NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, June 06, 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 : 5,470,034: 2,914,432 1,197,211 451,081 3,021,447 295,869 683,364 16,012 207,696 278,750 120,088 601,974: 36,868 9,737 Old : 5,470,034: 2,914,432 1,197,211 451,081 3,021,447 295,869 683,364 16,012 207,696 278,750 120,088 601,974: 36,868 9,737 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 53,775: 123,196 21,594 18,776 -50,077 12,024 -15,485 -1,408 -1,351 -107,524 50,171 23,099: 1,040 -277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.3 21.9 8.2 55.2 5.4 12.5 0.3 3.8 5.1 2.2 11.0: 0.7 0.2 Old : 100.0: 53.3 21.9 8.2 55.2 5.4 12.5 0.3 3.8 5.1 2.2 11.0: 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 : 231: 114 99 7 20 21 21 7 19 40 16 42: Old : 231: 114 99 7 20 21 21 7 19 40 16 42: 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 : 27.8 31.5 44.2 47.6 24.3 30.5 37.0 41.1 Old : 27.8 31.5 44.2 47.6 24.3 30.5 37.0 41.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Futures Only, June 06, 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 : 266,536: 24,410 50,896 147,101 33,821 22,050 352 130,495 3,633 43,480 2,602 22,708: 2,802 331 Old : 266,536: 24,410 50,896 147,101 33,821 22,050 352 130,495 3,633 43,480 2,602 22,708: 2,802 331 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 8,102: 421 3,521 7,551 5,422 -795 0 -3,836 210 -3,245 -380 3,960: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 19.1 55.2 12.7 8.3 0.1 49.0 1.4 16.3 1.0 8.5: 1.1 0.1 Old : 100.0: 9.2 19.1 55.2 12.7 8.3 0.1 49.0 1.4 16.3 1.0 8.5: 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 : 60: 15 13 13 4 10 . 7 4 11 4 11: Old : 60: 15 13 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 : 53.4 66.9 67.0 80.5 47.9 63.6 57.7 74.5 Old : 53.4 66.9 67.0 80.5 47.9 63.6 57.7 74.5 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, June 06, 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 : 198,910: 97,073 175,242 72,346 11,664 3,733 5,042 2,465 1,909 4,126 98 708: 13,973 3,091 Old : 198,910: 97,073 175,242 72,346 11,664 3,733 5,042 2,465 1,909 4,126 98 708: 13,973 3,091 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -12,600: -11,942 -11,968 1,376 2,754 -2,905 3,046 1,797 522 55 -987 -514: -2,238 -1,299 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 88.1 36.4 5.9 1.9 2.5 1.2 1.0 2.1 0.0 0.4: 7.0 1.6 Old : 100.0: 48.8 88.1 36.4 5.9 1.9 2.5 1.2 1.0 2.1 0.0 0.4: 7.0 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 27 25 4 . 6 . . . . . .: Old : 48: 27 25 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 : 44.3 58.6 59.7 80.1 43.4 51.2 55.9 68.7 Old : 44.3 58.6 59.7 80.1 43.4 51.2 55.9 68.7 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, June 06, 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 : 95,915: 86,605 68,484 2,553 20,781 1,760 0 0 0 0 584 31: 4,966 4,275 Old : 95,915: 86,605 68,484 2,553 20,781 1,760 0 0 0 0 584 31: 4,966 4,275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -9,953: -7,816 -9,745 -802 -504 -90 0 0 0 -1,391 -240 -31: 177 657 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 71.4 2.7 21.7 1.8 0.0 0.0 0.0 0.0 0.6 0.0: 5.2 4.5 Old : 100.0: 90.3 71.4 2.7 21.7 1.8 0.0 0.0 0.0 0.0 0.6 0.0: 5.2 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 : 33: 22 22 . 4 . 0 0 0 0 . .: Old : 33: 22 22 . 4 . 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 : 53.3 43.4 78.3 67.2 45.2 41.7 59.4 55.5 Old : 53.3 43.4 78.3 67.2 45.2 41.7 59.4 55.5 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, June 06, 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 : 216,066: 154,909 72,489 25,138 114,448 19,245 539 0 1,856 689 0 30: 13,660 7,998 Old : 216,066: 154,909 72,489 25,138 114,448 19,245 539 0 1,856 689 0 30: 13,660 7,998 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 14,261: 9,324 -8,966 1,054 20,466 1,799 -1,043 0 689 648 0 -338: 2,128 611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 33.5 11.6 53.0 8.9 0.2 0.0 0.9 0.3 0.0 0.0: 6.3 3.7 Old : 100.0: 71.7 33.5 11.6 53.0 8.9 0.2 0.0 0.9 0.3 0.0 0.0: 6.3 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 : 35: 18 16 6 6 4 . 0 . . 0 .: Old : 35: 18 16 6 6 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 57.2 74.7 73.0 56.3 57.2 67.6 69.6 Old : 59.6 57.2 74.7 73.0 56.3 57.2 67.6 69.6 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, June 06, 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 : 1,042,514: 953,194 195,240 20,957 766,963 47,047 0 703 4,021 1,585 15,951 5,477: 10,233 7,112 Old : 1,042,514: 953,194 195,240 20,957 766,963 47,047 0 703 4,021 1,585 15,951 5,477: 10,233 7,112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -46,000: -42,951 -21,936 -4,481 -29,224 2,315 0 -323 324 -425 -120 1,207: -1,989 1,757 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 18.7 2.0 73.6 4.5 0.0 0.1 0.4 0.2 1.5 0.5: 1.0 0.7 Old : 100.0: 91.4 18.7 2.0 73.6 4.5 0.0 0.1 0.4 0.2 1.5 0.5: 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 : 59: 36 20 6 9 13 0 . . . . .: Old : 59: 36 20 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 : 42.0 57.3 61.5 78.9 34.5 57.0 53.5 74.2 Old : 42.0 57.3 61.5 78.9 34.5 57.0 53.5 74.2 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, June 06, 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 : 457,688: 371,391 324,071 28,741 90,862 35,217 0 0 0 6,338 0 0: 16,001 7,538 Old : 457,688: 371,391 324,071 28,741 90,862 35,217 0 0 0 6,338 0 0: 16,001 7,538 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -11,961: -6,239 -9,271 -2,757 -4,338 2,213 0 0 0 -1,166 0 -330: -3,682 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 70.8 6.3 19.9 7.7 0.0 0.0 0.0 1.4 0.0 0.0: 3.5 1.6 Old : 100.0: 81.1 70.8 6.3 19.9 7.7 0.0 0.0 0.0 1.4 0.0 0.0: 3.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 29 33 5 8 7 0 0 0 . 0 0: Old : 56: 29 33 5 8 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 : 61.1 37.9 79.5 59.1 58.6 35.8 72.0 55.7 Old : 61.1 37.9 79.5 59.1 58.6 35.8 72.0 55.7 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, June 06, 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 : 377,569: 305,723 256,958 31,130 91,821 21,827 1,229 0 1,552 1,039 0 155: 14,914 5,256 Old : 377,569: 305,723 256,958 31,130 91,821 21,827 1,229 0 1,552 1,039 0 155: 14,914 5,256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -13,496: -6,207 -10,774 -1,065 -3,101 -488 -178 0 178 -6,046 0 0: 310 689 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 68.1 8.2 24.3 5.8 0.3 0.0 0.4 0.3 0.0 0.0: 4.0 1.4 Old : 100.0: 81.0 68.1 8.2 24.3 5.8 0.3 0.0 0.4 0.3 0.0 0.0: 4.0 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 : 50: 25 28 5 8 11 . 0 . . 0 .: Old : 50: 25 28 5 8 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 : 58.2 42.6 72.5 64.3 57.6 41.5 68.8 62.3 Old : 58.2 42.6 72.5 64.3 57.6 41.5 68.8 62.3 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, June 06, 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 : 177,218: 150,632 96,212 13,785 70,576 3,390 0 523 1,149 0 142 322: 7,940 4,904 Old : 177,218: 150,632 96,212 13,785 70,576 3,390 0 523 1,149 0 142 322: 7,940 4,904 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -11,604: -11,218 -5,556 574 -1,898 -436 0 324 -309 -750 -2,812 217: 318 -1,134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 54.3 7.8 39.8 1.9 0.0 0.3 0.6 0.0 0.1 0.2: 4.5 2.8 Old : 100.0: 85.0 54.3 7.8 39.8 1.9 0.0 0.3 0.6 0.0 0.1 0.2: 4.5 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 : 42: 22 21 . 9 7 0 . . 0 . .: Old : 42: 22 21 . 9 7 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 41.7 78.8 65.7 61.8 41.2 75.9 62.8 Old : 61.9 41.7 78.8 65.7 61.8 41.2 75.9 62.8 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, June 06, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 98,086: 64,040 83,953 20,365 3,526 2,463 2,359 1,877 62 4,404 772 1,560: 2,833 3,873 Old : 98,086: 64,040 83,953 20,365 3,526 2,463 2,359 1,877 62 4,404 772 1,560: 2,833 3,873 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -9,862: -3,048 -8,689 -3,861 -780 -30 -1,266 -358 0 -549 617 -174: -934 -448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 85.6 20.8 3.6 2.5 2.4 1.9 0.1 4.5 0.8 1.6: 2.9 3.9 Old : 100.0: 65.3 85.6 20.8 3.6 2.5 2.4 1.9 0.1 4.5 0.8 1.6: 2.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 19 5 . 5 . . . . . .: Old : 36: 17 19 5 . 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 44.1 74.0 65.3 54.8 42.1 68.0 61.8 Old : 57.6 44.1 74.0 65.3 54.8 42.1 68.0 61.8 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, June 06, 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 : 26,017: 24,375 19,442 0 6,275 0 0 0 0 0 0 0: 1,642 300 Old : 26,017: 24,375 19,442 0 6,275 0 0 0 0 0 0 0: 1,642 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -11,005: -10,292 -9,141 0 -1,705 -217 0 0 0 0 0 0: -496 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 74.7 0.0 24.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.3 1.2 Old : 100.0: 93.7 74.7 0.0 24.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.3 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 : 20: 10 8 0 . 0 0 0 0 0 0 0: Old : 20: 10 8 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 : 72.0 69.7 89.9 93.0 72.0 69.7 89.2 92.5 Old : 72.0 69.7 89.9 93.0 72.0 69.7 89.2 92.5 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, June 06, 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 : 97,255: 74,274 34,513 10,022 51,463 3,336 364 0 1,337 0 279 0: 7,922 6,327 Old : 97,255: 74,274 34,513 10,022 51,463 3,336 364 0 1,337 0 279 0: 7,922 6,327 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -7,532: -9,277 -2,096 -172 -5,427 147 364 -3 -29 0 -870 0: 1,435 746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 35.5 10.3 52.9 3.4 0.4 0.0 1.4 0.0 0.3 0.0: 8.1 6.5 Old : 100.0: 76.4 35.5 10.3 52.9 3.4 0.4 0.0 1.4 0.0 0.3 0.0: 8.1 6.5 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 : 26: 14 10 . 6 4 . 0 . 0 . 0: Old : 26: 14 10 . 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 : 45.8 59.9 75.9 83.3 42.5 58.5 67.5 72.9 Old : 45.8 59.9 75.9 83.3 42.5 58.5 67.5 72.9 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, June 06, 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 : 160,008: 121,269 75,268 24,733 76,352 6,433 0 0 0 0 0 0: 7,573 1,955 Old : 160,008: 121,269 75,268 24,733 76,352 6,433 0 0 0 0 0 0: 7,573 1,955 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -8,407: -6,498 -3,662 -1,102 -3,874 -522 0 0 0 0 0 0: -285 -349 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.8 47.0 15.5 47.7 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 1.2 Old : 100.0: 75.8 47.0 15.5 47.7 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 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 : 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 : 53.8 72.9 69.8 84.9 51.3 72.8 67.2 84.3 Old : 53.8 72.9 69.8 84.9 51.3 72.8 67.2 84.3 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, June 06, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 67,384: 61,473 44,707 0 18,419 549 0 0 0 0 0 0: 5,362 3,709 Old : 67,384: 61,473 44,707 0 18,419 549 0 0 0 0 0 0: 5,362 3,709 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -7,275: -7,107 -5,224 0 -2,498 -90 0 0 0 0 0 0: -78 537 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.2 66.3 0.0 27.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 5.5 Old : 100.0: 91.2 66.3 0.0 27.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 13 0 . . 0 0 0 0 0 0: Old : 22: 15 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 : 56.0 46.3 78.0 71.5 42.5 42.1 55.2 58.4 Old : 56.0 46.3 78.0 71.5 42.5 42.1 55.2 58.4 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, June 06, 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 : 16,918: 14,428 14,686 0 720 0 420 810 0 990 0 0: 1,080 702 Old : 16,918: 14,428 14,686 0 720 0 420 810 0 990 0 0: 1,080 702 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -8,370: -7,336 -6,665 0 0 0 0 -992 0 -1,116 0 0: 82 -713 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 86.8 0.0 4.3 0.0 2.5 4.8 0.0 5.9 0.0 0.0: 6.4 4.1 Old : 100.0: 85.3 86.8 0.0 4.3 0.0 2.5 4.8 0.0 5.9 0.0 0.0: 6.4 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 48.4 50.0 73.6 74.4 46.8 50.0 67.9 73.9 Old : 48.4 50.0 73.6 74.4 46.8 50.0 67.9 73.9 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, June 06, 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 : 590,750: 429,412 198,047 56,980 330,727 41,505 9,207 6,718 4,122 39,796 488 945: 8,783 8,198 Old : 590,750: 429,412 198,047 56,980 330,727 41,505 9,207 6,718 4,122 39,796 488 945: 8,783 8,198 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -28,427: -21,199 -13,819 -910 -11,033 830 74 -2,891 -2,484 -5,083 0 667: -322 303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 33.5 9.6 56.0 7.0 1.6 1.1 0.7 6.7 0.1 0.2: 1.5 1.4 Old : 100.0: 72.7 33.5 9.6 56.0 7.0 1.6 1.1 0.7 6.7 0.1 0.2: 1.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 75: 43 41 7 9 10 . . 5 4 . .: Old : 75: 43 41 7 9 10 . . 5 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.4 53.3 49.1 66.4 27.6 50.6 42.4 59.1 Old : 30.4 53.3 49.1 66.4 27.6 50.6 42.4 59.1 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, June 06, 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 : 121,032: 88,509 68,683 7,667 25,658 15,357 1,331 1,661 418 0 400 217: 7,533 8,638 Old : 121,032: 88,509 68,683 7,667 25,658 15,357 1,331 1,661 418 0 400 217: 7,533 8,638 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -9,625: -8,791 -3,967 587 -2,657 -369 -27 0 0 0 -1,288 -31: -994 -1,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 56.7 6.3 21.2 12.7 1.1 1.4 0.3 0.0 0.3 0.2: 6.2 7.1 Old : 100.0: 73.1 56.7 6.3 21.2 12.7 1.1 1.4 0.3 0.0 0.3 0.2: 6.2 7.1 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 : 31: 17 14 . 5 6 . . . 0 . .: Old : 31: 17 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 : 45.8 53.8 70.3 75.9 40.3 51.0 58.1 64.3 Old : 45.8 53.8 70.3 75.9 40.3 51.0 58.1 64.3 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, June 06, 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 : 75,764: 37,551 47,391 30,639 19,314 5,223 0 0 0 0 204 372: 1,979 3,260 Old : 75,764: 37,551 47,391 30,639 19,314 5,223 0 0 0 0 204 372: 1,979 3,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -3,560: -2,054 -1,848 -1,220 -830 -90 0 0 0 0 -420 0: -196 -372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 62.6 40.4 25.5 6.9 0.0 0.0 0.0 0.0 0.3 0.5: 2.6 4.3 Old : 100.0: 49.6 62.6 40.4 25.5 6.9 0.0 0.0 0.0 0.0 0.3 0.5: 2.6 4.3 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 : 22: 6 10 6 5 7 0 0 0 0 . .: Old : 22: 6 10 6 5 7 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 56.3 87.9 78.4 64.1 55.3 80.8 75.7 Old : 66.2 56.3 87.9 78.4 64.1 55.3 80.8 75.7 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, June 06, 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 : 99,374: 86,832 70,265 3,672 17,661 7,646 0 0 0 0 0 0: 1,224 3,802 Old : 99,374: 86,832 70,265 3,672 17,661 7,646 0 0 0 0 0 0: 1,224 3,802 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -70,990: -29,954 -59,930 -2,160 -4,231 -800 -27,086 -4,290 0 -11,400 -3,690 0: 410 1,951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 70.7 3.7 17.8 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 3.8 Old : 100.0: 87.4 70.7 3.7 17.8 7.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 3.8 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 : 21: 8 9 . 4 . 0 0 0 0 0 0: Old : 21: 8 9 . 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 : 65.0 72.7 94.2 87.6 64.7 71.4 81.5 78.1 Old : 65.0 72.7 94.2 87.6 64.7 71.4 81.5 78.1 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, June 06, 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 : 129,660: 78,851 103,287 10,690 16,284 669 27,086 4,290 0 11,520 4,020 0: 844 1,110 Old : 129,660: 78,851 103,287 10,690 16,284 669 27,086 4,290 0 11,520 4,020 0: 844 1,110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -72,292: -20,053 -62,769 -5,239 -1,395 -186 -26,679 2,355 -3,222 -16,833 -6,163 -93: 13 -819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 79.7 8.2 12.6 0.5 20.9 3.3 0.0 8.9 3.1 0.0: 0.7 0.9 Old : 100.0: 60.8 79.7 8.2 12.6 0.5 20.9 3.3 0.0 8.9 3.1 0.0: 0.7 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 72: 15 38 . 4 . 4 . 0 4 7 0: Old : 72: 15 38 . 4 . 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 : 40.6 49.9 69.3 63.0 39.0 46.1 65.8 59.0 Old : 40.6 49.9 69.3 63.0 39.0 46.1 65.8 59.0 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, June 06, 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 : 104,576: 102,516 99,807 1,062 0 0 0 0 0 0 840 0: 998 3,929 Old : 104,576: 102,516 99,807 1,062 0 0 0 0 0 0 840 0: 998 3,929 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 15,635: 17,064 15,369 -800 -397 0 0 0 0 -463 248 -248: 82 663 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.0 95.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.0 3.8 Old : 100.0: 98.0 95.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.0 3.8 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 : 33: 15 21 . 0 0 0 0 0 0 . 0: Old : 33: 15 21 . 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 : 78.9 72.6 91.4 87.0 78.9 71.7 90.6 84.1 Old : 78.9 72.6 91.4 87.0 78.9 71.7 90.6 84.1 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, June 06, 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 : 263,733: 180,945 216,657 45,287 15,267 23,575 1,061 0 627 2,738 0 0: 9,500 7,607 Old : 263,733: 180,945 216,657 45,287 15,267 23,575 1,061 0 627 2,738 0 0: 9,500 7,607 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -14,099: -9,027 -14,853 -2,782 -440 1,250 4 0 -4 0 0 0: -3,540 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.6 82.2 17.2 5.8 8.9 0.4 0.0 0.2 1.0 0.0 0.0: 3.6 2.9 Old : 100.0: 68.6 82.2 17.2 5.8 8.9 0.4 0.0 0.2 1.0 0.0 0.0: 3.6 2.9 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 : 39: 28 28 . . . . 0 . . 0 0: Old : 39: 28 28 . . . . 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 : 59.0 46.6 74.1 67.5 54.3 36.3 64.1 52.8 Old : 59.0 46.6 74.1 67.5 54.3 36.3 64.1 52.8 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, June 06, 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 : 120,005: 106,537 93,815 0 14,075 7,791 0 431 1,194 0 0 0: 4,483 2,699 Old : 120,005: 106,537 93,815 0 14,075 7,791 0 431 1,194 0 0 0: 4,483 2,699 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -9,179: -8,555 -8,360 0 -70 -150 0 356 -356 0 -1,260 -93: -25 754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 78.2 0.0 11.7 6.5 0.0 0.4 1.0 0.0 0.0 0.0: 3.7 2.2 Old : 100.0: 88.8 78.2 0.0 11.7 6.5 0.0 0.4 1.0 0.0 0.0 0.0: 3.7 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 17 0 6 6 0 . . 0 0 0: Old : 29: 14 17 0 6 6 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 56.8 81.7 74.4 53.6 54.6 70.3 65.5 Old : 58.7 56.8 81.7 74.4 53.6 54.6 70.3 65.5 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, June 06, 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 : 139,026: 96,599 127,256 28,009 3,053 2,475 311 0 641 3,734 0 0: 7,257 5,601 Old : 139,026: 96,599 127,256 28,009 3,053 2,475 311 0 641 3,734 0 0: 7,257 5,601 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -4,167: -3,375 -2,815 366 -210 -500 9 0 -9 -227 0 0: -431 -633 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 91.5 20.1 2.2 1.8 0.2 0.0 0.5 2.7 0.0 0.0: 5.2 4.0 Old : 100.0: 69.5 91.5 20.1 2.2 1.8 0.2 0.0 0.5 2.7 0.0 0.0: 5.2 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 : 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 : 54.8 74.4 76.7 90.3 50.1 71.6 67.6 82.8 Old : 54.8 74.4 76.7 90.3 50.1 71.6 67.6 82.8 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, June 06, 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 : 125,378: 87,803 115,712 24,461 5,129 1,656 0 0 0 0 0 0: 11,458 2,881 Old : 125,378: 87,803 115,712 24,461 5,129 1,656 0 0 0 0 0 0: 11,458 2,881 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -5,494: -4,897 -3,899 28 -60 -843 0 0 0 -39 0 -240: 497 -452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 92.3 19.5 4.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 2.3 Old : 100.0: 70.0 92.3 19.5 4.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 12 . . . 0 0 0 0 0 0: Old : 21: 14 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 : 62.7 76.5 81.7 89.8 60.6 74.2 77.7 84.6 Old : 62.7 76.5 81.7 89.8 60.6 74.2 77.7 84.6 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, June 06, 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 : 64,236: 62,516 63,362 750 510 0 0 0 0 240 0 0: 730 364 Old : 64,236: 62,516 63,362 750 510 0 0 0 0 240 0 0: 730 364 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -10,416: -10,040 -9,852 -217 -372 0 0 0 0 -155 0 0: -4 -192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.3 98.6 1.2 0.8 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 1.1 0.6 Old : 100.0: 97.3 98.6 1.2 0.8 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 1.1 0.6 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 : 20: 9 12 . . 0 0 0 0 . 0 0: Old : 20: 9 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 : 88.3 90.1 97.8 96.6 88.3 87.0 92.5 91.5 Old : 88.3 90.1 97.8 96.6 88.3 87.0 92.5 91.5 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, June 06, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 110,013: 81,251 88,802 7,133 5,502 12,669 0 0 0 308 0 217: 8,435 2,823 Old : 110,013: 81,251 88,802 7,133 5,502 12,669 0 0 0 308 0 217: 8,435 2,823 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -8,723: -10,398 -7,701 1,072 4,173 -1,072 0 0 0 -142 -1,024 -186: 2,003 -2,913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 80.7 6.5 5.0 11.5 0.0 0.0 0.0 0.3 0.0 0.2: 7.7 2.6 Old : 100.0: 73.9 80.7 6.5 5.0 11.5 0.0 0.0 0.0 0.3 0.0 0.2: 7.7 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 : 25: 16 15 . . . 0 0 0 . 0 .: Old : 25: 16 15 . . . 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 : 58.2 67.7 78.9 84.9 54.2 64.4 68.4 76.7 Old : 58.2 67.7 78.9 84.9 54.2 64.4 68.4 76.7 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, June 06, 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 : 158,844: 107,353 83,990 13,137 33,331 18,750 0 0 6,848 0 1,561 0: 12,756 14,364 Old : 158,844: 107,353 83,990 13,137 33,331 18,750 0 0 6,848 0 1,561 0: 12,756 14,364 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -6,509: -5,775 -2,303 -712 -1,136 -146 0 -759 -871 0 -4,142 0: 995 2,848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 52.9 8.3 21.0 11.8 0.0 0.0 4.3 0.0 1.0 0.0: 8.0 9.0 Old : 100.0: 67.6 52.9 8.3 21.0 11.8 0.0 0.0 4.3 0.0 1.0 0.0: 8.0 9.0 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: 23 15 . 5 4 0 0 . 0 . 0: Old : 36: 23 15 . 5 4 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 : 39.0 63.2 56.5 79.6 30.0 49.2 42.5 58.7 Old : 39.0 63.2 56.5 79.6 30.0 49.2 42.5 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Disaggregated Commitments of Traders - Futures Only, June 06, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 17,386: 14,945 14,626 281 720 420 0 0 0 0 1,140 0: 1,740 480 Old : 17,386: 14,945 14,626 281 720 420 0 0 0 0 1,140 0: 1,740 480 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -4,844: -4,747 -4,127 281 -153 -33 0 -217 0 0 -491 0: -345 177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 84.1 1.6 4.1 2.4 0.0 0.0 0.0 0.0 6.6 0.0: 10.0 2.8 Old : 100.0: 86.0 84.1 1.6 4.1 2.4 0.0 0.0 0.0 0.0 6.6 0.0: 10.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 9 . . . 0 0 0 0 . 0: Old : 22: 15 9 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 54.1 71.7 79.9 41.2 46.7 53.6 63.2 Old : 52.4 54.1 71.7 79.9 41.2 46.7 53.6 63.2 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, June 06, 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 : 24,441: 12,987 22,981 8,142 0 0 420 0 0 2,130 210 0: 762 1,250 Old : 24,441: 12,987 22,981 8,142 0 0 420 0 0 2,130 210 0: 762 1,250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -7,037: -3,563 -6,661 -806 0 0 -898 0 0 -1,364 0 0: -406 -376 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 94.0 33.3 0.0 0.0 1.7 0.0 0.0 8.7 0.9 0.0: 3.1 5.1 Old : 100.0: 53.1 94.0 33.3 0.0 0.0 1.7 0.0 0.0 8.7 0.9 0.0: 3.1 5.1 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 : 23: 10 11 . 0 0 . 0 0 . . 0: Old : 23: 10 11 . 0 0 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 63.8 90.2 90.3 64.9 58.3 81.3 79.0 Old : 69.5 63.8 90.2 90.3 64.9 58.3 81.3 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, June 06, 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 : 172,728: 91,088 124,037 55,362 28,079 5,480 1,722 3,038 0 12,649 2,701 600: 5,827 8,793 Old : 172,728: 91,088 124,037 55,362 28,079 5,480 1,722 3,038 0 12,649 2,701 600: 5,827 8,793 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -22,886: -3,171 -15,013 107 -2,012 -811 -420 -2,208 -1,278 -17,175 -1,497 0: -138 -67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 71.8 32.1 16.3 3.2 1.0 1.8 0.0 7.3 1.6 0.3: 3.4 5.1 Old : 100.0: 52.7 71.8 32.1 16.3 3.2 1.0 1.8 0.0 7.3 1.6 0.3: 3.4 5.1 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 : 45: 28 24 4 4 7 . . 0 . . .: Old : 45: 28 24 4 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 : 42.3 56.6 60.8 68.5 41.2 55.8 58.8 66.8 Old : 42.3 56.6 60.8 68.5 41.2 55.8 58.8 66.8 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, June 06, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 84,109: 65,376 57,269 405 11,055 7,918 525 0 0 0 0 0: 9,885 7,867 Old : 84,109: 65,376 57,269 405 11,055 7,918 525 0 0 0 0 0: 9,885 7,867 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -3,481: -1,167 -4,125 -311 -1,556 236 525 0 0 0 0 0: -2,764 1,964 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 68.1 0.5 13.1 9.4 0.6 0.0 0.0 0.0 0.0 0.0: 11.8 9.4 Old : 100.0: 77.7 68.1 0.5 13.1 9.4 0.6 0.0 0.0 0.0 0.0 0.0: 11.8 9.4 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 : 29: 18 15 . . 4 . 0 0 0 0 0: Old : 29: 18 15 . . 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 : 45.2 45.5 63.6 69.9 38.3 40.5 50.1 56.0 Old : 45.2 45.5 63.6 69.9 38.3 40.5 50.1 56.0 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, June 06, 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 : 98,571: 54,334 81,373 34,811 12,823 370 0 0 0 0 0 0: 9,056 4,005 Old : 98,571: 54,334 81,373 34,811 12,823 370 0 0 0 0 0 0: 9,056 4,005 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -5,237: -6,460 -5,197 -1,723 -133 -120 0 0 0 0 0 0: 3,066 213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 82.6 35.3 13.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.2 4.1 Old : 100.0: 55.1 82.6 35.3 13.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 9.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 13 7 . . 0 0 0 0 0 0: Old : 30: 14 13 7 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 69.0 62.3 84.4 36.0 68.7 56.4 80.6 Old : 41.9 69.0 62.3 84.4 36.0 68.7 56.4 80.6 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, June 06, 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 : 61,868: 28,669 38,221 15,804 9,845 7,808 0 0 0 2,043 0 0: 7,544 5,994 Old : 61,868: 28,669 38,221 15,804 9,845 7,808 0 0 0 2,043 0 0: 7,544 5,994 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -3,868: -3,180 377 -571 -2,032 604 -1,224 0 0 0 0 0: 503 -2,817 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 61.8 25.5 15.9 12.6 0.0 0.0 0.0 3.3 0.0 0.0: 12.2 9.7 Old : 100.0: 46.3 61.8 25.5 15.9 12.6 0.0 0.0 0.0 3.3 0.0 0.0: 12.2 9.7 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: 7 11 . . . 0 0 0 . 0 0: Old : 20: 7 11 . . . 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 : 57.2 61.7 80.2 79.2 47.8 49.6 59.5 61.8 Old : 57.2 61.7 80.2 79.2 47.8 49.6 59.5 61.8 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, June 06, 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 : 27,392: 24,596 26,642 0 330 0 0 0 0 2,310 210 0: 486 210 Old : 27,392: 24,596 26,642 0 330 0 0 0 0 2,310 210 0: 486 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -10,261: -8,773 -10,198 0 31 -31 0 0 0 -620 93 -93: -744 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 97.3 0.0 1.2 0.0 0.0 0.0 0.0 8.4 0.8 0.0: 1.8 0.8 Old : 100.0: 89.8 97.3 0.0 1.2 0.0 0.0 0.0 0.0 8.4 0.8 0.0: 1.8 0.8 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 : 26: 13 10 0 . 0 0 0 0 . . 0: Old : 26: 13 10 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 : 60.6 89.9 82.3 95.9 60.6 89.9 80.2 95.6 Old : 60.6 89.9 82.3 95.9 60.6 89.9 80.2 95.6 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, June 06, 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 : 113,273: 90,829 15,228 5,665 83,508 6,176 0 0 0 2,034 0 0: 8,569 8,361 Old : 113,273: 90,829 15,228 5,665 83,508 6,176 0 0 0 2,034 0 0: 8,569 8,361 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -7,064: -5,655 -339 -587 -6,465 398 0 0 0 -375 0 0: -845 -658 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 13.4 5.0 73.7 5.5 0.0 0.0 0.0 1.8 0.0 0.0: 7.6 7.4 Old : 100.0: 80.2 13.4 5.0 73.7 5.5 0.0 0.0 0.0 1.8 0.0 0.0: 7.6 7.4 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 : 29: 16 5 . 9 7 0 0 0 . 0 0: Old : 29: 16 5 . 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 : 42.5 63.7 67.3 82.0 41.7 61.3 61.2 74.1 Old : 42.5 63.7 67.3 82.0 41.7 61.3 61.2 74.1 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, June 06, 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 : 73,257: 24,913 45,614 25,299 8,063 13,309 0 0 0 0 0 0: 9,736 6,271 Old : 73,257: 24,913 45,614 25,299 8,063 13,309 0 0 0 0 0 0: 9,736 6,271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -4,050: -930 -2,388 1,090 -3,150 1,712 -5,202 0 0 0 0 0: -720 -224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 62.3 34.5 11.0 18.2 0.0 0.0 0.0 0.0 0.0 0.0: 13.3 8.6 Old : 100.0: 34.0 62.3 34.5 11.0 18.2 0.0 0.0 0.0 0.0 0.0 0.0: 13.3 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 7 . . 4 0 0 0 0 0 0: Old : 20: 13 7 . . 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 : 52.7 62.9 72.0 82.0 39.4 57.8 54.9 68.2 Old : 52.7 62.9 72.0 82.0 39.4 57.8 54.9 68.2 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, June 06, 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 : 1,512,631: 235,961 332,849 147,827 74,824 165,445 285,022 188,417 326,218 85,006 184,427 196,847: 70,305 43,604 Old : 1,512,631: 235,961 332,849 147,827 74,824 165,445 285,022 188,417 326,218 85,006 184,427 196,847: 70,305 43,604 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -3,611: -13,209 -37,963 9,115 -7,901 8,261 -12,434 63,263 -13,399 20,926 -21,314 650: -3,521 4,792 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 22.0 9.8 4.9 10.9 18.8 12.5 21.6 5.6 12.2 13.0: 4.6 2.9 Old : 100.0: 15.6 22.0 9.8 4.9 10.9 18.8 12.5 21.6 5.6 12.2 13.0: 4.6 2.9 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 : 322: 39 35 23 11 25 70 57 76 67 39 72: Old : 322: 39 35 23 11 25 70 57 76 67 39 72: 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 : 18.6 23.3 31.4 36.2 9.0 16.5 13.2 23.0 Old : 18.6 23.3 31.4 36.2 9.0 16.5 13.2 23.0 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, June 06, 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 : 410,443: 141,477 86,294 3,208 101,628 39,930 15,582 10,414 13,185 167,174 133,420 17,474: 12,413 8,098 Old : 410,443: 141,477 86,294 3,208 101,628 39,930 15,582 10,414 13,185 167,174 133,420 17,474: 12,413 8,098 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 9,868: 4,015 849 -3,200 6,291 3,316 2,446 -2,681 2,333 6,360 6,059 -6,656: 1,254 357 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 21.0 0.8 24.8 9.7 3.8 2.5 3.2 40.7 32.5 4.3: 3.0 2.0 Old : 100.0: 34.5 21.0 0.8 24.8 9.7 3.8 2.5 3.2 40.7 32.5 4.3: 3.0 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 : 78: 24 27 . 13 14 5 4 7 16 11 21: Old : 78: 24 27 . 13 14 5 4 7 16 11 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 : 54.6 49.8 63.3 63.8 52.2 46.2 57.6 56.5 Old : 54.6 49.8 63.3 63.8 52.2 46.2 57.6 56.5 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, June 06, 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 : 129,232: 32,898 13,070 31,470 17,622 19,728 2,929 29,912 7,435 9,671 22,793 10,150: 14,951 8,522 Old : 129,232: 32,898 13,070 31,470 17,622 19,728 2,929 29,912 7,435 9,671 22,793 10,150: 14,951 8,522 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 220: 2,021 -3,640 408 3,216 -1,530 20 1,997 307 -434 2,629 -2,357: 1,785 -402 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 10.1 24.4 13.6 15.3 2.3 23.1 5.8 7.5 17.6 7.9: 11.6 6.6 Old : 100.0: 25.5 10.1 24.4 13.6 15.3 2.3 23.1 5.8 7.5 17.6 7.9: 11.6 6.6 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 : 50: 10 10 10 4 13 4 7 5 4 10 13: Old : 50: 10 10 10 4 13 4 7 5 4 10 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 42.4 52.0 57.8 33.0 32.1 44.6 42.8 Old : 35.0 42.4 52.0 57.8 33.0 32.1 44.6 42.8 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, June 06, 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 : 35,593: 3,337 5,347 15,943 12,949 5,123 619 1,021 4,444 1,623 1,985 4,407: 97 317 Old : 35,593: 3,337 5,347 15,943 12,949 5,123 619 1,021 4,444 1,623 1,985 4,407: 97 317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 943: 452 204 -114 -1,021 573 0 -55 120 -933 547 861: -16 -286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 15.0 44.8 36.4 14.4 1.7 2.9 12.5 4.6 5.6 12.4: 0.3 0.9 Old : 100.0: 9.4 15.0 44.8 36.4 14.4 1.7 2.9 12.5 4.6 5.6 12.4: 0.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 4 4 5 . 7 . . . 5 8 10: Old : 28: 4 4 5 . 7 . . . 5 8 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 : 61.9 72.5 86.3 85.5 45.3 45.9 50.9 50.4 Old : 61.9 72.5 86.3 85.5 45.3 45.9 50.9 50.4 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, June 06, 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 : 1,268,683: 281,539 212,856 83,115 835,490 114,468 150,413 5,677 43,557 543,493 10,339 28,257: 23,841 18,039 Old : 1,268,683: 281,539 212,856 83,115 835,490 114,468 150,413 5,677 43,557 543,493 10,339 28,257: 23,841 18,039 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 9,545: 4,379 -707 1,225 8,109 -1,000 -4,168 3,228 -2,518 13,036 -1,738 3,294: -4,703 877 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 16.8 6.6 65.9 9.0 11.9 0.4 3.4 42.8 0.8 2.2: 1.9 1.4 Old : 100.0: 22.2 16.8 6.6 65.9 9.0 11.9 0.4 3.4 42.8 0.8 2.2: 1.9 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 : 85: 29 27 . 16 13 7 . 6 15 7 16: Old : 85: 29 27 . 16 13 7 . 6 15 7 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 38.6 67.6 62.6 53.1 36.3 63.5 59.1 Old : 55.2 38.6 67.6 62.6 53.1 36.3 63.5 59.1 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, June 06, 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 : 244,857: 46,196 37,261 142,134 112,119 21,804 2,958 16,282 12,149 6,501 31,227 10,085: 3,030 3,930 Old : 244,857: 46,196 37,261 142,134 112,119 21,804 2,958 16,282 12,149 6,501 31,227 10,085: 3,030 3,930 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 11,630: 3,197 -301 4,456 4,237 1,577 36 1,332 2,030 400 3,498 -94: 28 -649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 15.2 58.0 45.8 8.9 1.2 6.6 5.0 2.7 12.8 4.1: 1.2 1.6 Old : 100.0: 18.9 15.2 58.0 45.8 8.9 1.2 6.6 5.0 2.7 12.8 4.1: 1.2 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 61: 15 19 15 5 11 5 4 7 5 8 11: Old : 61: 15 19 15 5 11 5 4 7 5 8 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 54.0 49.3 66.1 27.6 51.5 46.8 59.4 Old : 28.6 54.0 49.3 66.1 27.6 51.5 46.8 59.4 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, June 06, 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 : 21,435: 20,588 8,389 251 11,137 0 0 0 0 386 1,588 50: 160 271 Old : 21,435: 20,588 8,389 251 11,137 0 0 0 0 386 1,588 50: 160 271 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -3,624: -3,654 -1,995 124 -1,295 -124 0 0 0 35 -172 15: -20 -53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 39.1 1.2 52.0 0.0 0.0 0.0 0.0 1.8 7.4 0.2: 0.7 1.3 Old : 100.0: 96.0 39.1 1.2 52.0 0.0 0.0 0.0 0.0 1.8 7.4 0.2: 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 : 35: 16 17 . 6 0 0 0 0 4 . .: Old : 35: 16 17 . 6 0 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 : 77.5 51.1 90.0 75.0 74.2 48.9 79.1 64.2 Old : 77.5 51.1 90.0 75.0 74.2 48.9 79.1 64.2 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, June 06, 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 : 100,979: 74,335 79,676 7,084 9,637 8,222 5,753 69 664 3,019 1,460 876: 1,026 375 Old : 100,979: 74,335 79,676 7,084 9,637 8,222 5,753 69 664 3,019 1,460 876: 1,026 375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -8,230: -5,515 -5,559 -1,733 -1,211 -561 13 -26 -20 681 -74 -812: -283 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 78.9 7.0 9.5 8.1 5.7 0.1 0.7 3.0 1.4 0.9: 1.0 0.4 Old : 100.0: 73.6 78.9 7.0 9.5 8.1 5.7 0.1 0.7 3.0 1.4 0.9: 1.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 97: 48 47 6 7 9 5 . 4 11 8 10: Old : 97: 48 47 6 7 9 5 . 4 11 8 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 : 29.3 38.0 44.6 60.9 16.3 31.9 25.6 40.6 Old : 29.3 38.0 44.6 60.9 16.3 31.9 25.6 40.6 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, June 06, 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 : 77,236: 45,233 59,189 8,929 5,769 7,715 2,563 375 830 11,810 2,692 0: 156 666 Old : 77,236: 45,233 59,189 8,929 5,769 7,715 2,563 375 830 11,810 2,692 0: 156 666 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -2,207: -2,033 -1,035 1,021 -596 -491 -29 75 0 -690 119 0: 15 -279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 76.6 11.6 7.5 10.0 3.3 0.5 1.1 15.3 3.5 0.0: 0.2 0.9 Old : 100.0: 58.6 76.6 11.6 7.5 10.0 3.3 0.5 1.1 15.3 3.5 0.0: 0.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 19 24 4 . 4 . . . . 4 0: Old : 44: 19 24 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 : 50.7 55.4 79.5 73.0 41.3 38.4 52.4 46.5 Old : 50.7 55.4 79.5 73.0 41.3 38.4 52.4 46.5 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, June 06, 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 : 35,412: 32,435 24,046 0 6,719 1,614 90 0 0 613 1,723 595: 65 715 Old : 35,412: 32,435 24,046 0 6,719 1,614 90 0 0 613 1,723 595: 65 715 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -5,370: -5,168 -3,484 0 -1,608 60 -110 0 0 -21 -169 -111: -20 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 67.9 0.0 19.0 4.6 0.3 0.0 0.0 1.7 4.9 1.7: 0.2 2.0 Old : 100.0: 91.6 67.9 0.0 19.0 4.6 0.3 0.0 0.0 1.7 4.9 1.7: 0.2 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 : 57: 26 31 0 7 6 . 0 0 6 4 5: Old : 57: 26 31 0 7 6 . 0 0 6 4 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 : 48.1 42.3 67.4 59.0 42.7 37.3 56.5 49.2 Old : 48.1 42.3 67.4 59.0 42.7 37.3 56.5 49.2 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, June 06, 2017 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 9,432: 5,408 4,621 2,587 2,954 110 0 0 0 894 30 316: 117 1,401 Old : 9,432: 5,408 4,621 2,587 2,954 110 0 0 0 894 30 316: 117 1,401 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,251: -541 -964 -381 -222 0 0 0 0 -242 5 -22: -65 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 49.0 27.4 31.3 1.2 0.0 0.0 0.0 9.5 0.3 3.4: 1.2 14.9 Old : 100.0: 57.3 49.0 27.4 31.3 1.2 0.0 0.0 0.0 9.5 0.3 3.4: 1.2 14.9 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 : 35: 19 14 . 5 . 0 0 0 7 . 4: Old : 35: 19 14 . 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 : 53.5 44.6 73.8 63.9 45.6 38.8 60.0 52.3 Old : 53.5 44.6 73.8 63.9 45.6 38.8 60.0 52.3 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, June 06, 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 : 15,192: 12,861 7,694 378 6,048 27 0 0 0 788 652 365: 773 406 Old : 15,192: 12,861 7,694 378 6,048 27 0 0 0 788 652 365: 773 406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -698: -793 -40 45 -488 -65 0 0 0 178 -99 19: -82 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 50.6 2.5 39.8 0.2 0.0 0.0 0.0 5.2 4.3 2.4: 5.1 2.7 Old : 100.0: 84.7 50.6 2.5 39.8 0.2 0.0 0.0 0.0 5.2 4.3 2.4: 5.1 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 . 4 . 0 0 0 5 . .: Old : 33: 20 14 . 4 . 0 0 0 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 : 46.7 61.2 66.6 79.2 32.4 48.0 46.8 60.4 Old : 46.7 61.2 66.6 79.2 32.4 48.0 46.8 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017