NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 5,416,259: 2,791,236 1,175,617 432,305 3,071,524 283,845 698,849 17,420 209,047 386,274 69,917 578,875: 35,828 10,014 Old : 5,416,259: 2,791,236 1,175,617 432,305 3,071,524 283,845 698,849 17,420 209,047 386,274 69,917 578,875: 35,828 10,014 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -145,161: -80,604 -38,655 4,426 -112,740 22,496 13,189 7,339 -28,461 -52,020 25,165 -21,103: -3,084 798 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 21.7 8.0 56.7 5.2 12.9 0.3 3.9 7.1 1.3 10.7: 0.7 0.2 Old : 100.0: 51.5 21.7 8.0 56.7 5.2 12.9 0.3 3.9 7.1 1.3 10.7: 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 : 226: 107 100 7 20 21 22 6 19 43 13 41: Old : 226: 107 100 7 20 21 22 6 19 43 13 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 : 27.7 31.5 43.7 47.2 23.5 30.9 35.9 41.6 Old : 27.7 31.5 43.7 47.2 23.5 30.9 35.9 41.6 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 30, 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 : 258,434: 23,989 47,375 139,550 28,399 22,845 352 134,331 3,423 46,725 2,982 18,748: 2,802 331 Old : 258,434: 23,989 47,375 139,550 28,399 22,845 352 134,331 3,423 46,725 2,982 18,748: 2,802 331 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -27,948: -1,223 -6,467 2,692 6,348 -12,366 -778 15,065 -10,957 -1,690 -15,866 -3,626: 0 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 18.3 54.0 11.0 8.8 0.1 52.0 1.3 18.1 1.2 7.3: 1.1 0.1 Old : 100.0: 9.3 18.3 54.0 11.0 8.8 0.1 52.0 1.3 18.1 1.2 7.3: 1.1 0.1 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 : 59: 15 12 13 4 10 . 7 4 11 4 11: Old : 59: 15 12 13 4 10 . 7 4 11 4 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 : 54.9 68.1 69.1 82.3 49.7 64.8 60.7 75.8 Old : 54.9 68.1 69.1 82.3 49.7 64.8 60.7 75.8 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 30, 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 : 211,510: 109,015 187,210 70,970 8,910 6,638 1,996 668 1,387 4,071 1,085 1,222: 16,211 4,390 Old : 211,510: 109,015 187,210 70,970 8,910 6,638 1,996 668 1,387 4,071 1,085 1,222: 16,211 4,390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,369: -4 2,726 1,363 -67 98 148 0 187 1,038 -540 64: -525 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 88.5 33.6 4.2 3.1 0.9 0.3 0.7 1.9 0.5 0.6: 7.7 2.1 Old : 100.0: 51.5 88.5 33.6 4.2 3.1 0.9 0.3 0.7 1.9 0.5 0.6: 7.7 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 : 48: 28 25 5 . 6 . . . . . 4: Old : 48: 28 25 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 : 42.1 57.9 58.7 78.1 40.5 51.0 52.5 65.5 Old : 42.1 57.9 58.7 78.1 40.5 51.0 52.5 65.5 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 30, 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 : 105,868: 94,421 78,229 3,355 21,285 1,850 0 0 0 1,391 824 62: 4,789 3,618 Old : 105,868: 94,421 78,229 3,355 21,285 1,850 0 0 0 1,391 824 62: 4,789 3,618 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,849: 1,541 1,363 450 303 122 0 0 0 -664 30 -93: 493 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 73.9 3.2 20.1 1.7 0.0 0.0 0.0 1.3 0.8 0.1: 4.5 3.4 Old : 100.0: 89.2 73.9 3.2 20.1 1.7 0.0 0.0 0.0 1.3 0.8 0.1: 4.5 3.4 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: 24 24 . 4 4 0 0 0 . . .: Old : 37: 24 24 . 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 : 50.1 41.3 76.0 66.2 41.1 38.8 55.5 53.8 Old : 50.1 41.3 76.0 66.2 41.1 38.8 55.5 53.8 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 30, 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 : 201,805: 145,585 81,455 24,084 93,982 17,446 1,582 0 1,167 41 0 368: 11,532 7,387 Old : 201,805: 145,585 81,455 24,084 93,982 17,446 1,582 0 1,167 41 0 368: 11,532 7,387 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 3,292: 2,122 -2,122 3,671 7,679 -1,210 277 0 -150 41 -203 58: -1,517 -760 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 40.4 11.9 46.6 8.6 0.8 0.0 0.6 0.0 0.0 0.2: 5.7 3.7 Old : 100.0: 72.1 40.4 11.9 46.6 8.6 0.8 0.0 0.6 0.0 0.0 0.2: 5.7 3.7 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 : 41: 25 19 5 7 5 . 0 . . 0 .: Old : 41: 25 19 5 7 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 : 53.9 52.8 71.7 69.3 51.2 52.5 61.6 63.5 Old : 53.9 52.8 71.7 69.3 51.2 52.5 61.6 63.5 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 30, 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 : 1,088,514: 996,145 217,176 25,438 796,187 44,732 0 1,026 3,697 2,010 16,071 4,270: 12,222 5,355 Old : 1,088,514: 996,145 217,176 25,438 796,187 44,732 0 1,026 3,697 2,010 16,071 4,270: 12,222 5,355 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -2,789: -1,602 -1,669 555 -1,405 -799 0 725 -1,252 -68 240 -432: 809 1,803 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 20.0 2.3 73.1 4.1 0.0 0.1 0.3 0.2 1.5 0.4: 1.1 0.5 Old : 100.0: 91.5 20.0 2.3 73.1 4.1 0.0 0.1 0.3 0.2 1.5 0.4: 1.1 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 : 60: 36 22 6 9 13 0 . . . . .: Old : 60: 36 22 6 9 13 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 : 40.6 56.0 60.4 78.7 33.3 55.7 51.2 73.6 Old : 40.6 56.0 60.4 78.7 33.3 55.7 51.2 73.6 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 30, 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 : 469,649: 377,630 333,342 31,498 95,200 33,004 0 0 0 7,504 0 330: 19,683 7,773 Old : 469,649: 377,630 333,342 31,498 95,200 33,004 0 0 0 7,504 0 330: 19,683 7,773 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 3,715: 3,080 -120 -2,663 2,324 1,700 0 0 0 625 0 240: 733 -429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 71.0 6.7 20.3 7.0 0.0 0.0 0.0 1.6 0.0 0.1: 4.2 1.7 Old : 100.0: 80.4 71.0 6.7 20.3 7.0 0.0 0.0 0.0 1.6 0.0 0.1: 4.2 1.7 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 : 55: 30 33 . 9 6 0 0 0 . 0 .: Old : 55: 30 33 . 9 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 : 59.8 38.2 78.6 58.9 57.6 36.2 71.0 56.2 Old : 59.8 38.2 78.6 58.9 57.6 36.2 71.0 56.2 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 30, 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 : 391,065: 311,930 267,732 32,195 94,922 22,315 1,407 0 1,374 7,085 0 155: 14,604 4,567 Old : 391,065: 311,930 267,732 32,195 94,922 22,315 1,407 0 1,374 7,085 0 155: 14,604 4,567 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 14,150: 6,484 9,491 3,110 3,602 1,282 370 0 -382 3,531 0 0: -245 157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 68.5 8.2 24.3 5.7 0.4 0.0 0.4 1.8 0.0 0.0: 3.7 1.2 Old : 100.0: 79.8 68.5 8.2 24.3 5.7 0.4 0.0 0.4 1.8 0.0 0.0: 3.7 1.2 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 : 57: 29 32 4 9 11 . 0 . . 0 .: Old : 57: 29 32 4 9 11 . 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 : 57.7 42.1 71.9 62.9 57.1 41.4 68.8 61.3 Old : 57.7 42.1 71.9 62.9 57.1 41.4 68.8 61.3 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 30, 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 : 188,822: 161,850 101,768 13,211 72,474 3,826 0 199 1,458 750 2,954 105: 7,622 6,038 Old : 188,822: 161,850 101,768 13,211 72,474 3,826 0 199 1,458 750 2,954 105: 7,622 6,038 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 6,146: 4,400 435 1,182 3,199 -93 -230 199 106 -390 2,414 105: 1,066 -219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 53.9 7.0 38.4 2.0 0.0 0.1 0.8 0.4 1.6 0.1: 4.0 3.2 Old : 100.0: 85.7 53.9 7.0 38.4 2.0 0.0 0.1 0.8 0.4 1.6 0.1: 4.0 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 : 47: 23 21 . 9 7 0 . . . . .: Old : 47: 23 21 . 9 7 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 : 59.9 40.0 77.4 63.3 59.4 39.5 74.7 60.7 Old : 59.9 40.0 77.4 63.3 59.4 39.5 74.7 60.7 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 30, 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 : 107,948: 67,088 92,642 24,226 4,306 2,493 3,625 2,235 62 4,953 155 1,734: 3,767 4,321 Old : 107,948: 67,088 92,642 24,226 4,306 2,493 3,625 2,235 62 4,953 155 1,734: 3,767 4,321 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 672: 1,081 1,090 732 0 -577 -216 -60 62 -601 0 101: 90 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 85.8 22.4 4.0 2.3 3.4 2.1 0.1 4.6 0.1 1.6: 3.5 4.0 Old : 100.0: 62.1 85.8 22.4 4.0 2.3 3.4 2.1 0.1 4.6 0.1 1.6: 3.5 4.0 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 : 36: 16 18 6 . 5 . . . . . .: Old : 36: 16 18 6 . 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 : 57.6 42.8 73.1 64.6 55.8 41.8 67.9 62.2 Old : 57.6 42.8 73.1 64.6 55.8 41.8 67.9 62.2 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 30, 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 : 37,022: 34,667 28,583 0 7,980 217 0 0 0 0 0 0: 2,138 242 Old : 37,022: 34,667 28,583 0 7,980 217 0 0 0 0 0 0: 2,138 242 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 690: 450 450 0 120 0 0 0 0 0 0 0: 240 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 77.2 0.0 21.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 0.7 Old : 100.0: 93.6 77.2 0.0 21.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 0.7 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 : 24: 12 13 0 . . 0 0 0 0 0 0: Old : 24: 12 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 : 67.1 61.1 88.1 87.7 67.1 58.4 86.8 84.3 Old : 67.1 61.1 88.1 87.7 67.1 58.4 86.8 84.3 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 30, 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 : 104,787: 83,551 36,609 10,194 56,890 3,189 0 3 1,366 0 1,149 0: 6,487 5,581 Old : 104,787: 83,551 36,609 10,194 56,890 3,189 0 3 1,366 0 1,149 0: 6,487 5,581 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,600: 2,283 853 365 672 191 -293 3 54 0 149 0: 0 678 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 34.9 9.7 54.3 3.0 0.0 0.0 1.3 0.0 1.1 0.0: 6.2 5.3 Old : 100.0: 79.7 34.9 9.7 54.3 3.0 0.0 0.0 1.3 0.0 1.1 0.0: 6.2 5.3 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 : 31: 17 13 . 6 4 0 . . 0 . 0: Old : 31: 17 13 . 6 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 : 45.0 60.8 75.8 84.0 43.6 60.8 69.6 75.3 Old : 45.0 60.8 75.8 84.0 43.6 60.8 69.6 75.3 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 30, 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 : 168,415: 127,767 78,930 25,835 80,226 6,955 0 0 0 0 0 0: 7,858 2,304 Old : 168,415: 127,767 78,930 25,835 80,226 6,955 0 0 0 0 0 0: 7,858 2,304 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,134: 1,204 -180 -372 1,314 0 0 0 0 0 0 0: 302 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.9 46.9 15.3 47.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 1.4 Old : 100.0: 75.9 46.9 15.3 47.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 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 : 39: 19 16 5 7 6 0 0 0 0 0 0: Old : 39: 19 16 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 : 53.0 71.8 69.1 84.3 50.3 71.8 66.4 83.7 Old : 53.0 71.8 69.1 84.3 50.3 71.8 66.4 83.7 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 30, 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 : 74,659: 68,580 49,931 0 20,917 639 0 0 0 0 0 0: 5,440 3,172 Old : 74,659: 68,580 49,931 0 20,917 639 0 0 0 0 0 0: 5,440 3,172 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,086: 2,578 2,086 0 0 0 0 0 0 0 0 0: -492 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.9 66.9 0.0 28.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.3 4.2 Old : 100.0: 91.9 66.9 0.0 28.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 7.3 4.2 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 : 26: 17 16 0 . . 0 0 0 0 0 0: Old : 26: 17 16 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 : 54.7 46.9 76.0 71.1 41.0 41.7 54.2 57.9 Old : 54.7 46.9 76.0 71.1 41.0 41.7 54.2 57.9 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 30, 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 : 25,288: 21,764 21,351 0 720 0 420 1,802 0 2,106 0 0: 998 1,415 Old : 25,288: 21,764 21,351 0 720 0 420 1,802 0 2,106 0 0: 998 1,415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,970: 3,218 1,830 0 720 0 420 390 0 -240 0 0: -428 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 84.4 0.0 2.8 0.0 1.7 7.1 0.0 8.3 0.0 0.0: 3.9 5.6 Old : 100.0: 86.1 84.4 0.0 2.8 0.0 1.7 7.1 0.0 8.3 0.0 0.0: 3.9 5.6 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 : 29: 15 15 0 . 0 . . 0 . 0 0: Old : 29: 15 15 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 : 51.5 52.6 78.7 75.4 45.8 52.6 71.2 75.4 Old : 51.5 52.6 78.7 75.4 45.8 52.6 71.2 75.4 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 30, 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 : 619,177: 450,611 211,866 57,890 341,760 40,675 9,133 9,609 6,606 44,879 488 278: 9,105 7,895 Old : 619,177: 450,611 211,866 57,890 341,760 40,675 9,133 9,609 6,606 44,879 488 278: 9,105 7,895 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 16,221: 16,220 11,889 366 -992 4,743 -3,021 1,737 -566 -1,205 488 -245: -71 -833 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 34.2 9.3 55.2 6.6 1.5 1.6 1.1 7.2 0.1 0.0: 1.5 1.3 Old : 100.0: 72.8 34.2 9.3 55.2 6.6 1.5 1.6 1.1 7.2 0.1 0.0: 1.5 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 : 80: 43 40 6 10 10 4 . 4 6 . .: Old : 80: 43 40 6 10 10 4 . 4 6 . .: 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 : 28.8 51.9 47.6 65.3 27.2 49.5 41.6 58.7 Old : 28.8 51.9 47.6 65.3 27.2 49.5 41.6 58.7 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 30, 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 : 130,657: 97,300 72,650 7,080 28,315 15,726 1,358 1,661 418 0 1,688 248: 8,527 9,951 Old : 130,657: 97,300 72,650 7,080 28,315 15,726 1,358 1,661 418 0 1,688 248: 8,527 9,951 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,421: 1,772 -671 -1,243 130 1,945 1,358 0 418 -22 1,056 -338: -1,469 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 55.6 5.4 21.7 12.0 1.0 1.3 0.3 0.0 1.3 0.2: 6.5 7.6 Old : 100.0: 74.5 55.6 5.4 21.7 12.0 1.0 1.3 0.3 0.0 1.3 0.2: 6.5 7.6 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 : 31: 16 14 . 5 6 . . . 0 . .: Old : 31: 16 14 . 5 6 . . . 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 : 44.4 52.6 70.1 74.7 40.8 50.2 59.4 64.7 Old : 44.4 52.6 70.1 74.7 40.8 50.2 59.4 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 18,933: 12,771 17,905 3,578 360 0 0 0 0 660 0 0: 1,924 668 Old : 18,933: 12,771 17,905 3,578 360 0 0 0 0 660 0 0: 1,924 668 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 480: 0 390 240 120 -60 0 0 0 120 0 0: 180 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 94.6 18.9 1.9 0.0 0.0 0.0 0.0 3.5 0.0 0.0: 10.2 3.5 Old : 100.0: 67.5 94.6 18.9 1.9 0.0 0.0 0.0 0.0 3.5 0.0 0.0: 10.2 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 : 20: 8 12 . . 0 0 0 0 . 0 0: Old : 20: 8 12 . . 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 : 65.0 70.4 80.0 88.6 62.4 66.2 76.4 82.5 Old : 65.0 70.4 80.0 88.6 62.4 66.2 76.4 82.5 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 30, 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 : 79,324: 39,605 49,239 31,859 20,144 5,313 0 0 0 0 624 372: 2,175 3,632 Old : 79,324: 39,605 49,239 31,859 20,144 5,313 0 0 0 0 624 372: 2,175 3,632 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 970: 1,248 672 -2 0 0 0 0 0 0 448 -90: -186 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 62.1 40.2 25.4 6.7 0.0 0.0 0.0 0.0 0.8 0.5: 2.7 4.6 Old : 100.0: 49.9 62.1 40.2 25.4 6.7 0.0 0.0 0.0 0.0 0.8 0.5: 2.7 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 : 24: 7 10 6 5 7 0 0 0 0 . .: Old : 24: 7 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 : 64.0 57.1 86.3 78.5 61.8 55.4 80.2 75.1 Old : 64.0 57.1 86.3 78.5 61.8 55.4 80.2 75.1 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 30, 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 : 170,364: 116,786 130,195 5,832 21,892 8,446 27,086 4,290 0 11,400 3,690 0: 814 1,851 Old : 170,364: 116,786 130,195 5,832 21,892 8,446 27,086 4,290 0 11,400 3,690 0: 814 1,851 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 42,420: 16,500 35,412 4,576 3,355 -1,830 14,010 4,290 0 9,540 2,940 0: -376 -1,747 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 76.4 3.4 12.9 5.0 15.9 2.5 0.0 6.7 2.2 0.0: 0.5 1.1 Old : 100.0: 68.6 76.4 3.4 12.9 5.0 15.9 2.5 0.0 6.7 2.2 0.0: 0.5 1.1 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 : 73: 16 38 . 6 5 4 . 0 4 7 0: Old : 73: 16 38 . 6 5 4 . 0 4 7 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 : 40.5 51.2 65.9 65.7 37.0 48.1 61.8 58.9 Old : 40.5 51.2 65.9 65.7 37.0 48.1 61.8 58.9 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 30, 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 : 201,952: 98,904 166,056 15,929 17,679 855 53,765 1,935 3,222 28,353 10,183 93: 831 1,929 Old : 201,952: 98,904 166,056 15,929 17,679 855 53,765 1,935 3,222 28,353 10,183 93: 831 1,929 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 43,470: 16,831 35,043 4,310 2,460 -1,700 11,344 1,068 3,042 9,660 3,450 0: -17 107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 82.2 7.9 8.8 0.4 26.6 1.0 1.6 14.0 5.0 0.0: 0.4 1.0 Old : 100.0: 49.0 82.2 7.9 8.8 0.4 26.6 1.0 1.6 14.0 5.0 0.0: 0.4 1.0 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 : 88: 21 47 . 4 . 8 . . 5 10 .: Old : 88: 21 47 . 4 . 8 . . 5 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 : 41.3 43.6 65.9 57.1 39.1 41.1 60.8 53.7 Old : 41.3 43.6 65.9 57.1 39.1 41.1 60.8 53.7 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 30, 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 : 88,941: 85,452 84,438 1,862 397 0 0 0 0 463 592 248: 916 3,266 Old : 88,941: 85,452 84,438 1,862 397 0 0 0 0 463 592 248: 916 3,266 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 9,104: 8,774 9,321 0 30 0 0 0 0 30 30 0: 300 -277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.1 94.9 2.1 0.4 0.0 0.0 0.0 0.0 0.5 0.7 0.3: 1.0 3.7 Old : 100.0: 96.1 94.9 2.1 0.4 0.0 0.0 0.0 0.0 0.5 0.7 0.3: 1.0 3.7 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 : 41: 16 25 . . 0 0 0 0 . . .: Old : 41: 16 25 . . 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 : 70.3 63.3 85.5 80.9 70.3 61.4 83.2 78.2 Old : 70.3 63.3 85.5 80.9 70.3 61.4 83.2 78.2 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 30, 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 : 277,832: 189,972 231,510 48,069 15,707 22,325 1,057 0 631 2,738 0 0: 13,040 7,659 Old : 277,832: 189,972 231,510 48,069 15,707 22,325 1,057 0 631 2,738 0 0: 13,040 7,659 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,898: -937 412 449 -1,075 3,546 244 0 -120 0 -480 0: -1,284 -385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 83.3 17.3 5.7 8.0 0.4 0.0 0.2 1.0 0.0 0.0: 4.7 2.8 Old : 100.0: 68.4 83.3 17.3 5.7 8.0 0.4 0.0 0.2 1.0 0.0 0.0: 4.7 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 : 38: 28 27 . . . . 0 . . 0 0: Old : 38: 28 27 . . . . 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 : 58.6 47.7 73.9 68.4 54.7 38.2 64.7 53.6 Old : 58.6 47.7 73.9 68.4 54.7 38.2 64.7 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 23,228: 17,642 18,294 1,039 0 246 1,246 792 0 240 678 0: 2,815 3,218 Old : 23,228: 17,642 18,294 1,039 0 246 1,246 792 0 240 678 0: 2,815 3,218 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 330: 90 240 2 -58 -2 30 0 0 240 120 0: -30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 78.8 4.5 0.0 1.1 5.4 3.4 0.0 1.0 2.9 0.0: 12.1 13.9 Old : 100.0: 76.0 78.8 4.5 0.0 1.1 5.4 3.4 0.0 1.0 2.9 0.0: 12.1 13.9 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 : 23: 7 11 . 0 . . . 0 . . 0: Old : 23: 7 11 . 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 61.0 84.1 77.2 69.6 61.0 83.8 77.2 Old : 69.6 61.0 84.1 77.2 69.6 61.0 83.8 77.2 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 30, 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 : 129,184: 115,092 102,175 0 14,145 7,941 0 75 1,550 0 1,260 93: 4,508 1,945 Old : 129,184: 115,092 102,175 0 14,145 7,941 0 75 1,550 0 1,260 93: 4,508 1,945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -3,051: -3,437 -2,643 0 -184 0 0 -450 356 0 60 0: 30 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 79.1 0.0 10.9 6.1 0.0 0.1 1.2 0.0 1.0 0.1: 3.5 1.5 Old : 100.0: 89.1 79.1 0.0 10.9 6.1 0.0 0.1 1.2 0.0 1.0 0.1: 3.5 1.5 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 : 34: 14 21 0 6 6 0 . . 0 . .: Old : 34: 14 21 0 6 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 : 58.6 54.6 81.7 70.8 53.9 52.2 70.9 63.7 Old : 58.6 54.6 81.7 70.8 53.9 52.2 70.9 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 34,646: 25,141 10,297 964 17,446 4,656 0 929 303 938 0 93: 2,551 922 Old : 34,646: 25,141 10,297 964 17,446 4,656 0 929 303 938 0 93: 2,551 922 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 299: -567 785 0 -1,146 551 0 396 -229 -2 0 0: 546 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.6 29.7 2.8 50.4 13.4 0.0 2.7 0.9 2.7 0.0 0.3: 7.4 2.7 Old : 100.0: 72.6 29.7 2.8 50.4 13.4 0.0 2.7 0.9 2.7 0.0 0.3: 7.4 2.7 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 : 21: 7 11 . 4 5 0 . . . 0 .: Old : 21: 7 11 . 4 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 : 64.0 63.7 82.2 79.4 53.8 56.7 65.5 65.4 Old : 64.0 63.7 82.2 79.4 53.8 56.7 65.5 65.4 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 30, 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 : 143,193: 99,974 130,071 27,643 3,263 2,975 302 0 650 3,961 0 0: 7,688 6,234 Old : 143,193: 99,974 130,071 27,643 3,263 2,975 302 0 650 3,961 0 0: 7,688 6,234 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -1: -583 299 65 0 180 0 0 0 151 -630 -31: 217 181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 90.8 19.3 2.3 2.1 0.2 0.0 0.5 2.8 0.0 0.0: 5.4 4.4 Old : 100.0: 69.8 90.8 19.3 2.3 2.1 0.2 0.0 0.5 2.8 0.0 0.0: 5.4 4.4 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 : 25: 17 11 . . . . 0 . . 0 0: Old : 25: 17 11 . . . . 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 : 54.4 73.1 77.0 89.5 50.0 69.9 67.0 81.5 Old : 54.4 73.1 77.0 89.5 50.0 69.9 67.0 81.5 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 30, 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 : 130,872: 92,700 119,611 24,433 5,189 2,499 0 0 0 39 0 240: 10,961 3,333 Old : 130,872: 92,700 119,611 24,433 5,189 2,499 0 0 0 39 0 240: 10,961 3,333 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 3,305: 465 3,790 2,693 -246 -485 0 0 0 39 -381 -39: 632 666 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 91.4 18.7 4.0 1.9 0.0 0.0 0.0 0.0 0.0 0.2: 8.4 2.5 Old : 100.0: 70.8 91.4 18.7 4.0 1.9 0.0 0.0 0.0 0.0 0.0 0.2: 8.4 2.5 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 : 23: 14 12 4 . 5 0 0 0 . 0 .: Old : 23: 14 12 4 . 5 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 : 63.3 75.4 80.9 88.2 61.3 73.2 76.8 82.7 Old : 63.3 75.4 80.9 88.2 61.3 73.2 76.8 82.7 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 30, 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 : 74,652: 72,556 73,214 967 882 0 0 0 0 395 0 0: 734 556 Old : 74,652: 72,556 73,214 967 882 0 0 0 0 395 0 0: 734 556 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 3,630: 3,090 3,446 270 0 0 0 0 0 395 0 0: -125 184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.2 98.1 1.3 1.2 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.0 0.7 Old : 100.0: 97.2 98.1 1.3 1.2 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 1.0 0.7 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 : 23: 11 13 . . 0 0 0 0 . 0 0: Old : 23: 11 13 . . 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 : 85.3 83.0 95.9 92.2 85.1 80.4 91.1 88.2 Old : 85.3 83.0 95.9 92.2 85.1 80.4 91.1 88.2 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 30, 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 : 118,736: 91,649 96,503 6,061 1,329 13,741 0 0 0 450 1,024 403: 6,432 5,736 Old : 118,736: 91,649 96,503 6,061 1,329 13,741 0 0 0 450 1,024 403: 6,432 5,736 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,996: 1,495 2,682 1,498 0 0 0 0 0 0 737 -217: 220 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 81.3 5.1 1.1 11.6 0.0 0.0 0.0 0.4 0.9 0.3: 5.4 4.8 Old : 100.0: 77.2 81.3 5.1 1.1 11.6 0.0 0.0 0.0 0.4 0.9 0.3: 5.4 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 : 29: 19 17 . . . 0 0 0 . . .: Old : 29: 19 17 . . . 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 : 56.6 66.3 78.8 83.5 54.3 63.3 68.5 73.1 Old : 56.6 66.3 78.8 83.5 54.3 63.3 68.5 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 30, 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 : 165,353: 113,128 86,293 13,849 34,467 18,896 0 759 7,719 0 5,703 0: 11,761 11,516 Old : 165,353: 113,128 86,293 13,849 34,467 18,896 0 759 7,719 0 5,703 0: 11,761 11,516 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,336: 1,539 230 -60 -640 1,076 0 166 -294 0 1,433 0: 75 365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 52.2 8.4 20.8 11.4 0.0 0.5 4.7 0.0 3.4 0.0: 7.1 7.0 Old : 100.0: 68.4 52.2 8.4 20.8 11.4 0.0 0.5 4.7 0.0 3.4 0.0: 7.1 7.0 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 : 42: 24 19 . 5 5 0 . . 0 . 0: Old : 42: 24 19 . 5 5 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 : 37.6 61.1 55.0 76.2 30.3 47.8 43.4 59.5 Old : 37.6 61.1 55.0 76.2 30.3 47.8 43.4 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 10,739: 9,890 10,342 360 0 0 0 0 0 0 0 0: 489 397 Old : 10,739: 9,890 10,342 360 0 0 0 0 0 0 0 0: 489 397 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.1 96.3 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 3.7 Old : 100.0: 92.1 96.3 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.6 3.7 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 : 20: 12 10 . 0 0 0 0 0 0 0 0: Old : 20: 12 10 . 0 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 : 61.4 77.1 81.0 93.4 61.4 77.1 81.0 89.9 Old : 61.4 77.1 81.0 93.4 61.4 77.1 81.0 89.9 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 30, 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 : 22,230: 19,692 18,753 0 873 453 0 217 0 0 1,631 0: 2,085 303 Old : 22,230: 19,692 18,753 0 873 453 0 217 0 0 1,631 0: 2,085 303 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,147: 1,054 817 0 -453 453 0 0 0 -300 240 0: -60 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 84.4 0.0 3.9 2.0 0.0 1.0 0.0 0.0 7.3 0.0: 9.4 1.4 Old : 100.0: 88.6 84.4 0.0 3.9 2.0 0.0 1.0 0.0 0.0 7.3 0.0: 9.4 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 : 26: 17 10 0 . . 0 . 0 0 . 0: Old : 26: 17 10 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 60.4 68.8 81.7 41.2 55.1 59.6 67.3 Old : 49.4 60.4 68.8 81.7 41.2 55.1 59.6 67.3 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 30, 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 : 31,478: 16,550 29,642 8,948 0 0 1,318 0 0 3,494 210 0: 1,168 1,626 Old : 31,478: 16,550 29,642 8,948 0 0 1,318 0 0 3,494 210 0: 1,168 1,626 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,940: 2,913 3,151 120 0 0 240 0 -210 120 0 0: -243 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.6 94.2 28.4 0.0 0.0 4.2 0.0 0.0 11.1 0.7 0.0: 3.7 5.2 Old : 100.0: 52.6 94.2 28.4 0.0 0.0 4.2 0.0 0.0 11.1 0.7 0.0: 3.7 5.2 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 : 27: 13 14 . 0 0 . 0 0 . . 0: Old : 27: 13 14 . 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 : 62.0 64.2 82.9 87.8 60.9 58.5 77.6 79.0 Old : 62.0 64.2 82.9 87.8 60.9 58.5 77.6 79.0 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 30, 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 : 195,614: 94,259 139,050 55,255 30,091 6,291 2,142 5,246 1,278 29,824 4,198 600: 5,965 8,860 Old : 195,614: 94,259 139,050 55,255 30,091 6,291 2,142 5,246 1,278 29,824 4,198 600: 5,965 8,860 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 3,766: 1,335 725 -2,123 1,035 2,630 430 -2,078 0 1,704 1,091 0: -210 363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.2 71.1 28.2 15.4 3.2 1.1 2.7 0.7 15.2 2.1 0.3: 3.0 4.5 Old : 100.0: 48.2 71.1 28.2 15.4 3.2 1.1 2.7 0.7 15.2 2.1 0.3: 3.0 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 : 49: 28 24 4 4 7 . . . . . .: Old : 49: 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 : 44.6 52.9 63.2 66.0 43.6 52.3 61.1 64.1 Old : 44.6 52.9 63.2 66.0 43.6 52.3 61.1 64.1 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 30, 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 : 24,530: 20,939 21,724 651 1,616 916 0 0 0 0 0 0: 2,024 274 Old : 24,530: 20,939 21,724 651 1,616 916 0 0 0 0 0 0: 2,024 274 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 218: 218 158 0 60 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 88.6 2.7 6.6 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 8.3 1.1 Old : 100.0: 85.4 88.6 2.7 6.6 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 8.3 1.1 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 : 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 : 52.8 84.7 78.8 97.9 52.8 83.5 78.8 94.1 Old : 52.8 84.7 78.8 97.9 52.8 83.5 78.8 94.1 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 30, 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 : 87,590: 66,543 61,394 716 12,611 7,682 0 0 0 0 0 0: 12,649 5,903 Old : 87,590: 66,543 61,394 716 12,611 7,682 0 0 0 0 0 0: 12,649 5,903 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,160: 1,396 942 -469 46 230 0 0 0 0 0 0: 3 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 70.1 0.8 14.4 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 14.4 6.7 Old : 100.0: 76.0 70.1 0.8 14.4 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 14.4 6.7 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 : 29: 18 17 . 4 4 0 0 0 0 0 0: Old : 29: 18 17 . 4 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 : 44.5 45.3 63.7 69.4 35.9 40.5 48.5 57.2 Old : 44.5 45.3 63.7 69.4 35.9 40.5 48.5 57.2 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 30, 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 : 103,808: 60,794 86,570 36,534 12,956 490 0 0 0 0 0 0: 5,990 3,792 Old : 103,808: 60,794 86,570 36,534 12,956 490 0 0 0 0 0 0: 5,990 3,792 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,288: 978 982 10 186 120 0 0 0 0 0 0: 180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 83.4 35.2 12.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 3.7 Old : 100.0: 58.6 83.4 35.2 12.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 5.8 3.7 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 : 32: 18 15 7 . . 0 0 0 0 0 0: Old : 32: 18 15 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 : 40.6 67.4 61.2 82.7 34.9 66.5 55.3 78.7 Old : 40.6 67.4 61.2 82.7 34.9 66.5 55.3 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 65,736: 31,849 37,844 16,375 11,877 7,204 1,224 0 0 2,043 0 0: 7,041 8,811 Old : 65,736: 31,849 37,844 16,375 11,877 7,204 1,224 0 0 2,043 0 0: 7,041 8,811 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -351: -3,220 -1,095 1,002 -1,578 983 0 0 0 0 0 0: 884 1,339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 57.6 24.9 18.1 11.0 1.9 0.0 0.0 3.1 0.0 0.0: 10.7 13.4 Old : 100.0: 48.4 57.6 24.9 18.1 11.0 1.9 0.0 0.0 3.1 0.0 0.0: 10.7 13.4 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: 8 10 . . . . 0 0 . 0 0: Old : 21: 8 10 . . . . 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 : 57.5 60.1 79.8 78.6 50.0 52.3 61.4 62.3 Old : 57.5 60.1 79.8 78.6 50.0 52.3 61.4 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Disaggregated Commitments of Traders - Futures Only, May 30, 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 : 37,653: 33,369 36,840 0 299 31 0 0 0 2,930 117 93: 1,230 273 Old : 37,653: 33,369 36,840 0 299 31 0 0 0 2,930 117 93: 1,230 273 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,170: 1,389 1,084 0 0 0 0 0 0 87 117 93: -399 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 97.8 0.0 0.8 0.1 0.0 0.0 0.0 7.8 0.3 0.2: 3.3 0.7 Old : 100.0: 88.6 97.8 0.0 0.8 0.1 0.0 0.0 0.0 7.8 0.3 0.2: 3.3 0.7 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 : 28: 14 11 0 . . 0 0 0 . . .: Old : 28: 14 11 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 : 64.4 81.0 82.2 93.8 64.4 81.0 80.3 92.9 Old : 64.4 81.0 82.2 93.8 64.4 81.0 80.3 92.9 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 30, 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 : 120,337: 96,484 15,567 6,252 89,973 5,778 0 0 0 2,409 0 0: 9,414 9,019 Old : 120,337: 96,484 15,567 6,252 89,973 5,778 0 0 0 2,409 0 0: 9,414 9,019 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 853: 547 31 -822 -92 914 0 0 0 0 0 0: 214 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 12.9 5.2 74.8 4.8 0.0 0.0 0.0 2.0 0.0 0.0: 7.8 7.5 Old : 100.0: 80.2 12.9 5.2 74.8 4.8 0.0 0.0 0.0 2.0 0.0 0.0: 7.8 7.5 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 : 29: 16 6 . 9 7 0 0 0 . 0 0: Old : 29: 16 6 . 9 7 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 : 42.3 64.7 66.4 82.3 41.5 62.4 61.7 74.7 Old : 42.3 64.7 66.4 82.3 41.5 62.4 61.7 74.7 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 30, 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 : 77,307: 25,843 48,002 24,209 11,213 11,597 5,202 0 0 0 0 0: 10,456 6,495 Old : 77,307: 25,843 48,002 24,209 11,213 11,597 5,202 0 0 0 0 0: 10,456 6,495 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 302: 123 0 -123 604 -302 0 0 0 0 0 0: 604 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 62.1 31.3 14.5 15.0 6.7 0.0 0.0 0.0 0.0 0.0: 13.5 8.4 Old : 100.0: 33.4 62.1 31.3 14.5 15.0 6.7 0.0 0.0 0.0 0.0 0.0: 13.5 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 : 22: 13 8 . . 4 . 0 0 0 0 0: Old : 22: 13 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 : 50.7 60.9 70.6 80.8 38.0 57.4 55.6 71.0 Old : 50.7 60.9 70.6 80.8 38.0 57.4 55.6 71.0 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 30, 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 : 1,516,242: 249,170 370,812 138,712 82,725 157,184 297,456 125,154 339,617 64,080 205,741 196,197: 73,826 38,812 Old : 1,516,242: 249,170 370,812 138,712 82,725 157,184 297,456 125,154 339,617 64,080 205,741 196,197: 73,826 38,812 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -16,749: -9,002 -8,046 16,825 -7,552 5,038 -33,918 28,225 4,567 11,885 -28,229 -13,954: 1,810 3,202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 24.5 9.1 5.5 10.4 19.6 8.3 22.4 4.2 13.6 12.9: 4.9 2.6 Old : 100.0: 16.4 24.5 9.1 5.5 10.4 19.6 8.3 22.4 4.2 13.6 12.9: 4.9 2.6 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 : 310: 37 34 22 12 27 79 49 78 59 37 63: Old : 310: 37 34 22 12 27 79 49 78 59 37 63: 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 : 18.4 24.0 31.5 38.7 8.2 16.9 12.5 22.4 Old : 18.4 24.0 31.5 38.7 8.2 16.9 12.5 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 30, 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 : 400,575: 137,462 85,445 6,408 95,337 36,614 13,136 13,095 10,852 160,814 127,361 24,130: 11,159 7,741 Old : 400,575: 137,462 85,445 6,408 95,337 36,614 13,136 13,095 10,852 160,814 127,361 24,130: 11,159 7,741 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -19,266: -6,550 -5,575 119 -5,555 -832 -4,726 -1,380 -684 418 184 -5,285: -1,726 -139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 21.3 1.6 23.8 9.1 3.3 3.3 2.7 40.1 31.8 6.0: 2.8 1.9 Old : 100.0: 34.3 21.3 1.6 23.8 9.1 3.3 3.3 2.7 40.1 31.8 6.0: 2.8 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 : 80: 24 26 . 13 14 5 4 6 17 12 21: Old : 80: 24 26 . 13 14 5 4 6 17 12 21: 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 : 57.5 50.0 66.1 63.9 55.5 45.1 60.5 55.0 Old : 57.5 50.0 66.1 63.9 55.5 45.1 60.5 55.0 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 30, 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 : 129,012: 30,877 16,710 31,062 14,406 21,258 2,909 27,915 7,128 10,105 20,164 12,507: 13,166 8,924 Old : 129,012: 30,877 16,710 31,062 14,406 21,258 2,909 27,915 7,128 10,105 20,164 12,507: 13,166 8,924 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -26,032: -2,195 -2,562 -1,571 3,735 -7,444 -1,149 -2,504 -1,899 -8,203 -13,223 -2,263: -1,308 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 13.0 24.1 11.2 16.5 2.3 21.6 5.5 7.8 15.6 9.7: 10.2 6.9 Old : 100.0: 23.9 13.0 24.1 11.2 16.5 2.3 21.6 5.5 7.8 15.6 9.7: 10.2 6.9 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 : 51: 11 11 10 4 13 . 7 5 5 10 14: Old : 51: 11 11 10 4 13 . 7 5 5 10 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 : 33.0 41.0 51.0 56.3 29.5 29.2 40.9 40.0 Old : 33.0 41.0 51.0 56.3 29.5 29.2 40.9 40.0 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 30, 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 : 34,650: 2,885 5,143 16,057 13,970 4,550 619 1,076 4,324 2,556 1,438 3,546: 113 603 Old : 34,650: 2,885 5,143 16,057 13,970 4,550 619 1,076 4,324 2,556 1,438 3,546: 113 603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -4,389: -222 -1,066 -222 2,097 -1,619 -629 1,076 -1,078 264 -3,248 -889: 6 338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 14.8 46.3 40.3 13.1 1.8 3.1 12.5 7.4 4.2 10.2: 0.3 1.7 Old : 100.0: 8.3 14.8 46.3 40.3 13.1 1.8 3.1 12.5 7.4 4.2 10.2: 0.3 1.7 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 : 28: 4 4 4 . 7 . . . 6 7 8: Old : 28: 4 4 4 . 7 . . . 6 7 8: 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 75.7 85.9 86.6 46.3 49.7 54.7 53.7 Old : 62.0 75.7 85.9 86.6 46.3 49.7 54.7 53.7 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 30, 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 : 1,259,138: 277,160 213,563 81,890 827,381 115,468 154,581 2,449 46,075 530,457 12,077 24,963: 28,544 17,162 Old : 1,259,138: 277,160 213,563 81,890 827,381 115,468 154,581 2,449 46,075 530,457 12,077 24,963: 28,544 17,162 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -44,850: -12,979 -16,654 2,035 -14,407 -6,624 -6,657 906 -4,074 -17,311 -3,978 1,174: -414 -1,193 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 17.0 6.5 65.7 9.2 12.3 0.2 3.7 42.1 1.0 2.0: 2.3 1.4 Old : 100.0: 22.0 17.0 6.5 65.7 9.2 12.3 0.2 3.7 42.1 1.0 2.0: 2.3 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 : 83: 28 27 . 16 13 9 . 6 13 7 15: Old : 83: 28 27 . 16 13 9 . 6 13 7 15: 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 : 54.5 38.7 67.0 62.6 52.2 36.3 62.6 59.0 Old : 54.5 38.7 67.0 62.6 52.2 36.3 62.6 59.0 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 30, 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 : 233,227: 42,999 37,562 137,678 107,882 20,227 2,922 14,950 10,119 6,101 27,729 10,179: 3,002 4,579 Old : 233,227: 42,999 37,562 137,678 107,882 20,227 2,922 14,950 10,119 6,101 27,729 10,179: 3,002 4,579 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -28,254: -10,169 -4,973 -10,653 -5,427 -1,000 -3,774 -4,800 -760 -229 -9,435 -1,744: 75 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 16.1 59.0 46.3 8.7 1.3 6.4 4.3 2.6 11.9 4.4: 1.3 2.0 Old : 100.0: 18.4 16.1 59.0 46.3 8.7 1.3 6.4 4.3 2.6 11.9 4.4: 1.3 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 : 59: 15 19 15 4 12 5 4 6 5 7 11: Old : 59: 15 19 15 4 12 5 4 6 5 7 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 : 29.2 55.8 48.6 68.7 28.6 53.6 46.1 61.6 Old : 29.2 55.8 48.6 68.7 28.6 53.6 46.1 61.6 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 30, 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 : 25,059: 24,242 10,384 127 12,432 124 0 0 0 351 1,760 35: 180 324 Old : 25,059: 24,242 10,384 127 12,432 124 0 0 0 351 1,760 35: 180 324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 14: -172 106 38 -30 0 0 0 0 165 -28 -7: -10 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.7 41.4 0.5 49.6 0.5 0.0 0.0 0.0 1.4 7.0 0.1: 0.7 1.3 Old : 100.0: 96.7 41.4 0.5 49.6 0.5 0.0 0.0 0.0 1.4 7.0 0.1: 0.7 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 : 40: 18 20 . 6 . 0 0 0 4 . .: Old : 40: 18 20 . 6 . 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 : 74.4 48.6 88.9 69.9 67.9 46.8 76.9 61.1 Old : 74.4 48.6 88.9 69.9 67.9 46.8 76.9 61.1 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 30, 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 : 109,209: 79,850 85,235 8,817 10,848 8,783 5,740 95 684 2,338 1,534 1,688: 1,309 342 Old : 109,209: 79,850 85,235 8,817 10,848 8,783 5,740 95 684 2,338 1,534 1,688: 1,309 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 2,171: 2,205 1,122 -895 -55 1,093 -484 3 2 76 -10 106: 68 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 78.0 8.1 9.9 8.0 5.3 0.1 0.6 2.1 1.4 1.5: 1.2 0.3 Old : 100.0: 73.1 78.0 8.1 9.9 8.0 5.3 0.1 0.6 2.1 1.4 1.5: 1.2 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 : 99: 49 49 6 7 9 4 . 4 10 10 12: Old : 99: 49 49 6 7 9 4 . 4 10 10 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 : 27.9 37.0 44.2 60.9 15.5 31.0 26.0 39.9 Old : 27.9 37.0 44.2 60.9 15.5 31.0 26.0 39.9 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 30, 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 : 79,443: 47,266 60,224 7,908 6,365 8,206 2,592 300 830 12,500 2,573 0: 141 945 Old : 79,443: 47,266 60,224 7,908 6,365 8,206 2,592 300 830 12,500 2,573 0: 141 945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : -450: -456 -260 211 -120 -175 -20 0 0 0 0 0: -10 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 75.8 10.0 8.0 10.3 3.3 0.4 1.0 15.7 3.2 0.0: 0.2 1.2 Old : 100.0: 59.5 75.8 10.0 8.0 10.3 3.3 0.4 1.0 15.7 3.2 0.0: 0.2 1.2 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 : 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 : 51.6 54.5 78.8 72.8 40.6 38.9 50.8 47.0 Old : 51.6 54.5 78.8 72.8 40.6 38.9 50.8 47.0 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 30, 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 : 40,782: 37,603 27,530 0 8,327 1,554 200 0 0 634 1,892 706: 85 773 Old : 40,782: 37,603 27,530 0 8,327 1,554 200 0 0 634 1,892 706: 85 773 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 1,359: 1,556 1,070 0 320 -170 10 0 0 70 51 78: -185 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 67.5 0.0 20.4 3.8 0.5 0.0 0.0 1.6 4.6 1.7: 0.2 1.9 Old : 100.0: 92.2 67.5 0.0 20.4 3.8 0.5 0.0 0.0 1.6 4.6 1.7: 0.2 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 : 55: 27 31 0 8 6 . 0 0 5 6 6: Old : 55: 27 31 0 8 6 . 0 0 5 6 6: 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 : 48.4 37.2 71.3 58.9 40.3 30.1 51.5 41.1 Old : 48.4 37.2 71.3 58.9 40.3 30.1 51.5 41.1 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 30, 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 : 10,683: 5,949 5,585 2,968 3,176 110 0 0 0 1,136 25 338: 182 1,449 Old : 10,683: 5,949 5,585 2,968 3,176 110 0 0 0 1,136 25 338: 182 1,449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 143: 50 105 0 -42 0 0 0 0 68 -52 17: 8 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 52.3 27.8 29.7 1.0 0.0 0.0 0.0 10.6 0.2 3.2: 1.7 13.6 Old : 100.0: 55.7 52.3 27.8 29.7 1.0 0.0 0.0 0.0 10.6 0.2 3.2: 1.7 13.6 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 : 36: 20 17 . 5 . 0 0 0 7 . 4: Old : 36: 20 17 . 5 . 0 0 0 7 . 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 : 55.4 43.8 73.3 63.8 47.5 37.8 59.8 51.7 Old : 55.4 43.8 73.3 63.8 47.5 37.8 59.8 51.7 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 30, 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 : 15,890: 13,654 7,734 333 6,536 92 0 0 0 610 751 346: 855 431 Old : 15,890: 13,654 7,734 333 6,536 92 0 0 0 610 751 346: 855 431 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 23, 2017 : : 811: 787 728 0 32 0 0 0 0 16 70 -40: 48 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 48.7 2.1 41.1 0.6 0.0 0.0 0.0 3.8 4.7 2.2: 5.4 2.7 Old : 100.0: 85.9 48.7 2.1 41.1 0.6 0.0 0.0 0.0 3.8 4.7 2.2: 5.4 2.7 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 : 33: 20 14 . 5 . 0 0 0 4 . .: Old : 33: 20 14 . 5 . 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 : 47.9 60.3 68.0 78.1 33.0 47.7 46.8 59.8 Old : 47.9 60.3 68.0 78.1 33.0 47.7 46.8 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017