Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 5,561,420 : : Positions : :2,871,840 1,214,272 427,879 3,184,264 261,349 685,660 10,081 237,508 438,294 44,752 599,978 : : : : Changes from: May 16, 2017 : : 2,061 -44,616 -11,945 37,548 35,066 -9,575 -4,313 1,596 -27,829 -33,639 -3,664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 21.8 7.7 57.3 4.7 12.3 0.2 4.3 7.9 0.8 10.8 : : : : Number of Traders in Each Category Total Traders: 230 : : 110 101 7 20 20 26 . 22 46 11 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 286,382 : : Positions : : 25,212 53,842 136,858 22,051 35,211 1,130 119,266 14,380 48,415 18,848 22,374 : : : : Changes from: May 16, 2017 : : 212 -1,721 14,811 -6,927 6,053 168 11,592 3,328 -699 11,821 1,006 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 18.8 47.8 7.7 12.3 0.4 41.6 5.0 16.9 6.6 7.8 : : : : Number of Traders in Each Category Total Traders: 62 : : 15 12 13 4 10 . 7 5 8 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 209,141 : : Positions : : 109,019 184,484 69,607 8,977 6,540 1,848 668 1,200 3,033 1,625 1,158 : : : : Changes from: May 16, 2017 : : -7,635 -7,145 716 -4 55 187 -485 -753 1,046 846 -722 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 88.2 33.3 4.3 3.1 0.9 0.3 0.6 1.5 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 26 5 . 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 104,019 : : Positions : : 92,880 76,866 2,905 20,982 1,728 0 0 0 2,055 794 155 : : : : Changes from: May 16, 2017 : : 778 1,399 0 850 0 0 0 0 1,505 93 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 73.9 2.8 20.2 1.7 0.0 0.0 0.0 2.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 198,513 : : Positions : : 143,463 83,577 20,413 86,303 18,656 1,305 0 1,317 0 203 310 : : : : Changes from: May 16, 2017 : : 1,055 1,079 146 1,025 1,470 213 0 -113 -758 -869 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 42.1 10.3 43.5 9.4 0.7 0.0 0.7 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 6 6 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 1,091,303 : : Positions : : 997,747 218,845 24,883 797,592 45,531 0 301 4,949 2,078 15,831 4,702 : : : : Changes from: May 16, 2017 : : 11,004 -2,292 -182 14,328 114 0 -591 -362 531 -182 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 20.1 2.3 73.1 4.2 0.0 0.0 0.5 0.2 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 23 6 10 14 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 465,934 : : Positions : : 374,550 333,462 34,161 92,876 31,304 0 0 0 6,879 0 90 : : : : Changes from: May 16, 2017 : : 2,381 6,605 4,304 600 -863 0 0 0 1,221 -237 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 71.6 7.3 19.9 6.7 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 33 . 9 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 376,915 : : Positions : : 305,446 258,241 29,085 91,320 21,033 1,037 0 1,756 3,554 0 155 : : : : Changes from: May 16, 2017 : : 14,848 13,607 -1,139 1,331 279 -868 0 330 1,660 0 -114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 68.5 7.7 24.2 5.6 0.3 0.0 0.5 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 31 4 9 10 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 182,676 : : Positions : : 157,450 101,333 12,029 69,275 3,919 230 0 1,352 1,140 540 0 : : : : Changes from: May 16, 2017 : : 2,994 3,671 -706 2,346 8 230 -840 190 1,140 290 -322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 55.5 6.6 37.9 2.1 0.1 0.0 0.7 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 22 . 9 7 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 107,276 : : Positions : : 66,007 91,552 23,494 4,306 3,070 3,841 2,295 0 5,554 155 1,633 : : : : Changes from: May 16, 2017 : : 215 854 346 0 -184 90 -213 0 509 155 -267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 85.3 21.9 4.0 2.9 3.6 2.1 0.0 5.2 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 6 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 36,332 : : Positions : : 34,217 28,133 0 7,860 217 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 3,540 3,120 0 1,088 93 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 77.4 0.0 21.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 102,187 : : Positions : : 81,268 35,756 9,829 56,218 2,998 293 0 1,312 0 1,000 0 : : : : Changes from: May 16, 2017 : : 3,959 3,121 991 731 -272 245 0 -214 0 719 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 35.0 9.6 55.0 2.9 0.3 0.0 1.3 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 6 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 167,281 : : Positions : : 126,563 79,110 26,207 78,912 6,955 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 3,069 -767 383 4,251 241 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 47.3 15.7 47.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 15 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 72,573 : : Positions : : 66,002 47,845 0 20,917 639 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 6,322 7,571 0 120 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 65.9 0.0 28.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 22,318 : : Positions : : 18,546 19,521 0 0 0 0 1,412 0 2,346 0 0 : : : : Changes from: May 16, 2017 : : 3,575 3,822 0 0 0 0 60 0 990 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 87.5 0.0 0.0 0.0 0.0 6.3 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 0 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 602,956 : : Positions : : 434,391 199,977 57,524 342,752 35,932 12,154 7,872 7,172 46,084 0 523 : : : : Changes from: May 16, 2017 : : 7,158 5,767 -146 3,825 113 1,719 0 -120 1,401 0 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 33.2 9.5 56.8 6.0 2.0 1.3 1.2 7.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 79 : : 42 38 6 10 10 5 . 4 8 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 128,236 : : Positions : : 95,528 73,321 8,323 28,185 13,781 0 1,661 0 22 632 586 : : : : Changes from: May 16, 2017 : : -3,040 -3,302 -548 -246 -368 0 0 0 -326 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 57.2 6.5 22.0 10.7 0.0 1.3 0.0 0.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 18,453 : : Positions : : 12,771 17,515 3,338 240 60 0 0 0 540 0 0 : : : : Changes from: May 16, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 94.9 18.1 1.3 0.3 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 78,354 : : Positions : : 38,357 48,567 31,861 20,144 5,313 0 0 0 0 176 462 : : : : Changes from: May 16, 2017 : : -570 -420 0 0 0 0 0 0 0 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 62.0 40.7 25.7 6.8 0.0 0.0 0.0 0.0 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 127,944 : : Positions : : 100,286 94,783 1,256 18,537 10,276 13,076 0 0 1,860 750 0 : : : : Changes from: May 16, 2017 : : 3,960 15,192 -3,960 -150 2,340 13,076 0 0 1,860 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 74.1 1.0 14.5 8.0 10.2 0.0 0.0 1.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 24 . 5 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 158,482 : : Positions : : 82,073 131,013 11,619 15,219 2,555 42,421 867 180 18,693 6,733 93 : : : : Changes from: May 16, 2017 : : 4,770 16,309 -3,960 -150 2,400 12,896 0 180 1,953 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 82.7 7.3 9.6 1.6 26.8 0.5 0.1 11.8 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 17 40 . 4 . 7 . . 5 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 79,837 : : Positions : : 76,678 75,117 1,862 367 0 0 0 0 433 562 248 : : : : Changes from: May 16, 2017 : : 9,200 9,737 0 150 0 0 0 0 -218 202 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 94.1 2.3 0.5 0.0 0.0 0.0 0.0 0.5 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 23 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 275,934 : : Positions : : 190,909 231,098 47,620 16,782 18,779 813 0 751 2,738 480 0 : : : : Changes from: May 16, 2017 : : -194 -379 -513 -59 -339 445 0 -216 213 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 83.8 17.3 6.1 6.8 0.3 0.0 0.3 1.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 26 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233AW Open Interest is 22,898 : : Positions : : 17,552 18,054 1,037 58 248 1,216 792 0 0 558 0 : : : : Changes from: May 16, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 78.8 4.5 0.3 1.1 5.3 3.5 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 132,235 : : Positions : : 118,529 104,818 0 14,329 7,941 0 525 1,194 0 1,200 93 : : : : Changes from: May 16, 2017 : : 3,210 2,167 0 797 302 0 -887 732 0 1,200 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 79.3 0.0 10.8 6.0 0.0 0.4 0.9 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 18 0 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BA Open Interest is 34,347 : : Positions : : 25,708 9,512 964 18,592 4,105 0 533 532 940 0 93 : : : : Changes from: May 16, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 27.7 2.8 54.1 12.0 0.0 1.6 1.5 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . 4 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 143,194 : : Positions : : 100,557 129,772 27,578 3,263 2,795 302 0 650 3,810 630 31 : : : : Changes from: May 16, 2017 : : 836 33 30 0 0 0 0 0 40 630 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 90.6 19.3 2.3 2.0 0.2 0.0 0.5 2.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BC Open Interest is 127,567 : : Positions : : 92,235 115,821 21,740 5,435 2,984 0 0 0 0 381 279 : : : : Changes from: May 16, 2017 : : 692 1,090 273 -152 -121 0 0 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 90.8 17.0 4.3 2.3 0.0 0.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 4 . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 71,022 : : Positions : : 69,466 69,768 697 882 0 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 780 750 480 510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 98.2 1.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 115,740 : : Positions : : 90,154 93,821 4,563 1,329 13,741 0 0 0 450 287 620 : : : : Changes from: May 16, 2017 : : 2,373 1,273 270 790 -270 0 0 0 150 -163 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 81.1 3.9 1.1 11.9 0.0 0.0 0.0 0.4 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233BL Open Interest is 163,017 : : Positions : : 111,589 86,063 13,909 35,107 17,820 0 593 8,013 0 4,270 0 : : : : Changes from: May 16, 2017 : : 1,568 -213 31 -481 874 0 -1,443 167 0 2,722 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 52.8 8.5 21.5 10.9 0.0 0.4 4.9 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 21,083 : : Positions : : 18,638 17,936 0 1,326 0 0 217 0 300 1,391 0 : : : : Changes from: May 16, 2017 : : 2,229 2,460 0 606 0 0 0 0 300 -390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 85.1 0.0 6.3 0.0 0.0 1.0 0.0 1.4 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 0 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233CG Open Interest is 28,538 : : Positions : : 13,637 26,491 8,828 0 0 1,078 0 210 3,374 210 0 : : : : Changes from: May 16, 2017 : : 2,640 4,258 -240 0 0 330 0 90 2,010 210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 92.8 30.9 0.0 0.0 3.8 0.0 0.7 11.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 191,848 : : Positions : : 92,924 138,325 57,378 29,056 3,661 1,712 7,324 1,278 28,120 3,107 600 : : : : Changes from: May 16, 2017 : : 3,091 4,215 -1,657 -2,279 -44 182 242 -453 1,047 306 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 72.1 29.9 15.1 1.9 0.9 3.8 0.7 14.7 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 24 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV mmbtu : CFTC Code #0233CS Open Interest is 24,312 : : Positions : : 20,721 21,566 651 1,556 916 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 480 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 88.7 2.7 6.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 86,430 : : Positions : : 65,147 60,452 1,185 12,565 7,452 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 604 4,090 270 -300 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 69.9 1.4 14.5 8.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 102,520 : : Positions : : 59,816 85,588 36,524 12,770 370 0 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 330 2,579 911 -600 -153 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 83.5 35.6 12.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233CZ Open Interest is 66,087 : : Positions : : 35,069 38,939 15,373 13,455 6,221 1,224 0 0 2,043 0 0 : : : : Changes from: May 16, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 58.9 23.3 20.4 9.4 1.9 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233D4 Open Interest is 36,483 : : Positions : : 31,980 35,756 0 299 31 0 0 0 2,843 0 0 : : : : Changes from: May 16, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 98.0 0.0 0.8 0.1 0.0 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 0 . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 119,484 : : Positions : : 95,937 15,536 7,074 90,065 4,864 0 0 0 2,409 0 0 : : : : Changes from: May 16, 2017 : : 3,142 -4 -272 3,790 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 13.0 5.9 75.4 4.1 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 6 . 9 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 2500 mm btu : CFTC Code #0233DT Open Interest is 77,005 : : Positions : : 25,720 48,002 24,332 10,609 11,899 5,202 0 0 0 0 0 : : : : Changes from: May 16, 2017 : : 1,101 2,751 -524 -1,132 426 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 62.3 31.6 13.8 15.5 6.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 1,532,991 : : Positions : : 258,172 378,858 121,887 90,277 152,146 331,374 96,929 335,050 52,195 233,970 210,151 : : : : Changes from: May 16, 2017 : : 28,362 35,472 5,300 -6,229 3,844 -3,780 7,498 -52,976 -5,725 -13,055 -3,977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 24.7 8.0 5.9 9.9 21.6 6.3 21.9 3.4 15.3 13.7 : : : : Number of Traders in Each Category Total Traders: 309 : : 38 35 21 13 25 86 33 73 56 47 74 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 419,841 : : Positions : : 144,012 91,020 6,289 100,892 37,446 17,862 14,475 11,536 160,396 127,177 29,415 : : : : Changes from: May 16, 2017 : : 4,265 5,798 0 1,816 242 8,372 1,789 -175 5,690 9,700 5,445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 21.7 1.5 24.0 8.9 4.3 3.4 2.7 38.2 30.3 7.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 26 26 . 14 15 7 5 7 16 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 155,044 : : Positions : : 33,072 19,272 32,633 10,671 28,702 4,058 30,419 9,027 18,308 33,387 14,770 : : : : Changes from: May 16, 2017 : : 2,956 611 -4,002 -4,990 6,664 -1,752 1,924 -1,028 9,734 11,947 552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 12.4 21.0 6.9 18.5 2.6 19.6 5.8 11.8 21.5 9.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 12 11 9 5 13 6 7 6 . 15 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 39,039 : : Positions : : 3,107 6,209 16,279 11,873 6,169 1,248 0 5,402 2,292 4,686 4,435 : : : : Changes from: May 16, 2017 : : 343 134 308 -424 1,844 165 0 688 1,572 2,675 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 15.9 41.7 30.4 15.8 3.2 0.0 13.8 5.9 12.0 11.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 4 4 5 . 7 4 0 . 7 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 1,303,988 : : Positions : : 290,139 230,217 79,855 841,788 122,092 161,238 1,543 50,149 547,768 16,055 23,789 : : : : Changes from: May 16, 2017 : : 1,006 2,881 462 1,480 1,141 -2,034 -1 342 6,369 1,459 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 17.7 6.1 64.6 9.4 12.4 0.1 3.8 42.0 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 84 : : 29 29 . 16 13 9 . 7 13 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 261,481 : : Positions : : 53,168 42,535 148,331 113,309 21,227 6,696 19,750 10,879 6,330 37,164 11,923 : : : : Changes from: May 16, 2017 : : -1,627 183 332 2,124 -343 4,102 600 -13 -170 -962 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 16.3 56.7 43.3 8.1 2.6 7.6 4.2 2.4 14.2 4.6 : : : : Number of Traders in Each Category Total Traders: 63 : : 16 19 16 4 13 4 5 6 6 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 25,045 : : Positions : : 24,414 10,278 89 12,462 124 0 0 0 186 1,788 42 : : : : Changes from: May 16, 2017 : : 146 462 89 -174 124 0 0 0 0 -53 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 41.0 0.4 49.8 0.5 0.0 0.0 0.0 0.7 7.1 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . 6 . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665O Open Interest is 107,038 : : Positions : : 77,645 84,113 9,712 10,903 7,690 6,224 92 682 2,262 1,544 1,582 : : : : Changes from: May 16, 2017 : : 3,032 3,665 581 5 668 95 25 125 132 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 78.6 9.1 10.2 7.2 5.8 0.1 0.6 2.1 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 99 : : 48 47 6 7 9 6 . 4 9 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 79,893 : : Positions : : 47,722 60,484 7,697 6,485 8,381 2,612 300 830 12,500 2,573 0 : : : : Changes from: May 16, 2017 : : 16 -194 344 0 -344 -500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 75.7 9.6 8.1 10.5 3.3 0.4 1.0 15.6 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 4 . 4 4 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 39,423 : : Positions : : 36,047 26,460 0 8,007 1,724 190 0 0 564 1,841 628 : : : : Changes from: May 16, 2017 : : 880 297 -5 430 -375 70 0 0 80 298 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 67.1 0.0 20.3 4.4 0.5 0.0 0.0 1.4 4.7 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 31 0 8 6 . 0 0 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 10,540 : : Positions : : 5,899 5,480 2,968 3,218 110 0 0 0 1,068 77 321 : : : : Changes from: May 16, 2017 : : 517 438 0 75 0 0 0 0 45 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 52.0 28.2 30.5 1.0 0.0 0.0 0.0 10.1 0.7 3.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 5 . 0 0 0 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 23, 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 15,079 : : Positions : : 12,867 7,006 333 6,504 92 0 0 0 594 681 386 : : : : Changes from: May 16, 2017 : : 658 254 9 340 -9 0 0 0 -40 20 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 46.5 2.2 43.1 0.6 0.0 0.0 0.0 3.9 4.5 2.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 14 . 5 . 0 0 0 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 26, 2017