Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 5,470,034 : : Positions : :2,914,432 1,197,211 451,081 3,021,447 295,869 683,364 16,012 207,696 278,750 120,088 601,974 : : : : Changes from: May 30, 2017 : : 123,196 21,594 18,776 -50,077 12,024 -15,485 -1,408 -1,351 -107,524 50,171 23,099 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 21.9 8.2 55.2 5.4 12.5 0.3 3.8 5.1 2.2 11.0 : : : : Number of Traders in Each Category Total Traders: 231 : : 114 99 7 20 21 21 7 19 40 16 42 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 1,757,343 : : Positions : : 199,848 210,228 30,130 102,061 594,662 90,183 1,671 489,341 12,153 20,390 338,187 : : : : Changes from: May 30, 2017 : : 12,573 12,046 1,870 9,851 23,040 9,450 20 24,941 -764 1,077 40,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.4 12.0 1.7 5.8 33.8 5.1 0.1 27.8 0.7 1.2 19.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 39 36 6 12 18 6 4 10 14 8 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 198,910 : : Positions : : 97,073 175,242 72,346 11,664 3,733 5,042 2,465 1,909 4,126 98 708 : : : : Changes from: May 30, 2017 : : -11,942 -11,968 1,376 2,754 -2,905 3,046 1,797 522 55 -987 -514 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 88.1 36.4 5.9 1.9 2.5 1.2 1.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 4 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 95,915 : : Positions : : 86,605 68,484 2,553 20,781 1,760 0 0 0 0 584 31 : : : : Changes from: May 30, 2017 : : -7,816 -9,745 -802 -504 -90 0 0 0 -1,391 -240 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 71.4 2.7 21.7 1.8 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 216,066 : : Positions : : 154,909 72,489 25,138 114,448 19,245 539 0 1,856 689 0 30 : : : : Changes from: May 30, 2017 : : 9,324 -8,966 1,054 20,466 1,799 -1,043 0 689 648 0 -338 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 33.5 11.6 53.0 8.9 0.2 0.0 0.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 6 6 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 1,042,514 : : Positions : : 953,194 195,240 20,957 766,963 47,047 0 703 4,021 1,585 15,951 5,477 : : : : Changes from: May 30, 2017 : : -42,951 -21,936 -4,481 -29,224 2,315 0 -323 324 -425 -120 1,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 18.7 2.0 73.6 4.5 0.0 0.1 0.4 0.2 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 20 6 9 13 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 457,688 : : Positions : : 371,391 324,071 28,741 90,862 35,217 0 0 0 6,338 0 0 : : : : Changes from: May 30, 2017 : : -6,239 -9,271 -2,757 -4,338 2,213 0 0 0 -1,166 0 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 70.8 6.3 19.9 7.7 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 33 5 8 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 377,569 : : Positions : : 305,723 256,958 31,130 91,821 21,827 1,229 0 1,552 1,039 0 155 : : : : Changes from: May 30, 2017 : : -6,207 -10,774 -1,065 -3,101 -488 -178 0 178 -6,046 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 68.1 8.2 24.3 5.8 0.3 0.0 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 25 28 5 8 11 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 177,218 : : Positions : : 150,632 96,212 13,785 70,576 3,390 0 523 1,149 0 142 322 : : : : Changes from: May 30, 2017 : : -11,218 -5,556 574 -1,898 -436 0 324 -309 -750 -2,812 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 54.3 7.8 39.8 1.9 0.0 0.3 0.6 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 . 9 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 98,086 : : Positions : : 64,040 83,953 20,365 3,526 2,463 2,359 1,877 62 4,404 772 1,560 : : : : Changes from: May 30, 2017 : : -3,048 -8,689 -3,861 -780 -30 -1,266 -358 0 -549 617 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 85.6 20.8 3.6 2.5 2.4 1.9 0.1 4.5 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 19 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 26,017 : : Positions : : 24,375 19,442 0 6,275 0 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -10,292 -9,141 0 -1,705 -217 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 74.7 0.0 24.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 97,255 : : Positions : : 74,274 34,513 10,022 51,463 3,336 364 0 1,337 0 279 0 : : : : Changes from: May 30, 2017 : : -9,277 -2,096 -172 -5,427 147 364 -3 -29 0 -870 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 35.5 10.3 52.9 3.4 0.4 0.0 1.4 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 6 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 160,008 : : Positions : : 121,269 75,268 24,733 76,352 6,433 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -6,498 -3,662 -1,102 -3,874 -522 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 47.0 15.5 47.7 4.0 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- Options and Futures Combined Positions as of June 6, 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 67,384 : : Positions : : 61,473 44,707 0 18,419 549 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -7,107 -5,224 0 -2,498 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 66.3 0.0 27.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 16,918 : : Positions : : 14,428 14,686 0 720 0 420 810 0 990 0 0 : : : : Changes from: May 30, 2017 : : -7,336 -6,665 0 0 0 0 -992 0 -1,116 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 86.8 0.0 4.3 0.0 2.5 4.8 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 0 . 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 590,750 : : Positions : : 429,412 198,047 56,980 330,727 41,505 9,207 6,718 4,122 39,796 488 945 : : : : Changes from: May 30, 2017 : : -21,199 -13,819 -910 -11,033 830 74 -2,891 -2,484 -5,083 0 667 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 33.5 9.6 56.0 7.0 1.6 1.1 0.7 6.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 43 41 7 9 10 . . 5 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 121,032 : : Positions : : 88,509 68,683 7,667 25,658 15,357 1,331 1,661 418 0 400 217 : : : : Changes from: May 30, 2017 : : -8,791 -3,967 587 -2,657 -369 -27 0 0 0 -1,288 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 56.7 6.3 21.2 12.7 1.1 1.4 0.3 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 5 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 75,764 : : Positions : : 37,551 47,391 30,639 19,314 5,223 0 0 0 0 204 372 : : : : Changes from: May 30, 2017 : : -2,054 -1,848 -1,220 -830 -90 0 0 0 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 62.6 40.4 25.5 6.9 0.0 0.0 0.0 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 10 6 5 7 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 99,374 : : Positions : : 86,832 70,265 3,672 17,661 7,646 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -29,954 -59,930 -2,160 -4,231 -800 -27,086 -4,290 0 -11,400 -3,690 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 70.7 3.7 17.8 7.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 129,660 : : Positions : : 78,851 103,287 10,690 16,284 669 27,086 4,290 0 11,520 4,020 0 : : : : Changes from: May 30, 2017 : : -20,053 -62,769 -5,239 -1,395 -186 -26,679 2,355 -3,222 -16,833 -6,163 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 79.7 8.2 12.6 0.5 20.9 3.3 0.0 8.9 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 15 38 . 4 . 4 . 0 4 7 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 104,576 : : Positions : : 102,516 99,807 1,062 0 0 0 0 0 0 840 0 : : : : Changes from: May 30, 2017 : : 17,064 15,369 -800 -397 0 0 0 0 -463 248 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 95.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 21 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 263,733 : : Positions : : 180,945 216,657 45,287 15,267 23,575 1,061 0 627 2,738 0 0 : : : : Changes from: May 30, 2017 : : -9,027 -14,853 -2,782 -440 1,250 4 0 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 82.2 17.2 5.8 8.9 0.4 0.0 0.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 28 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 120,005 : : Positions : : 106,537 93,815 0 14,075 7,791 0 431 1,194 0 0 0 : : : : Changes from: May 30, 2017 : : -8,555 -8,360 0 -70 -150 0 356 -356 0 -1,260 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 78.2 0.0 11.7 6.5 0.0 0.4 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 0 6 6 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 139,026 : : Positions : : 96,599 127,256 28,009 3,053 2,475 311 0 641 3,734 0 0 : : : : Changes from: May 30, 2017 : : -3,375 -2,815 366 -210 -500 9 0 -9 -227 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 91.5 20.1 2.2 1.8 0.2 0.0 0.5 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 125,378 : : Positions : : 87,803 115,712 24,461 5,129 1,656 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -4,897 -3,899 28 -60 -843 0 0 0 -39 0 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 92.3 19.5 4.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 64,236 : : Positions : : 62,516 63,362 750 510 0 0 0 0 240 0 0 : : : : Changes from: May 30, 2017 : : -10,040 -9,852 -217 -372 0 0 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 98.6 1.2 0.8 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 110,013 : : Positions : : 81,251 88,802 7,133 5,502 12,669 0 0 0 308 0 217 : : : : Changes from: May 30, 2017 : : -10,398 -7,701 1,072 4,173 -1,072 0 0 0 -142 -1,024 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 80.7 6.5 5.0 11.5 0.0 0.0 0.0 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 158,844 : : Positions : : 107,353 83,990 13,137 33,331 18,750 0 0 6,848 0 1,561 0 : : : : Changes from: May 30, 2017 : : -5,775 -2,303 -712 -1,136 -146 0 -759 -871 0 -4,142 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 52.9 8.3 21.0 11.8 0.0 0.0 4.3 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 15 . 5 4 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 17,386 : : Positions : : 14,945 14,626 281 720 420 0 0 0 0 1,140 0 : : : : Changes from: May 30, 2017 : : -4,747 -4,127 281 -153 -33 0 -217 0 0 -491 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 84.1 1.6 4.1 2.4 0.0 0.0 0.0 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 24,441 : : Positions : : 12,987 22,981 8,142 0 0 420 0 0 2,130 210 0 : : : : Changes from: May 30, 2017 : : -3,563 -6,661 -806 0 0 -898 0 0 -1,364 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 94.0 33.3 0.0 0.0 1.7 0.0 0.0 8.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 172,728 : : Positions : : 91,088 124,037 55,362 28,079 5,480 1,722 3,038 0 12,649 2,701 600 : : : : Changes from: May 30, 2017 : : -3,171 -15,013 107 -2,012 -811 -420 -2,208 -1,278 -17,175 -1,497 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 71.8 32.1 16.3 3.2 1.0 1.8 0.0 7.3 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 4 4 7 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 84,109 : : Positions : : 65,376 57,269 405 11,055 7,918 525 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -1,167 -4,125 -311 -1,556 236 525 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 68.1 0.5 13.1 9.4 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 98,571 : : Positions : : 54,334 81,373 34,811 12,823 370 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -6,460 -5,197 -1,723 -133 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 82.6 35.3 13.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 7 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 61,868 : : Positions : : 28,669 38,221 15,804 9,845 7,808 0 0 0 2,043 0 0 : : : : Changes from: May 30, 2017 : : -3,180 377 -571 -2,032 604 -1,224 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 61.8 25.5 15.9 12.6 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 27,392 : : Positions : : 24,596 26,642 0 330 0 0 0 0 2,310 210 0 : : : : Changes from: May 30, 2017 : : -8,773 -10,198 0 31 -31 0 0 0 -620 93 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 97.3 0.0 1.2 0.0 0.0 0.0 0.0 8.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 113,273 : : Positions : : 90,829 15,228 5,665 83,508 6,176 0 0 0 2,034 0 0 : : : : Changes from: May 30, 2017 : : -5,655 -339 -587 -6,465 398 0 0 0 -375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 13.4 5.0 73.7 5.5 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 5 . 9 7 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 73,257 : : Positions : : 24,913 45,614 25,299 8,063 13,309 0 0 0 0 0 0 : : : : Changes from: May 30, 2017 : : -930 -2,388 1,090 -3,150 1,712 -5,202 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 62.3 34.5 11.0 18.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 1,532,725 : : Positions : : 236,388 332,927 147,240 75,176 167,284 285,577 188,127 327,632 84,100 184,481 210,811 : : : : Changes from: May 30, 2017 : : -13,195 -38,240 9,039 -7,937 8,759 -12,195 62,886 -13,024 19,744 -21,436 5,307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.4 21.7 9.6 4.9 10.9 18.6 12.3 21.4 5.5 12.0 13.8 : : : : Number of Traders in Each Category Total Traders: 331 : : 39 35 23 11 25 71 58 77 73 43 84 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #02365U Open Interest is 601,320 : : Positions : : 114,188 115,931 25,819 80,185 185,973 70,074 3,610 67,017 15,571 30,386 114,980 : : : : Changes from: May 30, 2017 : : 344 3,892 31 -3,108 3,011 10,513 -192 8,204 -2,253 8,328 14,082 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 19.3 4.3 13.3 30.9 11.7 0.6 11.1 2.6 5.1 19.1 : : : : Number of Traders in Each Category Total Traders: 136 : : 38 32 6 17 22 28 8 27 18 20 30 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 413,716 : : Positions : : 141,743 86,538 2,706 101,672 41,124 15,582 10,414 13,185 168,041 133,419 17,648 : : : : Changes from: May 30, 2017 : : 4,021 845 -3,205 6,259 3,343 2,446 -2,681 2,333 6,376 6,064 -6,681 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 20.9 0.7 24.6 9.9 3.8 2.5 3.2 40.6 32.2 4.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 24 27 . 13 14 5 4 7 16 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 129,232 : : Positions : : 32,898 13,070 31,470 17,622 19,728 2,929 29,912 7,435 9,671 22,793 10,150 : : : : Changes from: May 30, 2017 : : 2,021 -3,640 408 3,216 -1,530 20 1,997 307 -434 2,629 -2,357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 10.1 24.4 13.6 15.3 2.3 23.1 5.8 7.5 17.6 7.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 10 10 10 4 13 4 7 5 4 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE (Contracts of 10,000 MMBTU'S) : CFTC Code #023A84 Open Interest is 52,274 : : Positions : : 8,485 5,445 28 0 111 1,608 6,673 22,627 2,724 681 16,590 : : : : Changes from: May 30, 2017 : : 482 -74 18 0 -9 499 302 -734 -303 470 887 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.2 10.4 0.1 0.0 0.2 3.1 12.8 43.3 5.2 1.3 31.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 . 0 . 4 5 9 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 163,337 : : Positions : : 21,968 19,824 6,142 1,240 78,820 613 4,771 16,037 4,633 7,360 34,714 : : : : Changes from: May 30, 2017 : : 4,280 4,268 919 -689 2,821 164 960 459 -228 924 5,629 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.4 12.1 3.8 0.8 48.3 0.4 2.9 9.8 2.8 4.5 21.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 5 5 5 . 8 4 . 6 12 4 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 1,268,683 : : Positions : : 281,539 212,856 83,115 835,490 114,468 150,413 5,677 43,557 543,493 10,339 28,257 : : : : Changes from: May 30, 2017 : : 4,379 -707 1,225 8,109 -1,000 -4,168 3,228 -2,518 13,036 -1,738 3,294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.2 16.8 6.6 65.9 9.0 11.9 0.4 3.4 42.8 0.8 2.2 : : : : Number of Traders in Each Category Total Traders: 85 : : 29 27 . 16 13 7 . 6 15 7 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 244,857 : : Positions : : 46,196 37,261 142,134 112,119 21,804 2,958 16,282 12,149 6,501 31,227 10,085 : : : : Changes from: May 30, 2017 : : 3,197 -301 4,456 4,237 1,577 36 1,332 2,030 400 3,498 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.9 15.2 58.0 45.8 8.9 1.2 6.6 5.0 2.7 12.8 4.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 15 19 15 5 11 5 4 7 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 21,435 : : Positions : : 20,588 8,389 251 11,137 0 0 0 0 386 1,588 50 : : : : Changes from: May 30, 2017 : : -3,654 -1,995 124 -1,295 -124 0 0 0 35 -172 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 39.1 1.2 52.0 0.0 0.0 0.0 0.0 1.8 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . 6 0 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 100,979 : : Positions : : 74,335 79,676 7,084 9,637 8,222 5,753 69 664 3,019 1,460 876 : : : : Changes from: May 30, 2017 : : -5,515 -5,559 -1,733 -1,211 -561 13 -26 -20 681 -74 -812 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 78.9 7.0 9.5 8.1 5.7 0.1 0.7 3.0 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 97 : : 48 47 6 7 9 5 . 4 11 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 77,236 : : Positions : : 45,233 59,189 8,929 5,769 7,715 2,563 375 830 11,810 2,692 0 : : : : Changes from: May 30, 2017 : : -2,033 -1,035 1,021 -596 -491 -29 75 0 -690 119 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 76.6 11.6 7.5 10.0 3.3 0.5 1.1 15.3 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 19 24 4 . 4 . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 35,412 : : Positions : : 32,435 24,046 0 6,719 1,614 90 0 0 613 1,723 595 : : : : Changes from: May 30, 2017 : : -5,168 -3,484 0 -1,608 60 -110 0 0 -21 -169 -111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 67.9 0.0 19.0 4.6 0.3 0.0 0.0 1.7 4.9 1.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 26 31 0 7 6 . 0 0 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 9,432 : : Positions : : 5,408 4,621 2,587 2,954 110 0 0 0 894 30 316 : : : : Changes from: May 30, 2017 : : -541 -964 -381 -222 0 0 0 0 -242 5 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 49.0 27.4 31.3 1.2 0.0 0.0 0.0 9.5 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 14 . 5 . 0 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 6, 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 15,192 : : Positions : : 12,861 7,694 378 6,048 27 0 0 0 788 652 365 : : : : Changes from: May 30, 2017 : : -793 -40 45 -488 -65 0 0 0 178 -99 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 50.6 2.5 39.8 0.2 0.0 0.0 0.0 5.2 4.3 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . 4 . 0 0 0 5 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 9, 2017