Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 5,416,259 : : Positions : :2,791,236 1,175,617 432,305 3,071,524 283,845 698,849 17,420 209,047 386,274 69,917 578,875 : : : : Changes from: May 23, 2017 : : -80,604 -38,655 4,426 -112,740 22,496 13,189 7,339 -28,461 -52,020 25,165 -21,103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 21.7 8.0 56.7 5.2 12.9 0.3 3.9 7.1 1.3 10.7 : : : : Number of Traders in Each Category Total Traders: 226 : : 107 100 7 20 21 22 6 19 43 13 41 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 258,434 : : Positions : : 23,989 47,375 139,550 28,399 22,845 352 134,331 3,423 46,725 2,982 18,748 : : : : Changes from: May 23, 2017 : : -1,223 -6,467 2,692 6,348 -12,366 -778 15,065 -10,957 -1,690 -15,866 -3,626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.3 18.3 54.0 11.0 8.8 0.1 52.0 1.3 18.1 1.2 7.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 15 12 13 4 10 . 7 4 11 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 211,510 : : Positions : : 109,015 187,210 70,970 8,910 6,638 1,996 668 1,387 4,071 1,085 1,222 : : : : Changes from: May 23, 2017 : : -4 2,726 1,363 -67 98 148 0 187 1,038 -540 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 88.5 33.6 4.2 3.1 0.9 0.3 0.7 1.9 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 25 5 . 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 105,868 : : Positions : : 94,421 78,229 3,355 21,285 1,850 0 0 0 1,391 824 62 : : : : Changes from: May 23, 2017 : : 1,541 1,363 450 303 122 0 0 0 -664 30 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 73.9 3.2 20.1 1.7 0.0 0.0 0.0 1.3 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 201,805 : : Positions : : 145,585 81,455 24,084 93,982 17,446 1,582 0 1,167 41 0 368 : : : : Changes from: May 23, 2017 : : 2,122 -2,122 3,671 7,679 -1,210 277 0 -150 41 -203 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 40.4 11.9 46.6 8.6 0.8 0.0 0.6 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 5 7 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 1,088,514 : : Positions : : 996,145 217,176 25,438 796,187 44,732 0 1,026 3,697 2,010 16,071 4,270 : : : : Changes from: May 23, 2017 : : -1,602 -1,669 555 -1,405 -799 0 725 -1,252 -68 240 -432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 20.0 2.3 73.1 4.1 0.0 0.1 0.3 0.2 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 22 6 9 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 469,649 : : Positions : : 377,630 333,342 31,498 95,200 33,004 0 0 0 7,504 0 330 : : : : Changes from: May 23, 2017 : : 3,080 -120 -2,663 2,324 1,700 0 0 0 625 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 71.0 6.7 20.3 7.0 0.0 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 33 . 9 6 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 391,065 : : Positions : : 311,930 267,732 32,195 94,922 22,315 1,407 0 1,374 7,085 0 155 : : : : Changes from: May 23, 2017 : : 6,484 9,491 3,110 3,602 1,282 370 0 -382 3,531 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 68.5 8.2 24.3 5.7 0.4 0.0 0.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 29 32 4 9 11 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 188,822 : : Positions : : 161,850 101,768 13,211 72,474 3,826 0 199 1,458 750 2,954 105 : : : : Changes from: May 23, 2017 : : 4,400 435 1,182 3,199 -93 -230 199 106 -390 2,414 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 53.9 7.0 38.4 2.0 0.0 0.1 0.8 0.4 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 21 . 9 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 107,948 : : Positions : : 67,088 92,642 24,226 4,306 2,493 3,625 2,235 62 4,953 155 1,734 : : : : Changes from: May 23, 2017 : : 1,081 1,090 732 0 -577 -216 -60 62 -601 0 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 85.8 22.4 4.0 2.3 3.4 2.1 0.1 4.6 0.1 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 6 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 37,022 : : Positions : : 34,667 28,583 0 7,980 217 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 450 450 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 77.2 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 30, 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 104,787 : : Positions : : 83,551 36,609 10,194 56,890 3,189 0 3 1,366 0 1,149 0 : : : : Changes from: May 23, 2017 : : 2,283 853 365 672 191 -293 3 54 0 149 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 34.9 9.7 54.3 3.0 0.0 0.0 1.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 6 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 168,415 : : Positions : : 127,767 78,930 25,835 80,226 6,955 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 1,204 -180 -372 1,314 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 46.9 15.3 47.6 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 16 5 7 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 74,659 : : Positions : : 68,580 49,931 0 20,917 639 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 2,578 2,086 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 66.9 0.0 28.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 25,288 : : Positions : : 21,764 21,351 0 720 0 420 1,802 0 2,106 0 0 : : : : Changes from: May 23, 2017 : : 3,218 1,830 0 720 0 420 390 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 84.4 0.0 2.8 0.0 1.7 7.1 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 619,177 : : Positions : : 450,611 211,866 57,890 341,760 40,675 9,133 9,609 6,606 44,879 488 278 : : : : Changes from: May 23, 2017 : : 16,220 11,889 366 -992 4,743 -3,021 1,737 -566 -1,205 488 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 34.2 9.3 55.2 6.6 1.5 1.6 1.1 7.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 43 40 6 10 10 4 . 4 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 130,657 : : Positions : : 97,300 72,650 7,080 28,315 15,726 1,358 1,661 418 0 1,688 248 : : : : Changes from: May 23, 2017 : : 1,772 -671 -1,243 130 1,945 1,358 0 418 -22 1,056 -338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 55.6 5.4 21.7 12.0 1.0 1.3 0.3 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 5 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 18,933 : : Positions : : 12,771 17,905 3,578 360 0 0 0 0 660 0 0 : : : : Changes from: May 23, 2017 : : 0 390 240 120 -60 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 94.6 18.9 1.9 0.0 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 79,324 : : Positions : : 39,605 49,239 31,859 20,144 5,313 0 0 0 0 624 372 : : : : Changes from: May 23, 2017 : : 1,248 672 -2 0 0 0 0 0 0 448 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 62.1 40.2 25.4 6.7 0.0 0.0 0.0 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 10 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 170,364 : : Positions : : 116,786 130,195 5,832 21,892 8,446 27,086 4,290 0 11,400 3,690 0 : : : : Changes from: May 23, 2017 : : 16,500 35,412 4,576 3,355 -1,830 14,010 4,290 0 9,540 2,940 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 76.4 3.4 12.9 5.0 15.9 2.5 0.0 6.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 16 38 . 6 5 4 . 0 4 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 201,952 : : Positions : : 98,904 166,056 15,929 17,679 855 53,765 1,935 3,222 28,353 10,183 93 : : : : Changes from: May 23, 2017 : : 16,831 35,043 4,310 2,460 -1,700 11,344 1,068 3,042 9,660 3,450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 82.2 7.9 8.8 0.4 26.6 1.0 1.6 14.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 88 : : 21 47 . 4 . 8 . . 5 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 88,941 : : Positions : : 85,452 84,438 1,862 397 0 0 0 0 463 592 248 : : : : Changes from: May 23, 2017 : : 8,774 9,321 0 30 0 0 0 0 30 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 94.9 2.1 0.4 0.0 0.0 0.0 0.0 0.5 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 25 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 277,832 : : Positions : : 189,972 231,510 48,069 15,707 22,325 1,057 0 631 2,738 0 0 : : : : Changes from: May 23, 2017 : : -937 412 449 -1,075 3,546 244 0 -120 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 83.3 17.3 5.7 8.0 0.4 0.0 0.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 23,228 : : Positions : : 17,642 18,294 1,039 0 246 1,246 792 0 240 678 0 : : : : Changes from: May 23, 2017 : : 90 240 2 -58 -2 30 0 0 240 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 78.8 4.5 0.0 1.1 5.4 3.4 0.0 1.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 7 11 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 129,184 : : Positions : : 115,092 102,175 0 14,145 7,941 0 75 1,550 0 1,260 93 : : : : Changes from: May 23, 2017 : : -3,437 -2,643 0 -184 0 0 -450 356 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 79.1 0.0 10.9 6.1 0.0 0.1 1.2 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 21 0 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 34,646 : : Positions : : 25,141 10,297 964 17,446 4,656 0 929 303 938 0 93 : : : : Changes from: May 23, 2017 : : -567 785 0 -1,146 551 0 396 -229 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 29.7 2.8 50.4 13.4 0.0 2.7 0.9 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 30, 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 143,193 : : Positions : : 99,974 130,071 27,643 3,263 2,975 302 0 650 3,961 0 0 : : : : Changes from: May 23, 2017 : : -583 299 65 0 180 0 0 0 151 -630 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 90.8 19.3 2.3 2.1 0.2 0.0 0.5 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 130,872 : : Positions : : 92,700 119,611 24,433 5,189 2,499 0 0 0 39 0 240 : : : : Changes from: May 23, 2017 : : 465 3,790 2,693 -246 -485 0 0 0 39 -381 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 91.4 18.7 4.0 1.9 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 4 . 5 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 74,652 : : Positions : : 72,556 73,214 967 882 0 0 0 0 395 0 0 : : : : Changes from: May 23, 2017 : : 3,090 3,446 270 0 0 0 0 0 395 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 98.1 1.3 1.2 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 118,736 : : Positions : : 91,649 96,503 6,061 1,329 13,741 0 0 0 450 1,024 403 : : : : Changes from: May 23, 2017 : : 1,495 2,682 1,498 0 0 0 0 0 0 737 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 81.3 5.1 1.1 11.6 0.0 0.0 0.0 0.4 0.9 0.3 : : : : 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 30, 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 165,353 : : Positions : : 113,128 86,293 13,849 34,467 18,896 0 759 7,719 0 5,703 0 : : : : Changes from: May 23, 2017 : : 1,539 230 -60 -640 1,076 0 166 -294 0 1,433 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 52.2 8.4 20.8 11.4 0.0 0.5 4.7 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 19 . 5 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 10,739 : : Positions : : 9,890 10,342 360 0 0 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 96.3 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 22,230 : : Positions : : 19,692 18,753 0 873 453 0 217 0 0 1,631 0 : : : : Changes from: May 23, 2017 : : 1,054 817 0 -453 453 0 0 0 -300 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 84.4 0.0 3.9 2.0 0.0 1.0 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 31,478 : : Positions : : 16,550 29,642 8,948 0 0 1,318 0 0 3,494 210 0 : : : : Changes from: May 23, 2017 : : 2,913 3,151 120 0 0 240 0 -210 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 94.2 28.4 0.0 0.0 4.2 0.0 0.0 11.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 195,614 : : Positions : : 94,259 139,050 55,255 30,091 6,291 2,142 5,246 1,278 29,824 4,198 600 : : : : Changes from: May 23, 2017 : : 1,335 725 -2,123 1,035 2,630 430 -2,078 0 1,704 1,091 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 71.1 28.2 15.4 3.2 1.1 2.7 0.7 15.2 2.1 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 24,530 : : Positions : : 20,939 21,724 651 1,616 916 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 218 158 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.6 2.7 6.6 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 87,590 : : Positions : : 66,543 61,394 716 12,611 7,682 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 1,396 942 -469 46 230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 70.1 0.8 14.4 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 103,808 : : Positions : : 60,794 86,570 36,534 12,956 490 0 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 978 982 10 186 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 83.4 35.2 12.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 65,736 : : Positions : : 31,849 37,844 16,375 11,877 7,204 1,224 0 0 2,043 0 0 : : : : Changes from: May 23, 2017 : : -3,220 -1,095 1,002 -1,578 983 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 57.6 24.9 18.1 11.0 1.9 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 37,653 : : Positions : : 33,369 36,840 0 299 31 0 0 0 2,930 117 93 : : : : Changes from: May 23, 2017 : : 1,389 1,084 0 0 0 0 0 0 87 117 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 97.8 0.0 0.8 0.1 0.0 0.0 0.0 7.8 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 120,337 : : Positions : : 96,484 15,567 6,252 89,973 5,778 0 0 0 2,409 0 0 : : : : Changes from: May 23, 2017 : : 547 31 -822 -92 914 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 12.9 5.2 74.8 4.8 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 6 . 9 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 77,307 : : Positions : : 25,843 48,002 24,209 11,213 11,597 5,202 0 0 0 0 0 : : : : Changes from: May 23, 2017 : : 123 0 -123 604 -302 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 62.1 31.3 14.5 15.0 6.7 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 30, 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 1,516,242 : : Positions : : 249,170 370,812 138,712 82,725 157,184 297,456 125,154 339,617 64,080 205,741 196,197 : : : : Changes from: May 23, 2017 : : -9,002 -8,046 16,825 -7,552 5,038 -33,918 28,225 4,567 11,885 -28,229 -13,954 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 24.5 9.1 5.5 10.4 19.6 8.3 22.4 4.2 13.6 12.9 : : : : Number of Traders in Each Category Total Traders: 310 : : 37 34 22 12 27 79 49 78 59 37 63 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 400,575 : : Positions : : 137,462 85,445 6,408 95,337 36,614 13,136 13,095 10,852 160,814 127,361 24,130 : : : : Changes from: May 23, 2017 : : -6,550 -5,575 119 -5,555 -832 -4,726 -1,380 -684 418 184 -5,285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 21.3 1.6 23.8 9.1 3.3 3.3 2.7 40.1 31.8 6.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 24 26 . 13 14 5 4 6 17 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 129,012 : : Positions : : 30,877 16,710 31,062 14,406 21,258 2,909 27,915 7,128 10,105 20,164 12,507 : : : : Changes from: May 23, 2017 : : -2,195 -2,562 -1,571 3,735 -7,444 -1,149 -2,504 -1,899 -8,203 -13,223 -2,263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 13.0 24.1 11.2 16.5 2.3 21.6 5.5 7.8 15.6 9.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 11 11 10 4 13 . 7 5 5 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 34,650 : : Positions : : 2,885 5,143 16,057 13,970 4,550 619 1,076 4,324 2,556 1,438 3,546 : : : : Changes from: May 23, 2017 : : -222 -1,066 -222 2,097 -1,619 -629 1,076 -1,078 264 -3,248 -889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 14.8 46.3 40.3 13.1 1.8 3.1 12.5 7.4 4.2 10.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 4 . 7 . . . 6 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 1,259,138 : : Positions : : 277,160 213,563 81,890 827,381 115,468 154,581 2,449 46,075 530,457 12,077 24,963 : : : : Changes from: May 23, 2017 : : -12,979 -16,654 2,035 -14,407 -6,624 -6,657 906 -4,074 -17,311 -3,978 1,174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 17.0 6.5 65.7 9.2 12.3 0.2 3.7 42.1 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 28 27 . 16 13 9 . 6 13 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 233,227 : : Positions : : 42,999 37,562 137,678 107,882 20,227 2,922 14,950 10,119 6,101 27,729 10,179 : : : : Changes from: May 23, 2017 : : -10,169 -4,973 -10,653 -5,427 -1,000 -3,774 -4,800 -760 -229 -9,435 -1,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 16.1 59.0 46.3 8.7 1.3 6.4 4.3 2.6 11.9 4.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 15 19 15 4 12 5 4 6 5 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 25,059 : : Positions : : 24,242 10,384 127 12,432 124 0 0 0 351 1,760 35 : : : : Changes from: May 23, 2017 : : -172 106 38 -30 0 0 0 0 165 -28 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 41.4 0.5 49.6 0.5 0.0 0.0 0.0 1.4 7.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 . 6 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 109,209 : : Positions : : 79,850 85,235 8,817 10,848 8,783 5,740 95 684 2,338 1,534 1,688 : : : : Changes from: May 23, 2017 : : 2,205 1,122 -895 -55 1,093 -484 3 2 76 -10 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 78.0 8.1 9.9 8.0 5.3 0.1 0.6 2.1 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 99 : : 49 49 6 7 9 4 . 4 10 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 79,443 : : Positions : : 47,266 60,224 7,908 6,365 8,206 2,592 300 830 12,500 2,573 0 : : : : Changes from: May 23, 2017 : : -456 -260 211 -120 -175 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 75.8 10.0 8.0 10.3 3.3 0.4 1.0 15.7 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 30, 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 40,782 : : Positions : : 37,603 27,530 0 8,327 1,554 200 0 0 634 1,892 706 : : : : Changes from: May 23, 2017 : : 1,556 1,070 0 320 -170 10 0 0 70 51 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 67.5 0.0 20.4 3.8 0.5 0.0 0.0 1.6 4.6 1.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 31 0 8 6 . 0 0 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 10,683 : : Positions : : 5,949 5,585 2,968 3,176 110 0 0 0 1,136 25 338 : : : : Changes from: May 23, 2017 : : 50 105 0 -42 0 0 0 0 68 -52 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 52.3 27.8 29.7 1.0 0.0 0.0 0.0 10.6 0.2 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . 5 . 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 30, 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 15,890 : : Positions : : 13,654 7,734 333 6,536 92 0 0 0 610 751 346 : : : : Changes from: May 23, 2017 : : 787 728 0 32 0 0 0 0 16 70 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 48.7 2.1 41.1 0.6 0.0 0.0 0.0 3.8 4.7 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . 5 . 0 0 0 4 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 2, 2017