Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 4,997,016                :
: Positions                                                                                                    :
:2,508,163 1,164,437   523,827 2,912,121   218,495   584,671    28,648   246,603   498,776    39,232   361,609 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:  159,795    40,127    16,819   109,963    20,625   -23,201   -12,389   -21,817   -14,796     1,044    18,770 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.2      23.3      10.5      58.3       4.4      11.7       0.6       4.9      10.0       0.8       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   230                     :
:      115       100         5        20        22        26         6        22        38        10        40 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   211,396                :
: Positions                                                                                                    :
:   36,449    52,584    61,197    38,370    24,650     3,645    84,291     2,232    73,856     1,894     7,313 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,824       748     1,150     3,373       237      -192     1,832      -222     2,596      -731     2,593 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.2      24.9      28.9      18.2      11.7       1.7      39.9       1.1      34.9       0.9       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       14        17        13         6        12         .         6         8        11         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   232,534                :
: Positions                                                                                                    :
:  143,752   206,491    45,592     8,028     9,898       895         0     1,576    13,281         0     1,634 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    2,924     5,729     6,040       661    -1,824      -480         0       275    -2,324      -325     1,026 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      88.8      19.6       3.5       4.3       0.4       0.0       0.7       5.7       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       30        25         5         .         4         .         0         .         6         0         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   111,689                :
: Positions                                                                                                    :
:  101,792    83,826         0    21,519     3,183         0       270         0     2,071         0       599 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,472     2,348         0       -24        60         0         0         0      -815         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      75.1       0.0      19.3       2.8       0.0       0.2       0.0       1.9       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        26         0         5         .         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   168,304                :
: Positions                                                                                                    :
:  132,117    61,440     3,781    81,008    10,771     2,114       172     1,746       915     1,656       176 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    3,101     1,669      -120     2,079       150       196       172       106    -1,561      -429       140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      36.5       2.2      48.1       6.4       1.3       0.1       1.0       0.5       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        20         .         9         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   860,757                :
: Positions                                                                                                    :
:  784,084   170,282    22,205   643,311    39,286       179     1,275     1,151       427         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:   40,632    10,302       948    30,254     5,941       179       479    -1,611         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      19.8       2.6      74.7       4.6       0.0       0.1       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       40        22         5         9        12         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   372,884                :
: Positions                                                                                                    :
:  323,654   238,343    17,639    96,083    24,705        65     4,887       946       662         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    8,970     3,735    -2,281     2,461     4,375         0      -225       471       662         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      63.9       4.7      25.8       6.6       0.0       1.3       0.3       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       30        31         .         9         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   249,722                :
: Positions                                                                                                    :
:  198,546   141,812    12,246    73,086    28,844         0       426     1,209       777         0       885 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    9,620    10,918       334    -1,824     1,121      -118       426      -178       777       -69      -374 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      56.8       4.9      29.3      11.6       0.0       0.2       0.5       0.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       28        28         .        10        12         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    92,099                :
: Positions                                                                                                    :
:   80,737    32,354         0    45,572     2,055     2,444         0       984       692         0       659 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,241     2,349         0      -213         0       214         0         0       692      -501       440 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      35.1       0.0      49.5       2.2       2.7       0.0       1.1       0.8       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        10         0         9         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   106,563                :
: Positions                                                                                                    :
:   85,428    82,803     5,316     2,332     6,612         0       809         0         0     9,616     1,829 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,193     4,944     1,413         0      -842         0       224         0         0    -1,483       448 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      77.7       5.0       2.2       6.2       0.0       0.8       0.0       0.0       9.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        23         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    19,157                :
: Positions                                                                                                    :
:   16,684    13,149         0     4,833       360         0       660         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      68.6       0.0      25.2       1.9       0.0       3.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   106,419                :
: Positions                                                                                                    :
:   90,154    11,430     1,496    80,486     2,957         0       820     1,128         0     4,669         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    5,665    -1,645        90     2,839         0    -1,330       820       692         0     1,958         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      10.7       1.4      75.6       2.8       0.0       0.8       1.1       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         7         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   139,053                :
: Positions                                                                                                    :
:  105,405    57,727    23,617    71,948     2,993         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    6,615     5,539     1,297     3,477    -1,108         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      41.5      17.0      51.7       2.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        16         4         8         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    56,155                :
: Positions                                                                                                    :
:   50,520    25,700       674    26,843       906         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    4,730       631         0     1,649         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      45.8       1.2      47.8       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   418,183                :
: Positions                                                                                                    :
:  309,604   161,711    52,981   200,752    33,681         0     2,014     2,325     2,235         0     9,265 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:   13,166     8,310    -1,696     6,580     1,088         0    -2,041        25    -1,233    -1,082     5,859 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      38.7      12.7      48.0       8.1       0.0       0.5       0.6       0.5       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       38        27         4        11        10         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    72,827                :
: Positions                                                                                                    :
:   62,015    34,083         0    28,604     1,711         0     1,807       351       240     1,317        62 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    2,032       825         0       197       -18         0      -702         0      -407     1,317      -512 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      46.8       0.0      39.3       2.3       0.0       2.5       0.5       0.3       1.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        11         0         7         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    16,284                :
: Positions                                                                                                    :
:   14,281    11,204       362     3,474         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      68.8       2.2      21.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    67,504                :
: Positions                                                                                                    :
:   29,968    44,783    27,241    12,242     3,943     1,534         0     1,103         0       210       628 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,507       276     1,516     1,460         0     1,534         0     1,103      -695       210       473 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.4      66.3      40.4      18.1       5.8       2.3       0.0       1.6       0.0       0.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        11         6         .         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    72,770                :
: Positions                                                                                                    :
:   43,786    61,578    18,675     3,796     3,149     6,582     3,120         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    7,074     4,438    -1,392    -1,140     1,628         0     3,120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      84.6      25.7       5.2       4.3       9.0       4.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        14         5         .         4         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    88,278                :
: Positions                                                                                                    :
:   50,412    60,533     9,387     1,208     8,940    17,556     8,886       496       775     6,479         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    7,318     5,150       952         0       248      -496     2,624       496         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      68.6      10.6       1.4      10.1      19.9      10.1       0.6       0.9       7.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       23        26         6         .         4         .         .         .         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    47,325                :
: Positions                                                                                                    :
:   44,943    44,275     1,557         0         0         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    8,838     8,203         0         0         0         0         0         0       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      93.6       3.3       0.0       0.0       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        20         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   228,640                :
: Positions                                                                                                    :
:  184,770   168,614    33,991    43,188     3,427         0       871       880         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    9,153     1,032    -4,797     3,136    -1,656         0       703      -324         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      73.7      14.9      18.9       1.5       0.0       0.4       0.4       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 18, 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    26,422                :
: Positions                                                                                                    :
:   22,460    22,899     1,766         0         0         0         0         0         0        61       900 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:     -120     2,528       960         0         0         0         0         0         0    -1,260       900 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      86.7       6.7       0.0       0.0       0.0       0.0       0.0       0.0       0.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         .         0         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    58,996                :
: Positions                                                                                                    :
:   36,535    50,062     9,619       107     2,370         0       127       881     4,024         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,892     5,431         0         0         0         0    -1,007       151     2,894         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      84.9      16.3       0.2       4.0       0.0       0.2       1.5       6.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    81,941                :
: Positions                                                                                                    :
:   72,601    49,289         0    18,044     2,796         0     1,912     1,440       339       240         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    2,467     2,679         0         0         0         0         0         0      -120        60      -806 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      60.2       0.0      22.0       3.4       0.0       2.3       1.8       0.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        15         0         5         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   121,897                :
: Positions                                                                                                    :
:   84,672   113,349    19,004     2,525       568     4,523         0       509     3,845         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    2,609     7,102     3,098         0      -530        88         0      -125       211         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      93.0      15.6       2.1       0.5       3.7       0.0       0.4       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   108,884                :
: Positions                                                                                                    :
:  101,489    95,179         0     9,877     2,286         0         0         0       671         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    5,609     4,955         0       242         0         0         0         0         0      -193      -202 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      87.4       0.0       9.1       2.1       0.0       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   124,441                :
: Positions                                                                                                    :
:   92,614    68,698     9,961    35,522     6,312         0     1,001       990         0       932       371 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    6,021     2,790         0     1,735      -642      -517     1,001      -193         0       480      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      55.2       8.0      28.5       5.1       0.0       0.8       0.8       0.0       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        17         .         4         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    36,835                :
: Positions                                                                                                    :
:   24,043    34,681     5,126     1,941         0         0         0         0     3,938         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    2,640     3,000       540       360         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      94.2      13.9       5.3       0.0       0.0       0.0       0.0      10.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    32,428                :
: Positions                                                                                                    :
:   22,574    31,056     8,568         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:      516     1,089        30         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      95.8      26.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        10         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   178,969                :
: Positions                                                                                                    :
:  132,758   108,222    16,847    49,034     7,600       240     3,835       648     8,067     1,581       600 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    7,384     5,403      -121       965      -305        28     1,430       251       635       -60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      60.5       9.4      27.4       4.2       0.1       2.1       0.4       4.5       0.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       33        23         .         5         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    94,701                :
: Positions                                                                                                    :
:   75,080    54,572     3,122    29,895     4,898     3,966         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:   -2,291         3    -1,762    -2,190     1,869       428         0         0       240      -616      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      57.6       3.3      31.6       5.2       4.2       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        16         .         6         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    79,232                :
: Positions                                                                                                    :
:   44,889    54,994    31,018    17,246     1,607         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:       60       -60         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      69.4      39.1      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 18, 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   121,959                :
: Positions                                                                                                    :
:   89,806    43,804     6,693    67,879     5,487     2,776         0         0     3,412         0         0 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    7,199     2,926       889       902       404         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      35.9       5.5      55.7       4.5       2.3       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         7         .         7         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 1,184,871                :
: Positions                                                                                                    :
:  143,714   215,955   135,142    81,355    78,863   296,679   150,309   258,580    53,883   231,378   137,829 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    8,480    35,641     1,446     4,685     6,540     9,964   -14,534    15,270      -983       134     6,358 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.1      18.2      11.4       6.9       6.7      25.0      12.7      21.8       4.5      19.5      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       41        36        22        10        24       101        34        77        56        56        77 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   291,883                :
: Positions                                                                                                    :
:   63,366    43,551    19,136    37,352    48,290     3,260    14,442    16,570   115,515   106,250    17,886 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,895        43    -2,594     2,229       657    -2,640    -2,484    -1,266     5,467     1,361     1,551 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      14.9       6.6      12.8      16.5       1.1       4.9       5.7      39.6      36.4       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       18        22         5         8        13         4         4         6        14         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   122,959                :
: Positions                                                                                                    :
:   26,142    24,481    38,454    42,397    16,571    10,001     6,226     4,882     9,888    13,619    10,640 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    2,403       492     2,494     3,116     1,175    -1,763     2,067     1,814     3,128     2,050       911 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.3      19.9      31.3      34.5      13.5       8.1       5.1       4.0       8.0      11.1       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       13        15        11         6        14         6         4         9         8         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    32,435                :
: Positions                                                                                                    :
:    2,303     5,158     6,959     9,383    11,514     5,156        10     3,272     1,104       905     2,127 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:        0         0      -545    -2,699     2,032    -2,124         0     1,993       359       332       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.1      15.9      21.5      28.9      35.5      15.9       0.0      10.1       3.4       2.8       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         .         4         .         7         6         .         .         6         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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 1,349,848                :
: Positions                                                                                                    :
:  381,139   184,381    81,789   840,318   166,774    94,201    11,620    55,811   511,842    45,489    24,056 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:      980     4,127     3,277    16,442       258    -1,606   -14,977       114    19,173    15,280    -4,527 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.2      13.7       6.1      62.3      12.4       7.0       0.9       4.1      37.9       3.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       36        31         4        14        13         6         .         4        14         4        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   292,929                :
: Positions                                                                                                    :
:   69,542    61,626   169,919   140,230    21,031     3,022    15,091    12,740     3,184    25,015    12,963 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:     -907       343     3,763    -1,498     1,030    -2,049    -1,360    -1,210      -274     4,196      -110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.7      21.0      58.0      47.9       7.2       1.0       5.2       4.3       1.1       8.5       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       17        18        15         5        16         4         9         8         4        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    26,215                :
: Positions                                                                                                    :
:   25,351    17,980         0     6,519       148         0         0         0       384       576       332 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    1,960     2,243         0       -20         0         0         0         0       263         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.7      68.6       0.0      24.9       0.6       0.0       0.0       0.0       1.5       2.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        21         0         6         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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   138,424                :
: Positions                                                                                                    :
:  109,116   111,002    10,688    15,290     5,218     5,167        82     3,241     2,882     1,849     1,285 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:    3,600     3,118       180        79       -65       219         0         0      -776       225      -110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      80.2       7.7      11.0       3.8       3.7       0.1       2.3       2.1       1.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       52        52         4         7         8         4         .         .         9        10        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    95,747                :
: Positions                                                                                                    :
:   66,468    71,868     7,736     5,424     8,798     1,608     4,956         0    11,035     4,195         1 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:     -755    -1,390         0       660         0         0         0         0        90        65       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      75.1       8.1       5.7       9.2       1.7       5.2       0.0      11.5       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         .         .         4         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    35,466                :
: Positions                                                                                                    :
:   30,861    30,230       866     1,742       957       465         0         0     1,604     1,378       461 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:      728       640      -115         6       178         0         0         0        78        35       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      85.2       2.4       4.9       2.7       1.3       0.0       0.0       4.5       3.9       1.3 :
:                                                                                                              :
: 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 18, 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    16,640                :
: Positions                                                                                                    :
:    7,437    13,462     5,724     1,945       413         0         0         0     2,513        79       181 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:      582     2,458         0        15       -20         0         0         0        65    -1,826      -457 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      80.9      34.4      11.7       2.5       0.0       0.0       0.0      15.1       0.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        18         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 18, 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    15,640                :
: Positions                                                                                                    :
:   13,372     8,076       532     6,810        15       127        40        15       415       184       134 :
:                                                                                                              :
: Changes from:     October 11, 2016                                                                           :
:      540       500         0        95         0         0        15        15        63        -7       -38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      51.6       3.4      43.5       0.1       0.8       0.3       0.1       2.7       1.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        15         .         4         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated October 21, 2016