HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                      Code-023P02
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S)                        OPEN INTEREST:      211,548
COMMITMENTS
   4,663    7,345   42,392  123,488  107,340  170,543  157,077   41,005   54,471

CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST:     46,618)
    -743     -227   -7,977   14,761      596    6,042   -7,608   40,576   54,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.5     20.0     58.4     50.7     80.6     74.3     19.4     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      13       13       25       14       14       40       39                  



Updated December 30, 2016