Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,472,376 : : Positions : :2,698,829 1,240,695 649,847 3,193,090 204,103 659,205 4,634 235,277 458,301 51,245 529,170 : : : : Changes from: March 21, 2017 : : 52,069 31,740 14,833 56,598 -8,828 -36,784 2,191 -9,047 56,050 -2,492 -34,422 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 22.7 11.9 58.3 3.7 12.0 0.1 4.3 8.4 0.9 9.7 : : : : Number of Traders in Each Category Total Traders: 232 : : 112 105 7 20 21 22 . 20 44 12 44 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #023392 Open Interest is 313,331 : : Positions : : 52,898 63,317 65,092 32,688 42,260 4,744 11,806 52,931 28,618 46,194 38,321 : : : : Changes from: March 21, 2017 : : 6,138 3,663 11,982 -5,572 3,383 4,299 -9,453 15,492 -12,742 21,909 16,668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 20.2 20.8 10.4 13.5 1.5 3.8 16.9 9.1 14.7 12.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 17 15 14 4 14 4 5 8 9 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023393 Open Interest is 194,806 : : Positions : : 129,506 166,736 37,344 14,258 5,529 1,816 442 1,527 1,622 1,560 122 : : : : Changes from: March 21, 2017 : : 9,482 6,316 -777 122 -56 -789 220 294 -621 450 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 85.6 19.2 7.3 2.8 0.9 0.2 0.8 0.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023394 Open Interest is 110,375 : : Positions : : 96,646 85,641 4,965 20,935 1,167 0 0 0 1,586 0 0 : : : : Changes from: March 21, 2017 : : 1,520 2,508 -574 333 0 0 0 0 1,586 -28 -431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 77.6 4.5 19.0 1.1 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023395 Open Interest is 158,954 : : Positions : : 114,687 82,173 7,602 47,600 17,402 185 0 1,117 0 1,749 797 : : : : Changes from: March 21, 2017 : : 12,930 8,427 -2,685 957 2,018 185 -152 -147 0 267 489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.7 4.8 29.9 10.9 0.1 0.0 0.7 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 4 6 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AECO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023396 Open Interest is 1,072,842 : : Positions : : 986,332 244,142 22,686 767,771 46,734 0 3,100 2,003 75 2,365 4,853 : : : : Changes from: March 21, 2017 : : 33,893 2,348 -60 28,749 437 0 1,417 -820 -31 754 283 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 22.8 2.1 71.6 4.4 0.0 0.3 0.2 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 24 6 10 14 0 . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023397 Open Interest is 433,377 : : Positions : : 360,160 298,527 24,132 99,021 25,448 989 0 706 7,133 1,506 369 : : : : Changes from: March 21, 2017 : : 18,007 10,313 0 6,343 -1,552 -213 0 304 1,475 783 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 68.9 5.6 22.8 5.9 0.2 0.0 0.2 1.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 35 . 10 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HSC FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023398 Open Interest is 333,186 : : Positions : : 271,686 213,521 27,789 91,591 21,600 1,117 0 1,311 2,434 0 1,421 : : : : Changes from: March 21, 2017 : : 14,038 12,748 1,079 7,665 -1,510 968 0 -580 1,733 -321 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 64.1 8.3 27.5 6.5 0.3 0.0 0.4 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 31 5 9 12 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA FIN BASIS - ICE FUTURES ENERGY DIV (Contracts of 2,500 MMBTU'S) : CFTC Code #023399 Open Interest is 166,380 : : Positions : : 139,132 89,230 12,966 55,111 6,897 435 0 1,250 0 2,429 524 : : : : Changes from: March 21, 2017 : : 11,879 10,782 1,687 4,539 34 435 -300 110 0 2,365 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 53.6 7.8 33.1 4.1 0.3 0.0 0.8 0.0 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 20 . 6 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339E Open Interest is 114,032 : : Positions : : 72,979 92,900 26,241 5,892 2,574 2,080 3,138 0 6,039 4,327 981 : : : : Changes from: March 21, 2017 : : -3,416 4,397 4,629 0 -98 490 0 0 701 -1,497 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 81.5 23.0 5.2 2.3 1.8 2.8 0.0 5.3 3.8 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 6 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Q Open Interest is 36,235 : : Positions : : 33,975 29,462 489 4,986 765 0 0 0 0 450 0 : : : : Changes from: March 21, 2017 : : 2,760 2,430 489 65 145 0 0 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 81.3 1.3 13.8 2.1 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339U Open Interest is 93,543 : : Positions : : 77,490 26,366 250 53,821 5,063 1,753 0 320 0 1,753 0 : : : : Changes from: March 21, 2017 : : 2,528 3,694 250 -821 209 1,218 0 -487 0 1,329 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 28.2 0.3 57.5 5.4 1.9 0.0 0.3 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . 6 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #02339W Open Interest is 174,586 : : Positions : : 126,814 92,569 36,566 76,082 3,799 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 5,510 4,527 264 610 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 53.0 20.9 43.6 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 17 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #02339Y Open Interest is 59,909 : : Positions : : 50,629 32,145 0 23,702 796 0 0 0 1,712 0 0 : : : : Changes from: March 21, 2017 : : 726 4,028 0 968 -458 0 0 0 1,712 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 53.7 0.0 39.6 1.3 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A2 Open Interest is 23,650 : : Positions : : 19,039 21,151 189 210 651 1,960 540 0 1,200 0 0 : : : : Changes from: March 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 89.4 0.8 0.9 2.8 8.3 2.3 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A3 Open Interest is 560,239 : : Positions : : 404,585 208,443 68,124 289,559 37,762 14,501 7,805 5,433 20,353 335 890 : : : : Changes from: March 21, 2017 : : 18,735 21,813 1,124 -1,627 2,351 -3,969 -210 549 3,218 335 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 37.2 12.2 51.7 6.7 2.6 1.4 1.0 3.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 45 39 4 9 8 . . 5 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A5 Open Interest is 128,575 : : Positions : : 94,321 67,661 12,784 33,449 12,270 0 2,183 1,531 0 2,623 62 : : : : Changes from: March 21, 2017 : : 6,459 4,078 916 -104 3,137 -182 -179 -415 0 1,995 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 52.6 9.9 26.0 9.5 0.0 1.7 1.2 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 12 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A6 Open Interest is 20,517 : : Positions : : 16,521 18,257 2,838 1,276 0 0 0 0 0 492 0 : : : : Changes from: March 21, 2017 : : 1,591 811 0 780 0 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 89.0 13.8 6.2 0.0 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233A8 Open Interest is 83,620 : : Positions : : 40,790 51,827 35,349 23,111 3,970 0 0 0 925 0 120 : : : : Changes from: March 21, 2017 : : -402 -882 -118 -244 306 0 0 0 188 0 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 62.0 42.3 27.6 4.7 0.0 0.0 0.0 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 11 6 5 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AG Open Interest is 138,163 : : Positions : : 88,689 104,968 15,084 19,750 6,850 21,502 316 0 5,490 2,310 0 : : : : Changes from: March 21, 2017 : : 5,298 36,108 8,834 102 -1,086 21,202 316 0 2,280 2,310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 76.0 10.9 14.3 5.0 15.6 0.2 0.0 4.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 15 26 4 4 4 . . 0 5 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AH Open Interest is 183,304 : : Positions : : 96,904 153,001 18,150 20,430 1,929 51,074 564 0 12,428 4,100 1,679 : : : : Changes from: March 21, 2017 : : 5,440 34,362 7,280 -720 720 21,107 316 0 691 907 1,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 83.5 9.9 11.1 1.1 27.9 0.3 0.0 6.8 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 23 42 . 5 4 5 . 0 7 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AM Open Interest is 79,261 : : Positions : : 76,390 76,005 1,986 755 0 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 3,661 6,439 0 -445 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 95.9 2.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 26 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV MMBTU : CFTC Code #0233AN Open Interest is 21,371 : : Positions : : 14,683 20,578 6,320 248 0 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 96.3 29.6 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 284,005 : : Positions : : 204,302 240,088 59,185 22,548 12,306 216 0 1,313 0 0 0 : : : : Changes from: March 21, 2017 : : 7,416 18,902 3,525 -6,449 2,377 216 -626 241 0 -330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 84.5 20.8 7.9 4.3 0.1 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 29 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 29,984 : : Positions : : 26,129 23,679 631 669 0 357 1,180 93 633 1,358 0 : : : : Changes from: March 21, 2017 : : 3,291 3,533 0 30 0 180 870 0 633 660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 79.0 2.1 2.2 0.0 1.2 3.9 0.3 2.1 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233B1 Open Interest is 108,883 : : Positions : : 95,214 85,375 0 9,479 5,415 0 2,884 93 0 1,140 0 : : : : Changes from: March 21, 2017 : : 8,698 5,078 -715 2,987 -1,189 0 -326 62 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 78.4 0.0 8.7 5.0 0.0 2.6 0.1 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 4 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BB Open Interest is 147,396 : : Positions : : 105,453 134,305 23,962 3,781 3,091 2,050 0 473 3,502 1,537 0 : : : : Changes from: March 21, 2017 : : 3,155 3,354 -1,057 0 -174 725 0 151 365 1,537 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 91.1 16.3 2.6 2.1 1.4 0.0 0.3 2.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 120,642 : : Positions : : 90,496 109,869 18,131 2,993 3,263 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 14,744 14,421 63 30 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 91.1 15.0 2.5 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 4 . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BD Open Interest is 44,800 : : Positions : : 43,546 44,073 178 0 62 0 0 0 0 270 0 : : : : Changes from: March 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 98.4 0.4 0.0 0.1 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BH Open Interest is 117,232 : : Positions : : 95,936 99,117 1,844 1,717 13,346 732 0 161 0 849 90 : : : : Changes from: March 21, 2017 : : -541 -1,948 -521 1,717 -553 732 0 161 0 26 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 84.5 1.6 1.5 11.4 0.6 0.0 0.1 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 152,498 : : Positions : : 108,209 84,753 15,169 38,784 15,620 135 0 1,492 148 3,145 241 : : : : Changes from: March 21, 2017 : : 4,807 379 -727 -438 3,115 -681 0 -105 148 2,953 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 55.6 9.9 25.4 10.2 0.1 0.0 1.0 0.1 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 18 . 5 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BQ Open Interest is 15,758 : : Positions : : 15,049 12,001 0 2,871 372 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 76.2 0.0 18.2 2.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 0 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SOCAL (INDEX) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BW Open Interest is 26,119 : : Positions : : 24,196 24,292 0 1,335 0 0 0 0 0 308 0 : : : : Changes from: March 21, 2017 : : -893 -1,104 0 482 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 93.0 0.0 5.1 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 34,956 : : Positions : : 17,314 33,360 12,707 608 248 750 0 0 1,462 0 0 : : : : Changes from: March 21, 2017 : : 3,832 5,870 180 0 0 750 0 0 780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 95.4 36.4 1.7 0.7 2.1 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CH Open Interest is 190,180 : : Positions : : 97,182 117,045 61,819 45,793 6,841 2,222 4,472 1,731 11,922 2,071 600 : : : : Changes from: March 21, 2017 : : 494 -1,271 240 33 -686 0 300 0 62 844 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 61.5 32.5 24.1 3.6 1.2 2.4 0.9 6.3 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CU Open Interest is 86,605 : : Positions : : 66,710 53,570 3,669 20,400 4,457 368 0 420 0 0 0 : : : : Changes from: March 21, 2017 : : 398 1,153 270 -607 115 -150 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 61.9 4.2 23.6 5.1 0.4 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CW Open Interest is 97,696 : : Positions : : 55,502 79,102 32,527 13,462 1,100 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 1,454 1,098 -236 488 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 81.0 33.3 13.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 2500 MM Btus : CFTC Code #0233DR Open Interest is 121,204 : : Positions : : 95,354 20,925 6,321 84,889 3,588 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 1,706 -306 120 454 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 17.3 5.2 70.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 6 . 7 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 63,668 : : Positions : : 19,222 43,713 26,489 9,994 6,145 5,992 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 3,201 1,759 -3,646 -680 1,445 2,782 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 68.7 41.6 15.7 9.7 9.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023651 Open Interest is 1,364,396 : : Positions : : 208,809 298,335 141,072 54,502 147,415 280,181 130,277 261,240 55,586 228,337 205,852 : : : : Changes from: March 21, 2017 : : 23,070 8,510 -12,425 -2,172 19,080 -2,431 -13,828 -5,168 -3,994 13,175 -10,672 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 21.9 10.3 4.0 10.8 20.5 9.5 19.1 4.1 16.7 15.1 : : : : Number of Traders in Each Category Total Traders: 321 : : 40 38 24 10 24 77 38 76 65 47 82 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A55 Open Interest is 407,862 : : Positions : : 144,340 83,650 7,233 83,216 46,709 16,642 9,592 18,849 137,987 131,818 26,502 : : : : Changes from: March 21, 2017 : : 8,381 8,677 396 9,158 1,098 8,910 1,407 -1,054 4,322 1,821 2,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 20.5 1.8 20.4 11.5 4.1 2.4 4.6 33.8 32.3 6.5 : : : : Number of Traders in Each Category Total Traders: 90 : : 27 25 . 16 17 8 4 9 16 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A56 Open Interest is 147,621 : : Positions : : 20,483 25,715 38,908 17,980 23,547 13,074 26,072 9,650 13,975 16,324 20,312 : : : : Changes from: March 21, 2017 : : 8,048 9,489 118 -2,447 4,294 3,866 2,980 -306 1,812 2,702 4,219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.9 17.4 26.4 12.2 16.0 8.9 17.7 6.5 9.5 11.1 13.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 10 13 12 4 13 7 5 8 7 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES (Contracts of 10,000 MMBTU'S) : CFTC Code #023P02 Open Interest is 70,298 : : Positions : : 1,983 2,629 13,258 18,202 3,839 1,372 0 2,864 3,236 8,959 3,615 : : : : Changes from: March 21, 2017 : : 154 -444 -2,330 794 -447 -2,353 0 2,047 165 5,305 832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 3.7 18.9 25.9 5.5 2.0 0.0 4.1 4.6 12.7 5.1 : : : : Number of Traders in Each Category Total Traders: 28 : : . 4 4 . 6 . 0 . 6 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565B Open Interest is 1,338,456 : : Positions : : 295,961 239,537 105,890 846,533 116,577 139,494 17,247 54,448 564,428 20,020 28,852 : : : : Changes from: March 21, 2017 : : -2,860 1,890 -7,300 12,679 5,395 4,840 -2,472 -467 15,481 1,689 1,397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 17.9 7.9 63.2 8.7 10.4 1.3 4.1 42.2 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 32 29 4 15 14 7 . 5 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 2,500 MMBTU'S) : CFTC Code #03565C Open Interest is 313,277 : : Positions : : 70,654 45,625 156,663 138,605 26,738 16,381 19,097 18,771 4,714 43,709 17,032 : : : : Changes from: March 21, 2017 : : 5,092 542 953 -8,869 959 -7,265 1,692 7,152 -419 5,097 1,316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 14.6 50.0 44.2 8.5 5.2 6.1 6.0 1.5 14.0 5.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 16 18 16 4 10 8 6 7 8 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 1,741 : : Positions : : 909 738 0 272 38 0 0 0 135 50 120 : : : : Changes from: March 21, 2017 : : 58 25 0 -5 0 0 0 0 3 29 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 42.4 0.0 15.6 2.2 0.0 0.0 0.0 7.8 2.9 6.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . 0 0 0 . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665G Open Interest is 31,245 : : Positions : : 29,147 15,408 0 12,836 166 0 0 0 1,445 2,102 286 : : : : Changes from: March 21, 2017 : : 960 997 0 300 0 0 0 0 337 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 49.3 0.0 41.1 0.5 0.0 0.0 0.0 4.6 6.7 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 23 0 6 . 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 109,930 : : Positions : : 80,938 84,761 8,511 13,461 7,135 6,057 40 120 4,662 2,295 1,761 : : : : Changes from: March 21, 2017 : : 1,712 2,441 262 147 -435 836 -29 64 22 105 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.1 7.7 12.2 6.5 5.5 0.0 0.1 4.2 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 98 : : 52 48 4 8 9 5 . . 11 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665P Open Interest is 86,298 : : Positions : : 53,201 66,109 6,633 5,869 9,497 3,081 640 0 13,820 3,275 0 : : : : Changes from: March 21, 2017 : : 57 -538 -585 360 150 60 -290 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 76.6 7.7 6.8 11.0 3.6 0.7 0.0 16.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 24 4 . 4 4 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665Q Open Interest is 37,456 : : Positions : : 33,847 22,947 0 10,100 1,494 100 0 425 973 1,168 479 : : : : Changes from: March 21, 2017 : : 1,125 1,265 0 -90 532 -15 0 100 15 10 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 61.3 0.0 27.0 4.0 0.3 0.0 1.1 2.6 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 27 0 7 5 . 0 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665R Open Interest is 12,538 : : Positions : : 6,889 7,395 3,672 3,711 0 0 0 0 1,672 85 267 : : : : Changes from: March 21, 2017 : : 184 134 0 0 0 0 0 0 -5 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 59.0 29.3 29.6 0.0 0.0 0.0 0.0 13.3 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 . 5 0 0 0 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665T Open Interest is 14,127 : : Positions : : 12,946 6,358 26 6,533 118 0 0 0 360 618 184 : : : : Changes from: March 21, 2017 : : 162 -181 24 195 0 0 0 0 -102 70 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 45.0 0.2 46.2 0.8 0.0 0.0 0.0 2.5 4.4 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 14 . 5 . 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 6, 2017