Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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 4,899,438                :
: Positions                                                                                                    :
:2,449,673 1,147,329   490,167 2,792,537   202,926   593,288    34,896   235,936   489,107    72,334   350,877 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    8,847    32,479    -1,677    45,341    27,808   -15,464    12,718    23,630    97,565    -4,591   -17,009 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      23.4      10.0      57.0       4.1      12.1       0.7       4.8      10.0       1.5       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   237                     :
:      124       104         5        20        22        25         4        25        38        14        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   248,766                :
: Positions                                                                                                    :
:   49,573    55,862    47,845    52,083    30,465    18,616    81,978     2,249    88,319     3,222     6,663 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    9,545    17,517     2,230    20,451    -7,507     6,518    18,854       122    39,783   -12,051    -6,311 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.9      22.5      19.2      20.9      12.2       7.5      33.0       0.9      35.5       1.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       19        21        13         7        15         6         5         7        19         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   230,312                :
: Positions                                                                                                    :
:  138,423   201,677    36,223     2,644    16,916     1,717         0     1,082    17,103       710       928 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    2,225     2,013    -1,876       620     1,519     1,675         0       448       521      -552      -203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      87.6      15.7       1.1       7.3       0.7       0.0       0.5       7.4       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        25         5         .         4         .         0         .         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   123,394                :
: Positions                                                                                                    :
:  108,254    86,995         0    21,669     3,557         0         0         0     2,444     2,997     3,470 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:     -400     1,777         0       158         0      -144         0      -572       772      -589       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      70.5       0.0      17.6       2.9       0.0       0.0       0.0       2.0       2.4       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        25         0         5         4         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   176,767                :
: Positions                                                                                                    :
:  142,044    63,281     4,619    94,435     8,349     1,386         0     1,228     4,229     2,498        92 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    1,660       160      -397     2,288       217       796         0      -327       421       393       -84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      35.8       2.6      53.4       4.7       0.8       0.0       0.7       2.4       1.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        23         .        11         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   837,629                :
: Positions                                                                                                    :
:  760,027   166,591    22,063   623,114    37,943         0       301     3,417     2,628       951     1,480 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   21,390       753     3,257    23,841     1,627         0        57       551        93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      19.9       2.6      74.4       4.5       0.0       0.0       0.4       0.3       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       40        23         7         9        15         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   351,755                :
: Positions                                                                                                    :
:  317,622   224,753    10,253    99,409    15,076       248     2,566       640     2,269     3,595       333 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    5,961     1,790    -5,013       659       512         0     1,180       640     1,526       393       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      63.9       2.9      28.3       4.3       0.1       0.7       0.2       0.6       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       32        34         .        10         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   259,776                :
: Positions                                                                                                    :
:  207,858   145,535    12,873    78,255    29,348         0       556     1,356       217     2,139     1,229 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   11,735    12,057      -496    -1,955     1,184         0      -270       644       144      -465       626 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      56.0       5.0      30.1      11.3       0.0       0.2       0.5       0.1       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        32         4         9        11         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   100,923                :
: Positions                                                                                                    :
:   92,659    38,058       248    49,557     2,488         0     1,339       971         0     2,153       310 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   10,029     3,107         0     4,649        44         0      -355       -66      -582     2,153        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      37.7       0.2      49.1       2.5       0.0       1.3       1.0       0.0       2.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        13         .        10         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   112,213                :
: Positions                                                                                                    :
:   91,204    84,004     5,573     1,836     8,032         0     1,139       510         0    13,705     1,135 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    1,897     3,107       281         0      -237         0       737       -33         0      -167      -143 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      74.9       5.0       1.6       7.2       0.0       1.0       0.5       0.0      12.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        24         .         .         .         0         .         .         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    21,674                :
: Positions                                                                                                    :
:   19,446    14,293         0     6,465         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      65.9       0.0      29.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        11         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   107,190                :
: Positions                                                                                                    :
:   90,968    15,085     3,264    77,391     3,419         0       200       849         0     5,038         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    7,233    -1,042      -934     4,132     1,510      -493       200        43         0     1,491         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      14.1       3.0      72.2       3.2       0.0       0.2       0.8       0.0       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        11         .         7         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   142,589                :
: Positions                                                                                                    :
:  109,137    57,238    24,066    76,196     3,558         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    3,590     3,216        88       -10         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      40.1      16.9      53.4       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        17         4        10         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    60,439                :
: Positions                                                                                                    :
:   49,417    32,410     1,687    21,444     2,075         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      306     1,627       -31      -790     1,004         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      53.6       2.8      35.5       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    16,076                :
: Positions                                                                                                    :
:   11,406    15,067       642         0         0     1,680         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      93.7       4.0       0.0       0.0      10.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   410,938                :
: Positions                                                                                                    :
:  305,300   155,477    58,496   204,713    30,160     1,054     5,765     1,474     3,865       565     3,124 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   12,002    -8,358    -4,557    12,065      -474         0     1,679      -279    -1,125       255      -192 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      37.8      14.2      49.8       7.3       0.3       1.4       0.4       0.9       0.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       40        31         4        11         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    75,463                :
: Positions                                                                                                    :
:   63,464    34,309       998    30,276       854         0     1,614       206       842     2,259       648 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    2,542       -34         0       639       214         0       933      -455         0     1,549       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      45.5       1.3      40.1       1.1       0.0       2.1       0.3       1.1       3.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        11         .         7         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    17,538                :
: Positions                                                                                                    :
:   14,935    12,370         0     3,472         0         0         0         0       210         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      70.5       0.0      19.8       0.0       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    65,207                :
: Positions                                                                                                    :
:   23,947    44,339    28,745    11,836     3,109         0        55       764     3,029         0       789 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      767     1,117       -93       277        93      -952        55       170       117    -1,637       457 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      68.0      44.1      18.2       4.8       0.0       0.1       1.2       4.6       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        11         6         .         7         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    67,703                :
: Positions                                                                                                    :
:   40,673    46,673    13,625     5,082     4,916     6,448         0         0       775     9,579         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   16,760     9,363     1,953     3,138     3,968     1,767         0         0       372     8,339         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      68.9      20.1       7.5       7.3       9.5       0.0       0.0       1.1      14.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       19        20         9         .         .         .         0         0         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   104,058                :
: Positions                                                                                                    :
:   63,269    74,965    13,259     5,776     4,619    20,428     1,680         0     1,561    16,065         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   13,639    10,106     2,445      -748     4,251     1,767         0         0       372     8,525         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      72.0      12.7       5.6       4.4      19.6       1.6       0.0       1.5      15.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       30        30         6         .         .         .         .         0         4         9         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    46,969                :
: Positions                                                                                                    :
:   43,761    43,509     3,117         0         0         0         0         0         0       780         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    4,867     5,933     1,557         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      92.6       6.6       0.0       0.0       0.0       0.0       0.0       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        24         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   226,776                :
: Positions                                                                                                    :
:  173,914   168,497    37,100    36,044     9,066         0       555       940         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    3,491     4,947     1,192       384       227         0       364      -152         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      74.3      16.4      15.9       4.0       0.0       0.2       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       29        26         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    27,985                :
: Positions                                                                                                    :
:   24,210    22,831     1,676         0         0         0         0         0         0       523         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      808     1,707       372         0         0         0         0         0         0      -155         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      81.6       6.0       0.0       0.0       0.0       0.0       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        13         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    46,746                :
: Positions                                                                                                    :
:   26,838    37,872     8,645         0     2,606         0         0         0     2,232         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:     -590     1,944      -420         0       420         0    -2,000      -267     1,317         0      -279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      81.0      18.5       0.0       5.6       0.0       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        16         4         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    86,821                :
: Positions                                                                                                    :
:   74,806    54,234         0    18,571     2,637         0     1,198     1,908        33       769     1,112 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    2,800       662         0       217         0       -54     1,198       120        33       552     1,112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      62.5       0.0      21.4       3.0       0.0       1.4       2.2       0.0       0.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        24         0         6         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   122,405                :
: Positions                                                                                                    :
:   91,026   113,297    14,199     2,494     1,744     5,245         0       410     4,040         0        28 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      -90      -682      -961     2,494       677       611         0      -168       437         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      92.6      11.6       2.0       1.4       4.3       0.0       0.3       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        17         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    98,363                :
: Positions                                                                                                    :
:   64,357    92,989    26,595     1,022     1,324         0         0         0     1,054         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    2,626     2,755       -34         9       649         0         0         0       713         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      94.5      27.0       1.0       1.3       0.0       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        15         7         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   110,155                :
: Positions                                                                                                    :
:  100,787    94,848         0    10,175     2,689         0         0         0     1,384       310         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    3,591     3,183         0         0         0         0         0         0       372       -37      -360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      86.1       0.0       9.2       2.4       0.0       0.0       0.0       1.3       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        15         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   115,469                :
: Positions                                                                                                    :
:   79,548    57,344    12,233    35,629     8,243     1,813         0       599       248     2,769       669 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    4,767    -1,298       -23     4,717       -82      -364         0         0      -232     2,521      -146 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      49.7      10.6      30.9       7.1       1.6       0.0       0.5       0.2       2.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        21         4         6         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    12,502                :
: Positions                                                                                                    :
:   11,294     8,764       690        23       217         0         0         0         0     2,821         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      70.1       5.5       0.2       1.7       0.0       0.0       0.0       0.0      22.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    41,185                :
: Positions                                                                                                    :
:   29,038    37,102     5,036     3,561         0         0         0         0     4,778       279         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      868    -1,492       186     2,356      -775         0         0         0       238       279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      90.1      12.2       8.6       0.0       0.0       0.0       0.0      11.6       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        16         .         .         0         0         0         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    40,493                :
: Positions                                                                                                    :
:   27,808    39,691    10,488         0         0         0         0         0       423         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    1,183     1,612       186         0         0         0         0         0        93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      98.0      25.9       0.0       0.0       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   189,411                :
: Positions                                                                                                    :
:  144,293   115,342    17,010    49,298    10,062        91       321       845     7,256     7,181     1,307 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    3,023     2,698     1,778     1,834    -1,197      -773       198       323       279      -929       305 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      60.9       9.0      26.0       5.3       0.0       0.2       0.4       3.8       3.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       36        27         .         6         7         .         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   104,123                :
: Positions                                                                                                    :
:   85,332    60,449     5,697    34,626     1,964     3,388         0         0         0       188       240 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:     -614      -583       214       636      -152       214         0         0         0       188       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      58.1       5.5      33.3       1.9       3.3       0.0       0.0       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        13         .         6         5         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    87,045                :
: Positions                                                                                                    :
:   46,399    64,472    33,395    16,347     2,314         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    1,112     3,514     1,062         6        -6         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      74.1      38.4      18.8       2.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       12        18         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    68,932                :
: Positions                                                                                                    :
:   38,940    35,152    19,819    22,613     3,841         0       513        31         0         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    1,767     1,717       273      -558       248         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      51.0      28.8      32.8       5.6       0.0       0.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   123,837                :
: Positions                                                                                                    :
:   96,421    44,591     6,471    71,867     5,281     2,776         0         0     3,311         0         0 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      358      -400      -612      -585       779         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      36.0       5.2      58.0       4.3       2.2       0.0       0.0       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        12         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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 1,067,097                :
: Positions                                                                                                    :
:  132,783   188,850   127,808    72,730    81,322   282,387   158,229   202,163    37,141   208,944   124,932 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:   -4,247    24,809    -6,522    -1,362     1,925     4,989    -5,602    -3,964     1,403   -15,758   -11,686 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      17.7      12.0       6.8       7.6      26.5      14.8      18.9       3.5      19.6      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   326                     :
:       39        38        21        12        26        83        44        70        57        47        71 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   307,316                :
: Positions                                                                                                    :
:   70,082    43,524    26,177    40,863    46,634    12,536    17,382    12,669    98,585   107,451    33,255 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    7,305    -2,435    -3,061     1,940     2,877     6,065      -798      -622     1,244    12,532     1,591 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.8      14.2       8.5      13.3      15.2       4.1       5.7       4.1      32.1      35.0      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       23        23         6         9        15         6         5        10        15        11        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   146,083                :
: Positions                                                                                                    :
:   27,455    36,492    40,468    39,484    18,653    27,640     6,726     3,476    11,072    26,048    11,269 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    1,155      -594     2,408     4,277     4,205     5,807       190       282     4,730     7,050       101 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.8      25.0      27.7      27.0      12.8      18.9       4.6       2.4       7.6      17.8       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       14        15        12         5        16         9         4        10         9        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    38,629                :
: Positions                                                                                                    :
:    1,798     5,854     9,245     5,337    14,692     7,130     2,210     2,096     1,644     3,816     2,024 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:     -244       706    -1,112    -3,265     3,457      -288     2,210       105     1,310    -2,583       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.7      15.2      23.9      13.8      38.0      18.5       5.7       5.4       4.3       9.9       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        .         .         4         .         6         5         .         4         7         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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 1,377,908                :
: Positions                                                                                                    :
:  393,895   194,168    79,491   822,870   177,837    96,201    32,716    58,482   503,923    29,743    40,898 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      277        94    -2,694    10,021      -671     8,945     4,391      -658    10,768       715     5,906 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.6      14.1       5.8      59.7      12.9       7.0       2.4       4.2      36.6       2.2       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       36        31         5        14        14         5         6         7        18         6        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   319,811                :
: Positions                                                                                                    :
:   70,297    67,214   171,371   124,413    34,228     6,148    22,042    12,272     9,260    38,722    15,175 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    4,909     1,126     2,317     4,905    -1,054      -587      -874     1,184     1,174       424     1,248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.0      21.0      53.6      38.9      10.7       1.9       6.9       3.8       2.9      12.1       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       16        17        15         5        18         6         9        10         9         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    27,225                :
: Positions                                                                                                    :
:   26,943    19,469         0     5,938         0         0         0         0         0       868       277 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      891        86         0       780         0         0         0         0       -13        12       187 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.0      71.5       0.0      21.8       0.0       0.0       0.0       0.0       0.0       3.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        27         0         6         0         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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   140,675                :
: Positions                                                                                                    :
:  110,835   111,559    12,748    17,116     4,686     4,776       207     3,291     2,353     1,938     1,069 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    2,405     3,267     1,498       208       142         0       -45         5      -150       123       188 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      79.3       9.1      12.2       3.3       3.4       0.1       2.3       1.7       1.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       50        52         4         7         8         .         .         .         9        10        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    97,371                :
: Positions                                                                                                    :
:   67,234    73,524     8,106     4,652     8,957     1,608     4,956         0    11,316     4,196         1 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:    2,050     1,637       505      -420      -592         0         0         0    -1,008       315         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      75.5       8.3       4.8       9.2       1.7       5.1       0.0      11.6       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        24         .         4         5         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    35,402                :
: Positions                                                                                                    :
:   30,652    30,122     1,449     2,163       683       620         0         0     1,556     1,785       189 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:     -902    -1,018      -133        50       112         0         0         0       227       117       -73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      85.1       4.1       6.1       1.9       1.8       0.0       0.0       4.4       5.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        30         .         6         5         .         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    18,822                :
: Positions                                                                                                    :
:    8,261    13,156     6,103     2,119       380         0         0         0     2,844     1,836       909 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      215       270         0        63         0         0         0         0       110        -2       275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      69.9      32.4      11.3       2.0       0.0       0.0       0.0      15.1       9.8       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        21         4         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 2016         
:                                             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    16,585                :
: Positions                                                                                                    :
:   14,006     9,626       622     6,234        15       116         0         0       457       208       135 :
:                                                                                                              :
: Changes from:     September 20, 2016                                                                         :
:      658       395        20       228       -41         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      58.0       3.8      37.6       0.1       0.7       0.0       0.0       2.8       1.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        15         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 30, 2016