Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 4,708,403                :
: Positions                                                                                                    :
:2,419,681 1,094,553   567,634 2,700,146   209,525   512,201    33,887   256,121   317,786    17,681   372,394 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -65,942   -26,616    11,217   -69,399    -1,867   -16,138     4,853    -3,550   -47,411   -22,312    16,579 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      23.2      12.1      57.3       4.5      10.9       0.7       5.4       6.7       0.4       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      119       104         7        21        23        20         6        21        30        16        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,554,466                :
: Positions                                                                                                    :
:  287,421   284,141    28,977   112,366   482,491   102,248    12,385   296,393    10,939    22,865   342,336 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   23,704    18,723     9,592    22,868     7,549    15,454     2,689    -5,532    -1,230     3,039    39,675 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5      18.3       1.9       7.2      31.0       6.6       0.8      19.1       0.7       1.5      22.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       39        35         8        12        20         8         6        14        13         8        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   213,010                :
: Positions                                                                                                    :
:  136,148   192,214    43,388     8,346     6,590       836         0     1,545     5,881         0       198 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -15,655   -18,929    -2,733       585    -1,885        68         0      -130    -1,469      -645    -2,654 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      90.2      20.4       3.9       3.1       0.4       0.0       0.7       2.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        23         4         .         4         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   105,774                :
: Positions                                                                                                    :
:   97,369    78,183         0    20,520     3,042         0         0         0       165       292       527 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -4,813    -5,855         0    -1,044       103         0      -270         0    -1,346        26      -564 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      73.9       0.0      19.4       2.9       0.0       0.0       0.0       0.2       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        25         0         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   159,012                :
: Positions                                                                                                    :
:  120,405    62,223    14,251    74,259     8,117     1,753     1,940     1,084       211     1,455       599 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -13,383    -1,537     2,467    -5,456    -1,719       -62     1,354      -494       211    -2,733       145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      39.1       9.0      46.7       5.1       1.1       1.2       0.7       0.1       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       18        20         4         9         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   826,907                :
: Positions                                                                                                    :
:  750,473   155,597    18,643   624,852    38,397       389        45     1,193       217         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -45,670   -11,908       394   -24,807    -2,474       389      -216      -756      -210         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      18.8       2.3      75.6       4.6       0.0       0.0       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       37        23         .        10        11         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   364,610                :
: Positions                                                                                                    :
:  316,183   233,939    17,440    92,574    23,463         0     6,104        51     3,807         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -7,370   -10,095    -4,238    -4,054    -3,478       -65       104      -537       469      -240      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      64.2       4.8      25.4       6.4       0.0       1.7       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       25        29         .         9         6         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   272,646                :
: Positions                                                                                                    :
:  215,694   171,028    20,596    69,206    27,364         0       351     1,793         7       263     1,068 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -1,923     8,843     5,048    -6,458    -2,112         0       256      -517      -973       263       174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      62.7       7.6      25.4      10.0       0.0       0.1       0.7       0.0       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        30         5         8        11         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    89,891                :
: Positions                                                                                                    :
:   81,776    33,120         0    43,649     1,905     1,498         0       747       678         0        31 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -2,799    -1,824         0    -2,447      -150      -248         0         0      -372      -300      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      36.8       0.0      48.6       2.1       1.7       0.0       0.8       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        10         0         9         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   110,192                :
: Positions                                                                                                    :
:   90,562    74,219     6,491     1,642     6,710         0       665       120         0    20,554       397 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -2,334    -7,890    -2,377      -690       345         0        60       120         0     1,773      -393 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      67.4       5.9       1.5       6.1       0.0       0.6       0.1       0.0      18.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        20         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   100,184                :
: Positions                                                                                                    :
:   85,533    14,128     1,616    76,944     2,055         0       452     1,005         0     1,911       140 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -9,550    -1,904      -736    -5,111       -60         0      -519       123         0    -2,501       140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      14.1       1.6      76.8       2.1       0.0       0.5       1.0       0.0       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         8         .         8         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   134,360                :
: Positions                                                                                                    :
:  104,713    54,798    22,536    74,376     1,569         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -9,541    -4,913    -1,545    -5,340    -1,121         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      40.8      16.8      55.4       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        15         4         9         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    60,012                :
: Positions                                                                                                    :
:   55,547    26,097         0    29,623       484         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -2,716    -3,740         0      -328      -120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      43.5       0.0      49.4       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        11         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   418,979                :
: Positions                                                                                                    :
:  293,682   161,237    59,330   208,989    33,716     8,524         0     1,668     5,839       215     7,078 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -11,663     2,772        11   -10,170    -1,930     2,468    -1,044    -2,560      -213    -1,707     2,516 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      38.5      14.2      49.9       8.0       2.0       0.0       0.4       1.4       0.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       39        32         .        12        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    66,599                :
: Positions                                                                                                    :
:   54,715    31,891         0    25,860     2,143         0       435       799       307         0       787 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -7,348    -2,996         0    -2,639       432         0      -682       412      -259    -1,170       -54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      47.9       0.0      38.8       3.2       0.0       0.7       1.2       0.5       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12         9         0         7         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    65,548                :
: Positions                                                                                                    :
:   28,292    42,625    27,360    12,561     3,903     1,875         0     1,212         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -3,758    -2,150      -366      -751        -9       371         0        16         0    -1,292      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.2      65.0      41.7      19.2       6.0       2.9       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         6         .         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    80,131                :
: Positions                                                                                                    :
:   45,656    64,966     8,761     4,336     8,754    16,622         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -24,000   -32,720   -10,302       854     2,784     3,130    -6,030      -510    -5,040      -720         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      81.1      10.9       5.4      10.9      20.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        13         5         .         5         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    91,538                :
: Positions                                                                                                    :
:   52,211    76,574     8,067     1,511     4,197    20,192     6,030       510     5,040       960         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -26,535   -21,037    -2,551      -772    -6,811    -4,770    -6,262         0      -205    -5,543      -936 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      83.7       8.8       1.7       4.6      22.1       6.6       0.6       5.5       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       19        26         5         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    43,983                :
: Positions                                                                                                    :
:   41,849    41,167       720       210         0         0         0         0       630         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -6,755    -7,127      -837       -62         0         0         0         0       -62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.1      93.6       1.6       0.5       0.0       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        18         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   233,602                :
: Positions                                                                                                    :
:  189,234   164,616    25,256    46,282    11,964         0       195       967         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -7,262   -11,766    -3,219     3,287     3,715      -220       195       -77         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      70.5      10.8      19.8       5.1       0.0       0.1       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       32        26         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    23,161                :
: Positions                                                                                                    :
:   18,654    19,800     1,050         0         0         0         0         0       840       690         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -5,521    -4,581      -806         0         0         0         0         0       840      -121      -840 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      85.5       4.5       0.0       0.0       0.0       0.0       0.0       3.6       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        14         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    61,357                :
: Positions                                                                                                    :
:   39,837    53,689     8,520         0     1,427       638         0       613     2,403         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:     -877    -1,218      -979      -137      -943       343         0      -395      -719      -210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      87.5      13.9       0.0       2.3       1.0       0.0       1.0       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        13         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    79,095                :
: Positions                                                                                                    :
:   67,740    50,140     3,824    17,132     3,405         0     2,286       895         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -5,547    -3,212      -639       -12       163         0      -624         0         0    -1,050         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      63.4       4.8      21.7       4.3       0.0       2.9       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        17         .         5         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   123,414                :
: Positions                                                                                                    :
:   81,719   113,485    23,121     2,465       474     4,689         0        59     3,576         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -4,601    -7,892    -2,604       -60       -94      -186         0       -28      -450      -598       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      92.0      18.7       2.0       0.4       3.8       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    91,652                :
: Positions                                                                                                    :
:   62,212    85,969    20,167         0       559         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:       74    -1,534    -2,512         0       -90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      93.8      22.0       0.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        14         5         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   108,427                :
: Positions                                                                                                    :
:   99,057    95,308         0     9,592     2,317         0         0         0     1,474         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -7,792    -5,705         0    -1,175        31         0         0         0      -696         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      87.9       0.0       8.8       2.1       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   128,748                :
: Positions                                                                                                    :
:   96,870    65,236    10,505    43,995     5,100         0     1,090       886         0     1,118       189 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -4,201    -4,544       -42     4,608      -583         0      -111        28         0    -4,328        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      50.7       8.2      34.2       4.0       0.0       0.8       0.7       0.0       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        17         .         4         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    29,358                :
: Positions                                                                                                    :
:   21,320    27,376     2,956     1,347        93         0         0         0     2,906         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -7,049   -10,218    -2,170    -1,581         0         0         0         0    -1,550         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      93.2      10.1       4.6       0.3       0.0       0.0       0.0       9.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         .         0         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    25,532                :
: Positions                                                                                                    :
:   17,401    25,139     6,925         0         0         0         0         0       602         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -6,944    -8,804    -1,643         0         0         0         0         0       -31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      98.5      27.1       0.0       0.0       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   181,904                :
: Positions                                                                                                    :
:  129,114   102,736    14,981    54,206    11,799       310     3,900       860    13,635     1,984       600 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:  -14,733   -13,262       999      -392       971       282       142       172       760       124      -494 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      56.5       8.2      29.8       6.5       0.2       2.1       0.5       7.5       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        23         .         6         9         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    92,184                :
: Positions                                                                                                    :
:   73,299    54,903     5,655    25,672     3,746     2,596         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -4,594    -3,048      -127    -3,549    -1,950      -514         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      59.6       6.1      27.8       4.1       2.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        15         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    77,978                :
: Positions                                                                                                    :
:   43,120    55,638    30,797    16,282     1,337         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -3,293    -5,138    -1,440      -360      -240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      71.4      39.5      20.9       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   120,046                :
: Positions                                                                                                    :
:   89,885    41,562     7,147    69,478     4,268     2,048         0         0     2,900         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -2,265    -4,254      -268       346      -580      -518         0         0      -722         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      34.6       6.0      57.9       3.6       1.7       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         6         .         7         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,207,112                :
: Positions                                                                                                    :
:  163,303   219,429   157,828    59,633   114,768   242,447   203,175   247,218    53,731   170,492   148,977 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    8,628     7,755     9,746    -3,299    14,699   -12,560    21,120    -8,054     7,152   -17,796     7,560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.5      18.2      13.1       4.9       9.5      20.1      16.8      20.5       4.5      14.1      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   349                     :
:       43        35        23        10        26        64        69        73        75        52        88 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   684,397                :
: Positions                                                                                                    :
:  151,677   152,693    60,771    88,684   211,409    39,101    15,650    74,656     9,595     8,451   129,644 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    5,567     9,395    -2,513      -329     7,743    10,351     1,072     6,538       768     4,195    13,246 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.2      22.3       8.9      13.0      30.9       5.7       2.3      10.9       1.4       1.2      18.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   141                     :
:       39        36         5        16        21        30        12        35        22        15        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   308,285                :
: Positions                                                                                                    :
:   76,590    37,222    20,316    37,670    44,836     3,080    13,720    18,577   112,730   126,980    19,069 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    8,108    -1,531      -788       866     3,174      -350    -2,473     4,472     2,198    14,377       387 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.8      12.1       6.6      12.2      14.5       1.0       4.5       6.0      36.6      41.2       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       17        22         .         9        12         .         6         6        11        14        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   112,639                :
: Positions                                                                                                    :
:   25,695    25,012    31,695    37,367    17,872     4,535     3,415     8,574     6,531     5,224    11,657 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    3,188    -2,337      -101     4,558       -45    -1,324      -365     1,626      -447    -1,011       778 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.8      22.2      28.1      33.2      15.9       4.0       3.0       7.6       5.8       4.6      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       16        17        10         7        16         4         5         7         8         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   155,193                :
: Positions                                                                                                    :
:   13,140    12,255     5,811     9,898    79,396     3,409     1,996    19,939     3,542     1,922    29,643 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -1,782      -980     1,871     3,513       -55       157      -622      -354     1,344      -322     8,528 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5       7.9       3.7       6.4      51.2       2.2       1.3      12.8       2.3       1.2      19.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         6         .         5         8         7         .        10         7         5        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1,366,916                :
: Positions                                                                                                    :
:  376,521   228,101    77,046   822,381   167,429   109,456     7,537    42,799   530,758    46,895    31,179 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    2,948     9,607    -2,988     2,908     3,490     9,167       -93   -15,195    14,748     9,127    -1,738 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.5      16.7       5.6      60.2      12.2       8.0       0.6       3.1      38.8       3.4       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       37        31         4        14        13         6         .         4        15         4        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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   302,060                :
: Positions                                                                                                    :
:   61,401    66,978   174,156   141,521    22,101     8,981    14,344    15,003     7,568    26,070    12,438 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    2,344     8,854     4,297       -30     2,566    -1,596       818     4,016     2,629    -1,766     3,663 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.3      22.2      57.7      46.9       7.3       3.0       4.7       5.0       2.5       8.6       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       14        21        14         6        16         6        10        10         7        10        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    33,301                :
: Positions                                                                                                    :
:   32,130    24,814        77     6,808        96         0         0         0       791       936       184 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    4,925     4,386        25     1,090         0         0         0         0       346         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.5      74.5       0.2      20.4       0.3       0.0       0.0       0.0       2.4       2.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        18         .         5         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   140,373                :
: Positions                                                                                                    :
:  109,467   113,143    10,497    15,025     5,059     4,111        89     3,312     5,699     1,745     1,399 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:   -1,536       698       855      -822       165      -250         7        -2       441      -176      -123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      80.6       7.5      10.7       3.6       2.9       0.1       2.4       4.1       1.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       51        45         4         7         7         4         .         .        13         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    99,381                :
: Positions                                                                                                    :
:   66,861    78,035     8,671     3,646     9,180     1,846     3,744         7    12,805     4,094         1 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    1,492     5,822       590    -1,825       830        30      -168        -7     1,765         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      78.5       8.7       3.7       9.2       1.9       3.8       0.0      12.9       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         4         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    34,774                :
: Positions                                                                                                    :
:   30,216    29,727       320     1,973     1,033       310         0         0     2,253       995       497 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:    2,030     2,289       100       -10         0         0         0         0       169         0       -43 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      85.5       0.9       5.7       3.0       0.9       0.0       0.0       6.5       2.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        30         .         6         5         .         0         0        12         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    14,935                :
: Positions                                                                                                    :
:    6,790    11,733     5,324     1,988       267         0         0         0     2,257       108        95 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:      264       364         0         0         0         0         0         0       115         0       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      78.6      35.6      13.3       1.8       0.0       0.0       0.0      15.1       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        21         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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    15,648                :
: Positions                                                                                                    :
:   13,607     7,662       463     6,824        67       106        40        15       251       311       199 :
:                                                                                                              :
: Changes from:     November 1, 2016                                                                           :
:      251       116         0        30         0         0         0         0       -75        60       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      49.0       3.0      43.6       0.4       0.7       0.3       0.1       1.6       2.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        15         .         4         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated November 11, 2016