 1,544 49,807 541,399 14,596 24,126: 28,821 18,234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 19,926: 4,471 8,280 -875 14,320 -3,006 5,436 0 -599 14,106 86 338: 55 507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 17.5 6.1 64.8 9.3 12.6 0.1 3.8 41.7 1.1 1.9: 2.2 1.4 Old : 100.0: 22.3 17.5 6.1 64.8 9.3 12.6 0.1 3.8 41.7 1.1 1.9: 2.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 84: 29 29 . 16 14 9 . 6 13 7 16: Old : 84: 29 29 . 16 14 9 . 6 13 7 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 38.4 66.8 62.7 51.7 36.3 61.2 59.4 Old : 54.2 38.4 66.8 62.7 51.7 36.3 61.2 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 259,229: 54,795 42,352 147,999 111,185 21,570 2,594 19,150 10,892 6,500 38,126 11,890: 2,989 4,064 Old : 259,229: 54,795 42,352 147,999 111,185 21,570 2,594 19,150 10,892 6,500 38,126 11,890: 2,989 4,064 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 8,603: 2,494 2,307 938 -391 1,191 1,488 986 312 382 3,033 1,778: 20 -613 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 16.3 57.1 42.9 8.3 1.0 7.4 4.2 2.5 14.7 4.6: 1.2 1.6 Old : 100.0: 21.1 16.3 57.1 42.9 8.3 1.0 7.4 4.2 2.5 14.7 4.6: 1.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 16 18 17 . 12 . 5 6 7 9 14: Old : 63: 16 18 17 . 12 . 5 6 7 9 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 52.8 48.0 65.2 27.6 51.4 44.6 59.5 Old : 28.1 52.8 48.0 65.2 27.6 51.4 44.6 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 24,644: 24,268 9,816 0 12,636 0 0 0 0 186 1,841 0: 190 351 Old : 24,644: 24,268 9,816 0 12,636 0 0 0 0 186 1,841 0: 190 351 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : -174: -174 201 0 -375 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.5 39.8 0.0 51.3 0.0 0.0 0.0 0.0 0.8 7.5 0.0: 0.8 1.4 Old : 100.0: 98.5 39.8 0.0 51.3 0.0 0.0 0.0 0.0 0.8 7.5 0.0: 0.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 18 18 0 7 0 0 0 0 . 4 0: Old : 37: 18 18 0 7 0 0 0 0 . 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.9 50.2 89.2 71.8 68.1 47.8 77.5 63.6 Old : 74.9 50.2 89.2 71.8 68.1 47.8 77.5 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 102,548: 74,613 80,448 9,131 10,898 7,022 6,129 67 557 2,130 1,544 1,622: 1,344 390 Old : 102,548: 74,613 80,448 9,131 10,898 7,022 6,129 67 557 2,130 1,544 1,622: 1,344 390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 2,084: 900 1,988 661 -155 81 18 1 47 141 92 114: 122 -84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 78.4 8.9 10.6 6.8 6.0 0.1 0.5 2.1 1.5 1.6: 1.3 0.4 Old : 100.0: 72.8 78.4 8.9 10.6 6.8 6.0 0.1 0.5 2.1 1.5 1.6: 1.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 98: 45 46 6 7 9 6 . 4 10 10 11: Old : 98: 45 46 6 7 9 6 . 4 10 10 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.5 38.3 43.5 61.4 15.0 33.1 26.8 41.5 Old : 28.5 38.3 43.5 61.4 15.0 33.1 26.8 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 80,311: 47,706 60,678 7,353 6,485 8,725 3,112 300 830 12,500 2,573 0: 85 720 Old : 80,311: 47,706 60,678 7,353 6,485 8,725 3,112 300 830 12,500 2,573 0: 85 720 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 365: 265 290 -150 0 150 80 0 0 0 -45 0: 20 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.4 75.6 9.2 8.1 10.9 3.9 0.4 1.0 15.6 3.2 0.0: 0.1 0.9 Old : 100.0: 59.4 75.6 9.2 8.1 10.9 3.9 0.4 1.0 15.6 3.2 0.0: 0.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 19 23 4 . 4 4 . . . . 0: Old : 42: 19 23 4 . 4 4 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 53.7 78.8 72.5 38.8 38.6 49.5 46.6 Old : 52.2 53.7 78.8 72.5 38.8 38.6 49.5 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 38,808: 35,167 26,163 5 7,577 2,099 120 0 0 484 1,543 663: 270 763 Old : 38,808: 35,167 26,163 5 7,577 2,099 120 0 0 484 1,543 663: 270 763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 460: 490 841 -10 230 -90 0 0 0 159 -20 -59: -30 -442 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.6 67.4 0.0 19.5 5.4 0.3 0.0 0.0 1.2 4.0 1.7: 0.7 2.0 Old : 100.0: 90.6 67.4 0.0 19.5 5.4 0.3 0.0 0.0 1.2 4.0 1.7: 0.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 27 31 . 7 5 . 0 0 6 5 5: Old : 55: 27 31 . 7 5 . 0 0 6 5 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 38.3 71.9 61.4 41.2 30.5 52.2 42.0 Old : 49.2 38.3 71.9 61.4 41.2 30.5 52.2 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,951: 5,382 5,042 2,968 3,143 110 0 0 0 1,023 77 309: 159 1,270 Old : 9,951: 5,382 5,042 2,968 3,143 110 0 0 0 1,023 77 309: 159 1,270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 409: 409 287 0 0 0 0 0 0 0 0 0: 0 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 50.7 29.8 31.6 1.1 0.0 0.0 0.0 10.3 0.8 3.1: 1.6 12.8 Old : 100.0: 54.1 50.7 29.8 31.6 1.1 0.0 0.0 0.0 10.3 0.8 3.1: 1.6 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 19 15 . 5 . 0 0 0 5 . 4: Old : 36: 19 15 . 5 . 0 0 0 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 44.1 75.4 64.7 48.8 41.0 60.3 54.5 Old : 56.8 44.1 75.4 64.7 48.8 41.0 60.3 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Futures Only, May 16, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 14,405: 12,209 6,752 324 6,164 101 0 0 0 634 661 321: 816 406 Old : 14,405: 12,209 6,752 324 6,164 101 0 0 0 634 661 321: 816 406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 9, 2017 : : 674: 640 431 75 105 27 0 0 0 6 60 35: -109 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 46.9 2.2 42.8 0.7 0.0 0.0 0.0 4.4 4.6 2.2: 5.7 2.8 Old : 100.0: 84.8 46.9 2.2 42.8 0.7 0.0 0.0 0.0 4.4 4.6 2.2: 5.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 13 . 4 . 0 0 0 4 . .: Old : 32: 19 13 . 4 . 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 62.2 67.3 78.9 36.2 50.1 49.6 62.7 Old : 48.1 62.2 67.3 78.9 36.2 50.1 49.6 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017