Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 HENRY LD1 FIXED - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #023391 Open Interest is 5,480,921 : : Positions : :3,282,012 1,240,101 676,804 3,180,163 280,540 237,917 38,640 240,890 288,871 53,243 413,278 : : : : Changes from: May 22, 2018 : : 39,508 41,940 27,170 37,458 -3,607 2,376 4,242 9,360 28,471 9,881 10,077 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 22.6 12.3 58.0 5.1 4.3 0.7 4.4 5.3 1.0 7.5 : : : : Number of Traders in Each Category Total Traders: 218 : : 107 90 8 20 20 12 6 14 42 13 43 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 148,169 : : Positions : : 15,766 27,073 30,713 36,646 25,563 18,396 5,452 17,518 12,085 11,441 23,520 : : : : Changes from: May 22, 2018 : : -1,704 -4,365 -174 -7,116 -2,772 -17,314 -1,721 -19 1,492 -4,929 -3,459 : : : : Percent of Open Interest Represented by Each Category of Trader : : 10.6 18.3 20.7 24.7 17.3 12.4 3.7 11.8 8.2 7.7 15.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 11 13 11 4 12 . . . 8 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 281,660 : : Positions : : 163,100 245,630 92,798 10,097 12,737 1,400 4,392 425 729 2,607 677 : : : : Changes from: May 22, 2018 : : 950 1,782 3,729 -201 -320 369 0 -369 -9 -31 -753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 87.2 32.9 3.6 4.5 0.5 1.6 0.2 0.3 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 18 9 . 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 121,690 : : Positions : : 97,254 68,799 403 31,056 9,599 0 0 0 3,489 315 6,883 : : : : Changes from: May 22, 2018 : : 1,770 1,841 0 958 90 0 0 0 1,066 62 122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 56.5 0.3 25.5 7.9 0.0 0.0 0.0 2.9 0.3 5.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . 5 6 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 330,014 : : Positions : : 278,799 95,827 17,074 198,259 19,649 1,880 5,136 771 2,379 0 913 : : : : Changes from: May 22, 2018 : : 17,500 -1,190 -1,735 16,547 1,403 1,555 4,152 -254 378 0 -826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 29.0 5.2 60.1 6.0 0.6 1.6 0.2 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 24 5 7 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 860,332 : : Positions : : 724,266 74,569 103,812 756,069 11,094 705 0 0 1,144 7,096 7,616 : : : : Changes from: May 22, 2018 : : 15,569 5,656 6,444 16,276 474 0 0 0 -289 28 209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 8.7 12.1 87.9 1.3 0.1 0.0 0.0 0.1 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 15 5 8 10 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 504,946 : : Positions : : 373,161 371,708 40,077 67,192 54,949 0 0 0 9,022 3,260 150 : : : : Changes from: May 22, 2018 : : 4,024 4,510 -3,903 -1,919 3,093 0 0 0 2,767 332 -248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 73.6 7.9 13.3 10.9 0.0 0.0 0.0 1.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 27 31 6 6 7 0 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 535,775 : : Positions : : 453,853 345,934 57,295 174,681 6,988 2,431 0 0 3,538 2,104 735 : : : : Changes from: May 22, 2018 : : 5,513 5,649 -90 -76 0 782 0 0 300 663 184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 64.6 10.7 32.6 1.3 0.5 0.0 0.0 0.7 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 29 32 4 9 6 . 0 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 309,359 : : Positions : : 265,377 148,009 5,139 121,726 25,002 0 545 0 1,120 5,932 1,411 : : : : Changes from: May 22, 2018 : : 1,394 563 1,536 5,487 -1,542 0 -863 -474 1,097 339 -524 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 47.8 1.7 39.3 8.1 0.0 0.2 0.0 0.4 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 24 . 11 9 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 101,062 : : Positions : : 79,321 75,416 9,665 9,582 3,321 0 0 0 845 4,296 3,429 : : : : Changes from: May 22, 2018 : : 923 580 61 0 0 0 0 0 31 402 -301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 74.6 9.6 9.5 3.3 0.0 0.0 0.0 0.8 4.3 3.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 62,225 : : Positions : : 56,840 59,145 1,954 2,113 330 0 0 0 700 0 0 : : : : Changes from: May 22, 2018 : : 4,503 4,823 -30 60 330 0 0 0 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 95.1 3.1 3.4 0.5 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 195,217 : : Positions : : 165,993 25,357 17,861 160,277 2,354 0 774 1,238 0 735 286 : : : : Changes from: May 22, 2018 : : 5,720 -2,198 0 6,809 0 -634 774 131 0 699 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 13.0 9.1 82.1 1.2 0.0 0.4 0.6 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 7 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 178,146 : : Positions : : 140,051 76,427 18,113 85,027 8,607 2,102 1,510 7 0 0 0 : : : : Changes from: May 22, 2018 : : 2,331 -559 -302 1,975 50 -273 -906 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 42.9 10.2 47.7 4.8 1.2 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 12 5 6 6 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 178,602 : : Positions : : 164,678 126,579 3,060 44,884 2,007 0 0 0 0 0 0 : : : : Changes from: May 22, 2018 : : 1,876 2,578 0 -3 273 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 70.9 1.7 25.1 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 41,306 : : Positions : : 26,927 35,665 5,736 2,803 0 5,983 744 270 1,229 1,189 0 : : : : Changes from: May 22, 2018 : : 4,414 5,673 930 452 -480 540 -240 270 361 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 86.3 13.9 6.8 0.0 14.5 1.8 0.7 3.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 18 . . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 599,584 : : Positions : : 491,662 156,453 43,346 377,594 36,131 14,352 2,568 2,267 780 15,481 2,591 : : : : Changes from: May 22, 2018 : : 6,946 926 -4,330 -476 4,361 194 -273 -176 314 1,300 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 26.1 7.2 63.0 6.0 2.4 0.4 0.4 0.1 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 79 : : 41 36 4 11 9 4 . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 244,822 : : Positions : : 165,102 149,433 50,589 57,759 21,588 0 324 710 0 5,489 1,640 : : : : Changes from: May 22, 2018 : : 2,514 2,441 4,883 2,308 -962 -295 -126 -927 0 2,138 -181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 61.0 20.7 23.6 8.8 0.0 0.1 0.3 0.0 2.2 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 17 5 6 9 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 41,303 : : Positions : : 36,530 35,364 1,716 2,944 0 0 0 0 1,003 1,344 186 : : : : Changes from: May 22, 2018 : : 3,838 4,426 0 120 0 0 0 0 1,003 959 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 85.6 4.2 7.1 0.0 0.0 0.0 0.0 2.4 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 94,421 : : Positions : : 49,408 63,081 37,267 15,162 1,934 1,027 0 391 0 5,705 479 : : : : Changes from: May 22, 2018 : : 2,756 -1,583 -846 271 -830 1,027 0 391 0 3,749 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 66.8 39.5 16.1 2.0 1.1 0.0 0.4 0.0 6.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 8 7 . . . 0 . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 174,447 : : Positions : : 106,412 136,556 43,288 15,842 12,549 8,010 1,590 0 360 5,262 0 : : : : Changes from: May 22, 2018 : : 14,010 33,412 14,717 -2,708 2,828 1,230 -1,650 0 360 1,260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 78.3 24.8 9.1 7.2 4.6 0.9 0.0 0.2 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 24 25 7 . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 199,394 : : Positions : : 107,444 156,531 60,464 2,296 11,633 18,302 17,681 60 0 10,527 360 : : : : Changes from: May 22, 2018 : : 17,374 35,996 11,946 -4,307 4,427 1,230 -1,710 60 0 990 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 78.5 30.3 1.2 5.8 9.2 8.9 0.0 0.0 5.3 0.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 29 35 8 . 6 . 5 . 0 9 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 173,073 : : Positions : : 156,035 169,409 14,523 67 150 720 0 0 0 1,342 0 : : : : Changes from: May 22, 2018 : : 3,653 6,333 844 -150 150 720 0 0 0 -507 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 97.9 8.4 0.0 0.1 0.4 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 20 6 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AQ Open Interest is 275,245 : : Positions : : 175,024 205,268 85,153 46,578 10,824 26 0 1,069 0 0 0 : : : : Changes from: May 22, 2018 : : 529 -1,385 -408 1,423 -520 -231 0 135 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 74.6 30.9 16.9 3.9 0.0 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 31 23 . . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 19,323 : : Positions : : 13,177 11,004 4,012 7,360 0 0 0 0 0 589 0 : : : : Changes from: May 22, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 56.9 20.8 38.1 0.0 0.0 0.0 0.0 0.0 3.0 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 29, 2018 : 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-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV 2500 mmbtu : CFTC Code #0233AY Open Interest is 109,479 : : Positions : : 79,173 86,273 6,897 2,119 8,939 0 80 1,273 0 360 200 : : : : Changes from: May 22, 2018 : : 1,954 4,175 0 0 0 0 60 -60 0 360 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 78.8 6.3 1.9 8.2 0.0 0.1 1.2 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 174,606 : : Positions : : 150,671 137,414 12,705 23,563 6,369 107 0 1,564 0 0 0 : : : : Changes from: May 22, 2018 : : 5,481 5,781 27 -2,438 30 -582 0 566 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 78.7 7.3 13.5 3.6 0.1 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . 4 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 54,065 : : Positions : : 39,757 42,361 5,607 6,067 3,712 0 0 0 855 58 326 : : : : Changes from: May 22, 2018 : : 585 288 0 86 154 0 0 0 -123 58 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 78.4 10.4 11.2 6.9 0.0 0.0 0.0 1.6 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 164,941 : : Positions : : 103,286 135,003 33,689 14,072 8,279 146 0 713 8,413 0 0 : : : : Changes from: May 22, 2018 : : 3,091 4,709 0 -1,888 0 0 0 0 -60 -427 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 81.8 20.4 8.5 5.0 0.1 0.0 0.4 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 115,691 : : Positions : : 78,808 100,812 21,707 4,174 3,995 0 0 0 0 0 0 : : : : Changes from: May 22, 2018 : : -1,349 365 1,472 93 151 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 87.1 18.8 3.6 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 6 . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 53,045 : : Positions : : 45,809 51,147 4,205 0 0 0 0 0 0 852 0 : : : : Changes from: May 22, 2018 : : 270 -124 -180 0 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 96.4 7.9 0.0 0.0 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 213,116 : : Positions : : 171,655 157,357 25,366 35,913 8,593 0 0 0 3,295 205 1,016 : : : : Changes from: May 22, 2018 : : -603 735 0 395 0 0 0 0 1,060 -336 -449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 73.8 11.9 16.9 4.0 0.0 0.0 0.0 1.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 162,454 : : Positions : : 122,548 102,211 9,468 33,435 15,051 0 29 1,149 4 1,403 1,687 : : : : Changes from: May 22, 2018 : : 160 -77 -828 2,359 700 0 -127 108 4 -584 1,036 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 62.9 5.8 20.6 9.3 0.0 0.0 0.7 0.0 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 18 . 8 8 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 30,181 : : Positions : : 13,332 28,649 12,117 0 310 0 0 0 882 0 0 : : : : Changes from: May 22, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 94.9 40.1 0.0 1.0 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 243,956 : : Positions : : 164,900 180,962 47,653 34,574 14,507 0 2,312 1,751 5,463 300 0 : : : : Changes from: May 22, 2018 : : 1,571 3,185 1,185 -1,336 209 0 -239 332 -117 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 74.2 19.5 14.2 5.9 0.0 0.9 0.7 2.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 21 . 6 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 152,519 : : Positions : : 121,047 117,510 20,704 22,516 5,286 202 0 1,539 0 0 0 : : : : Changes from: May 22, 2018 : : 2,578 1,631 -308 -240 -89 -698 0 360 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 77.0 13.6 14.8 3.5 0.1 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 4 . 5 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 131,727 : : Positions : : 85,592 101,356 32,712 13,413 9,506 0 0 0 0 0 0 : : : : Changes from: May 22, 2018 : : -69 322 455 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 76.9 24.8 10.2 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 5 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 68,489 : : Positions : : 48,220 47,118 3,634 8,902 9,421 0 1,679 0 2,780 0 0 : : : : Changes from: May 22, 2018 : : -214 62 0 60 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 68.8 5.3 13.0 13.8 0.0 2.5 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 4 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 54,833 : : Positions : : 48,666 48,042 1,118 3,918 0 0 0 0 152 940 340 : : : : Changes from: May 22, 2018 : : 4,053 4,144 540 243 0 0 0 0 -150 150 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 87.6 2.0 7.1 0.0 0.0 0.0 0.0 0.3 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 151,888 : : Positions : : 104,544 12,330 8,358 116,974 14,509 0 0 0 0 0 0 : : : : Changes from: May 22, 2018 : : 60 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 8.1 5.5 77.0 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 5 . 9 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 85,565 : : Positions : : 59,151 35,004 8,141 31,829 9,123 4,900 5,992 657 0 240 0 : : : : Changes from: May 22, 2018 : : 809 -834 248 1,962 -93 87 0 2 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 40.9 9.5 37.2 10.7 5.7 7.0 0.8 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 . 6 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV 2500 MMBtus : CFTC Code #0233EB Open Interest is 189,558 : : Positions : : 166,923 132,120 1,201 42,358 12,632 0 0 0 5,342 0 0 : : : : Changes from: May 22, 2018 : : 240 54 60 399 -30 0 0 0 153 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 69.7 0.6 22.3 6.7 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 1,526,706 : : Positions : : 192,701 189,304 193,073 168,931 177,776 305,045 115,906 291,583 45,104 296,429 252,736 : : : : Changes from: May 22, 2018 : : 23,914 11,948 -5,351 8,045 -2,436 -7,301 1,806 20,842 -1,141 -10,887 8,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.6 12.4 12.6 11.1 11.6 20.0 7.6 19.1 3.0 19.4 16.6 : : : : Number of Traders in Each Category Total Traders: 336 : : 42 36 18 19 26 84 43 79 48 47 80 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 426,162 : : Positions : : 95,824 39,797 3,522 122,910 35,802 15,778 13,361 27,142 214,031 159,426 16,778 : : : : Changes from: May 22, 2018 : : 6,027 2,078 -127 884 728 727 3,117 14 4,944 5,274 2,385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 9.3 0.8 28.8 8.4 3.7 3.1 6.4 50.2 37.4 3.9 : : : : Number of Traders in Each Category Total Traders: 87 : : 26 19 . 12 14 6 6 9 16 16 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 82,547 : : Positions : : 14,904 13,323 15,097 21,605 14,014 6,239 5,339 9,785 7,133 3,970 7,931 : : : : Changes from: May 22, 2018 : : 192 -4,755 -1,205 -2,063 -630 -2,768 -1,508 -180 -5,744 -1,211 -2,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 16.1 18.3 26.2 17.0 7.6 6.5 11.9 8.6 4.8 9.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 9 8 8 7 15 4 4 5 9 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 34,617 : : Positions : : 2,358 6,343 11,262 4,216 12,131 1,568 0 2,601 1,778 6,608 2,616 : : : : Changes from: May 22, 2018 : : -745 -2,108 -163 1,365 -2,081 134 0 22 534 432 -961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.8 18.3 32.5 12.2 35.0 4.5 0.0 7.5 5.1 19.1 7.6 : : : : Number of Traders in Each Category Total Traders: 29 : : . . 7 . 8 . 0 . 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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-2500 - NASDAQ FUTURES (Contracts of 2,500 MMBTU'S) : CFTC Code #023P03 Open Interest is 49,643 : : Positions : : 4,697 6,280 18,775 8,357 17,446 0 5,340 552 3,240 7,100 2,768 : : : : Changes from: May 22, 2018 : : -1,368 -30 1,817 713 -1,757 0 -498 0 -977 -1,062 -1,148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 12.7 37.8 16.8 35.1 0.0 10.8 1.1 6.5 14.3 5.6 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . 4 7 0 . . . 10 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 1,166,392 : : Positions : : 242,656 205,466 90,226 732,705 134,553 42,578 22,235 31,781 577,855 3,120 11,257 : : : : Changes from: May 22, 2018 : : 140 603 725 2,766 -466 -947 -12,443 14,037 -2,032 0 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 17.6 7.7 62.8 11.5 3.7 1.9 2.7 49.5 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 27 21 . 16 14 4 5 5 14 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 170,094 : : Positions : : 28,494 53,644 81,231 53,913 22,101 678 5,413 10,659 15,946 10,211 6,591 : : : : Changes from: May 22, 2018 : : -2,634 10,956 -633 -4,212 1,006 -37 -1,714 14 7,131 -351 -1,139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 31.5 47.8 31.7 13.0 0.4 3.2 6.3 9.4 6.0 3.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 9 13 5 14 . 4 5 5 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV 1000 metric tonnes : CFTC Code #066413 Open Interest is 4,372 : : Positions : : 2,981 2,722 165 213 166 0 0 0 107 235 298 : : : : Changes from: May 22, 2018 : : 120 128 0 1 48 0 0 0 -16 3 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 62.3 3.8 4.9 3.8 0.0 0.0 0.0 2.4 5.4 6.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . 0 0 0 4 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #066416 Open Interest is 40,502 : : Positions : : 31,284 33,108 665 1,797 3,163 0 0 0 4,138 1,353 868 : : : : Changes from: May 22, 2018 : : 373 168 0 0 50 0 0 0 -77 128 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 81.7 1.6 4.4 7.8 0.0 0.0 0.0 10.2 3.3 2.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . 4 5 0 0 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641A Open Interest is 16,381 : : Positions : : 13,829 12,712 0 1,672 793 0 0 0 1,380 300 263 : : : : Changes from: May 22, 2018 : : 649 484 0 -30 -87 0 0 0 -165 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 77.6 0.0 10.2 4.8 0.0 0.0 0.0 8.4 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 19 0 4 . 0 0 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641D Open Interest is 11,743 : : Positions : : 10,307 8,201 90 1,529 286 0 0 0 319 760 467 : : : : Changes from: May 22, 2018 : : 151 149 0 -35 10 0 0 0 76 170 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 69.8 0.8 13.0 2.4 0.0 0.0 0.0 2.7 6.5 4.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 22 . 5 5 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641F Open Interest is 17,820 : : Positions : : 17,188 11,064 0 5,026 0 0 0 0 329 1,412 223 : : : : Changes from: May 22, 2018 : : 872 691 0 150 0 0 0 0 0 101 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 62.1 0.0 28.2 0.0 0.0 0.0 0.0 1.8 7.9 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 23 0 5 0 0 0 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 42000 gallons(1000 barrels) : CFTC Code #06641G Open Interest is 79,057 : : Positions : : 56,978 49,919 4,111 12,491 3,640 1,614 581 179 6,632 5,955 5,806 : : : : Changes from: May 22, 2018 : : 650 1,121 302 -125 313 3 0 -2 -1 -47 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 63.1 5.2 15.8 4.6 2.0 0.7 0.2 8.4 7.5 7.3 : : : : Number of Traders in Each Category Total Traders: 99 : : 46 48 . 8 8 . . . 13 18 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #06665B Open Interest is 5,324 : : Positions : : 3,054 4,100 0 76 269 0 0 0 831 166 199 : : : : Changes from: May 22, 2018 : : 113 129 0 -3 3 0 0 0 -6 2 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 77.0 0.0 1.4 5.1 0.0 0.0 0.0 15.6 3.1 3.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 23 0 . . 0 0 0 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 47,610 : : Positions : : 46,006 9,812 0 31,615 0 0 0 0 1,127 5,342 286 : : : : Changes from: May 22, 2018 : : 795 264 0 325 0 0 0 0 -47 159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 20.6 0.0 66.4 0.0 0.0 0.0 0.0 2.4 11.2 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 22 21 0 8 0 0 0 0 5 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 128,242 : : Positions : : 96,727 96,300 9,153 6,357 5,353 670 254 1,340 7,575 11,421 6,834 : : : : Changes from: May 22, 2018 : : 1,900 2,323 146 -488 -151 -350 35 135 81 -143 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 75.1 7.1 5.0 4.2 0.5 0.2 1.0 5.9 8.9 5.3 : : : : Number of Traders in Each Category Total Traders: 117 : : 57 57 6 5 9 . . . 18 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 45,038 : : Positions : : 23,760 28,134 8,594 8,286 4,801 1,956 415 0 5,680 3,024 30 : : : : Changes from: May 22, 2018 : : 548 588 0 0 0 0 -105 0 0 65 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 62.5 19.1 18.4 10.7 4.3 0.9 0.0 12.6 6.7 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 24 28 5 . 5 . . 0 . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 38,810 : : Positions : : 32,821 21,274 155 13,415 645 905 0 0 2,792 2,463 657 : : : : Changes from: May 22, 2018 : : 1,253 861 0 -135 -55 0 0 0 -416 201 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 54.8 0.4 34.6 1.7 2.3 0.0 0.0 7.2 6.3 1.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 42 32 . 7 5 . 0 0 9 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 19,962 : : Positions : : 16,788 6,769 0 11,591 60 90 0 0 2,657 985 71 : : : : Changes from: May 22, 2018 : : -38 97 0 20 0 0 0 0 155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 33.9 0.0 58.1 0.3 0.5 0.0 0.0 13.3 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 22 0 6 . . 0 0 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 22,474 : : Positions : : 12,716 9,422 1,309 5,023 447 0 0 0 6,209 6,254 905 : : : : Changes from: May 22, 2018 : : 237 162 0 45 -10 0 0 0 -23 92 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 41.9 5.8 22.4 2.0 0.0 0.0 0.0 27.6 27.8 4.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 15 . 4 4 0 0 0 4 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 2018 : 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 BALMO - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 42,000 GALLONS) : CFTC Code #06665W Open Interest is 1,645 : : Positions : : 1,402 1,231 0 85 0 0 0 0 25 44 161 : : : : Changes from: May 22, 2018 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 74.8 0.0 5.2 0.0 0.0 0.0 0.0 1.5 2.7 9.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 0 . 0 0 0 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 1, 2018