Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 4,836,812                :
: Positions                                                                                                    :
:2,348,368 1,124,310   507,008 2,802,158   197,870   607,872    41,037   268,420   513,572    38,188   342,839 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   40,095    -3,027   -17,119   107,143     6,399    -5,373     2,188    27,580    66,054   -25,088    15,225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      23.2      10.5      57.9       4.1      12.6       0.8       5.5      10.6       0.8       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      116       100         4        20        21        25         8        26        36         8        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   203,566                :
: Positions                                                                                                    :
:   34,625    51,836    60,047    34,997    24,413     3,837    82,459     2,454    71,260     2,625     4,720 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:      681     7,051    15,542       690    -2,393       378    26,266      -284    17,255      -151    -1,132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.0      25.5      29.5      17.2      12.0       1.9      40.5       1.2      35.0       1.3       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       13        17        13         6        12         .         6         7        10         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   227,417                :
: Positions                                                                                                    :
:  140,828   200,762    39,552     7,367    11,722     1,375         0     1,301    15,605       325       608 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -7,558   -12,942     1,941     2,573    -4,516      -128         0         0    -2,517       325       381 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      88.3      17.4       3.2       5.2       0.6       0.0       0.6       6.9       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       29        26         5         .         4         .         0         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   111,819                :
: Positions                                                                                                    :
:  100,320    81,478         0    21,543     3,123         0       270         0     2,886         0       509 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -11,120    -8,156         0      -385      -558         0         0         0       439    -1,710      -801 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      72.9       0.0      19.3       2.8       0.0       0.2       0.0       2.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        24         0         5         .         0         .         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   165,201                :
: Positions                                                                                                    :
:  129,016    59,771     3,901    78,929    10,621     1,918         0     1,640     2,476     2,085        36 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -14,744    -6,723       219    -8,716      -322     1,862      -231      -202    -1,780      -922       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      36.2       2.4      47.8       6.4       1.2       0.0       1.0       1.5       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        18         .         9         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   817,686                :
: Positions                                                                                                    :
:  743,452   159,980    21,257   613,057    33,345         0       796     2,762       427         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   22,313    -1,159    -3,488    18,722     4,070      -175       606       332         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      19.6       2.6      75.0       4.1       0.0       0.1       0.3       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       40        23         4         9        11         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   361,877                :
: Positions                                                                                                    :
:  314,684   234,608    19,920    93,622    20,330        65     5,112       475         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -7,198    -9,170       674    -2,615     2,219      -183     2,033       -38    -2,723         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      64.8       5.5      25.9       5.6       0.0       1.4       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       27        31         4         8         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   239,194                :
: Positions                                                                                                    :
:  188,926   130,894    11,912    74,910    27,723       118         0     1,387         0        69     1,259 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -14,603   -15,146      -626    -2,859    -1,563       118    -1,220       428      -372      -888       151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      54.7       5.0      31.3      11.6       0.0       0.0       0.6       0.0       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        26         .        10        12         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    90,176                :
: Positions                                                                                                    :
:   79,496    30,005         0    45,785     2,055     2,230         0       984         0       501       219 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -9,454    -8,696      -248    -3,013      -365     1,908         0      -275      -434      -664      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      33.3       0.0      50.8       2.3       2.5       0.0       1.1       0.0       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        10         0         9         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   105,255                :
: Positions                                                                                                    :
:   84,235    77,859     3,903     2,332     7,454         0       585         0         0    11,099     1,381 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -6,363    -8,573    -1,834       496      -728         0      -615      -300         0      -767      -318 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      74.0       3.7       2.2       7.1       0.0       0.6       0.0       0.0      10.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        21         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   101,728                :
: Positions                                                                                                    :
:   84,489    13,075     1,406    77,647     2,957     1,330         0       436         0     2,711         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -11,222    -2,210      -177    -4,212         0       554         0      -220         0    -1,457         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      12.9       1.4      76.3       2.9       1.3       0.0       0.4       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   132,085                :
: Positions                                                                                                    :
:   98,790    52,188    22,320    68,471     4,101         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -11,816    -4,749    -1,583    -7,171       523         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      39.5      16.9      51.8       3.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        15         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    54,325                :
: Positions                                                                                                    :
:   45,790    25,069       674    25,194       906         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -7,563    -6,221    -1,013     1,183    -1,169         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      46.1       1.2      46.4       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   400,950                :
: Positions                                                                                                    :
:  296,438   153,401    54,677   194,172    32,593         0     4,055     2,300     3,468     1,082     3,406 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -16,245    -3,306      -355   -10,191       130    -1,054    -1,110       720       227     1,082     2,191 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      38.3      13.6      48.4       8.1       0.0       1.0       0.6       0.9       0.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        29         4        10         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    71,629                :
: Positions                                                                                                    :
:   59,983    33,258         0    28,407     1,729         0     2,509       351       647         0       574 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -6,002    -1,570         0    -2,937       298         0     1,385      -293      -505    -2,313       109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      46.4       0.0      39.7       2.4       0.0       3.5       0.5       0.9       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        11         0         7         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    64,857                :
: Positions                                                                                                    :
:   28,461    44,507    25,725    10,782     3,943         0         0         0       695         0       155 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -2,029    -2,390    -1,343    -1,054      -465      -134         0    -1,264       454         0      -510 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      68.6      39.7      16.6       6.1       0.0       0.0       0.0       1.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        11         5         .         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    65,460                :
: Positions                                                                                                    :
:   36,712    57,140    20,067     4,936     1,521     6,582         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -12,112   -10,974    -1,163    -1,231    -8,224    -4,888         0         0         0    -3,503         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      87.3      30.7       7.5       2.3      10.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        13         5         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    79,760                :
: Positions                                                                                                    :
:   43,094    55,383     8,435     1,208     8,692    18,052     6,262         0       775     6,479         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -21,184   -25,320    -4,182    -4,816    -1,488    -7,398    -1,680         0      -786    -4,628         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      69.4      10.6       1.5      10.9      22.6       7.9       0.0       1.0       8.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       23        25         6         .         4         .         .         0         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    38,307                :
: Positions                                                                                                    :
:   36,105    36,072     1,557         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -8,565    -8,713    -1,560         0         0         0         0         0         0      -718       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      94.2       4.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        19         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   225,877                :
: Positions                                                                                                    :
:  175,617   167,582    38,788    40,052     5,083         0       168     1,204         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -2,240    -7,318      -354     3,878    -3,165         0      -238       229         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      74.2      17.2      17.7       2.3       0.0       0.1       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       29        25         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    24,254                :
: Positions                                                                                                    :
:   22,580    20,371       806         0         0         0         0         0         0     1,321         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -2,734    -4,596      -870         0         0         0         0         0         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      84.0       3.3       0.0       0.0       0.0       0.0       0.0       0.0       5.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    54,723                :
: Positions                                                                                                    :
:   34,643    44,631     9,619       107     2,370         0     1,134       730     1,130         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:    7,685     8,139       244       107      -236         0     1,134       730      -950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      81.6      17.6       0.2       4.3       0.0       2.1       1.3       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    80,131                :
: Positions                                                                                                    :
:   70,134    46,610         0    18,044     2,796         0     1,912     1,440       459       180       806 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -5,704    -7,545         0      -527       159         0       172         0       459    -1,029      -459 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      58.2       0.0      22.5       3.5       0.0       2.4       1.8       0.6       0.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        14         0         5         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   115,420                :
: Positions                                                                                                    :
:   82,063   106,247    15,906     2,525     1,098     4,435         0       634     3,634         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -9,416    -6,620     1,707        31    -1,502      -357         0        38      -224         0      -149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      92.1      13.8       2.2       1.0       3.8       0.0       0.5       3.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   104,817                :
: Positions                                                                                                    :
:   95,880    90,224         0     9,635     2,286         0         0         0       671       193       202 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -8,013    -7,024         0      -840      -403         0         0         0      -341    -1,148       202 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      86.1       0.0       9.2       2.2       0.0       0.0       0.0       0.6       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   121,289                :
: Positions                                                                                                    :
:   86,593    65,908     9,961    33,787     6,954       517         0     1,183         0       452       582 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -5,218    -2,571    -1,607    -2,432    -1,635       -78         0      -162         0    -2,137      -205 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      54.3       8.2      27.9       5.7       0.4       0.0       1.0       0.0       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         .         4         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    33,475                :
: Positions                                                                                                    :
:   21,403    31,681     4,586     1,581         0         0         0         0     3,818         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -8,235    -6,420      -450    -1,980         0         0         0         0    -1,080         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      94.6      13.7       4.7       0.0       0.0       0.0       0.0      11.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    31,278                :
: Positions                                                                                                    :
:   22,058    29,967     8,538         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -5,340    -9,879    -1,590         0         0         0         0         0      -423         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      95.8      27.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        10         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   169,689                :
: Positions                                                                                                    :
:  125,374   102,819    16,968    48,069     7,905       212     2,405       397     7,432     1,641       600 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -17,243   -16,209      -408    -3,357    -1,572       -31       934      -600       176    -1,077      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      60.6      10.0      28.3       4.7       0.1       1.4       0.2       4.4       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       33        23         .         5         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    96,336                :
: Positions                                                                                                    :
:   77,371    54,569     4,884    32,085     3,029     3,538         0         0         0       616       240 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -5,184    -6,002    -1,096      -472       268       150         0         0         0       428         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      56.6       5.1      33.3       3.1       3.7       0.0       0.0       0.0       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        15         .         6         5         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    79,172                :
: Positions                                                                                                    :
:   44,829    55,054    31,018    17,246     1,607         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -2,947   -11,033    -1,106       899      -707         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      69.5      39.2      21.8       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   117,349                :
: Positions                                                                                                    :
:   82,607    40,878     5,804    66,977     5,083     2,776         0         0     3,412         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -12,796    -4,408      -541    -5,237       -83         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      34.8       4.9      57.1       4.3       2.4       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         5         .         6         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 1,135,059                :
: Positions                                                                                                    :
:  135,234   180,314   133,696    76,670    72,323   286,715   164,843   243,310    54,866   231,244   131,471 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:  -11,538    -9,675        23    10,196    -7,616    12,659    -9,902    12,970    13,217    22,987     9,383 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      15.9      11.8       6.8       6.4      25.3      14.5      21.4       4.8      20.4      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   345                     :
:       40        40        21        13        25        97        38        82        64        46        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   289,218                :
: Positions                                                                                                    :
:   61,471    43,508    21,730    35,123    47,633     5,900    16,926    17,836   110,048   104,889    16,335 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:    2,571     2,296      -682     2,367       173       500      -376      -122     7,919     6,078    -1,794 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.3      15.0       7.5      12.1      16.5       2.0       5.9       6.2      38.1      36.3       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       16        21         5         8        13         4         5         7        12        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   112,615                :
: Positions                                                                                                    :
:   23,739    23,989    35,960    39,281    15,396    11,764     4,159     3,068     6,760    11,569     9,729 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:      882    -1,586       363     1,417     1,075       866       821       215     2,134     3,393       349 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      21.3      31.9      34.9      13.7      10.4       3.7       2.7       6.0      10.3       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       11        14        11         6        13         5         4         8         5         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    30,615                :
: Positions                                                                                                    :
:    2,303     5,158     7,504    12,082     9,482     7,280        10     1,279       745       573     2,022 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:        0         0        77      -127     1,180       543         0       -57      -555       117       714 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.5      16.8      24.5      39.5      31.0      23.8       0.0       4.2       2.4       1.9       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         .         4         .         7         6         .         .         7         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 1,332,901                :
: Positions                                                                                                    :
:  380,159   180,254    78,512   823,876   166,516    95,807    26,597    55,697   492,669    30,209    28,583 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:     -491     2,145    -3,923     8,109       825    -3,057     1,328       526    18,899       233    -4,968 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      13.5       5.9      61.8      12.5       7.2       2.0       4.2      37.0       2.3       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       35        31         4        14        13         7         4         5        14         .        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   292,532                :
: Positions                                                                                                    :
:   70,449    61,283   166,156   141,728    20,001     5,071    16,451    13,950     3,458    20,819    13,073 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:    2,545       -69     3,988     4,124      -352       -75       577       -45    -1,103       289       713 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.1      20.9      56.8      48.4       6.8       1.7       5.6       4.8       1.2       7.1       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       17        18        15         5        16         6         8         9         4        11        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    23,967                :
: Positions                                                                                                    :
:   23,391    15,737         0     6,539       148         0         0         0       121       576       307 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:      861       -53         0       890       148         0         0         0        63       120        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.6      65.7       0.0      27.3       0.6       0.0       0.0       0.0       0.5       2.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        21         0         6         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   135,335                :
: Positions                                                                                                    :
:  105,516   107,884    10,508    15,211     5,283     4,948        82     3,241     3,658     1,624     1,395 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:   -8,105    -7,753    -2,114    -1,121       161       172      -121       -54       687      -337        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      79.7       7.8      11.2       3.9       3.7       0.1       2.4       2.7       1.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       50        46         4         7         8         .         .         .        10         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    96,427                :
: Positions                                                                                                    :
:   67,223    73,258     7,736     4,764     8,798     1,608     4,956         0    10,945     4,130        16 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:     -250      -215      -108         0        81         0         0         0        25         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      76.0       8.0       4.9       9.1       1.7       5.1       0.0      11.4       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        24         .         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    34,581                :
: Positions                                                                                                    :
:   30,133    29,590       981     1,736       779       465         0         0     1,526     1,343       495 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:      273       228      -108      -240       129         0         0         0         7         8       104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      85.6       2.8       5.0       2.3       1.3       0.0       0.0       4.4       3.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        29         .         5         6         .         0         0         8         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    16,470                :
: Positions                                                                                                    :
:    6,855    11,004     5,724     1,930       433         0         0         0     2,448     1,905       638 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:      701       447         0         0        55         0         0         0        36       275        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.6      66.8      34.8      11.7       2.6       0.0       0.0       0.0      14.9      11.6       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        17         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    15,030                :
: Positions                                                                                                    :
:   12,832     7,576       532     6,715        15       127        25         0       352       191       172 :
:                                                                                                              :
: Changes from:     October 4, 2016                                                                            :
:       13      -232       -25       150         0        15        25         0       -41        -5        36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      50.4       3.5      44.7       0.1       0.8       0.2       0.0       2.3       1.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        15         .         4         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated October 14, 2016