Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 4,737,333                :
: Positions                                                                                                    :
:2,444,362 1,083,261   580,909 2,720,547   210,813   491,160    34,026   271,616   320,071    24,757   375,407 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   24,681   -11,292    13,275    20,401     1,288   -21,041       139    15,495     2,285     7,076     3,013 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      22.9      12.3      57.4       4.5      10.4       0.7       5.7       6.8       0.5       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      119       102         8        20        23        21         6        22        30        16        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,615,903                :
: Positions                                                                                                    :
:  287,887   278,067    25,793   104,746   512,817    99,853    12,882   324,037    13,823    33,825   348,617 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      465    -6,073    -3,184    -7,620    30,326    -2,395       497    27,644     2,883    10,960     6,281 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      17.2       1.6       6.5      31.7       6.2       0.8      20.1       0.9       2.1      21.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       41        36         8        12        20         8         7        15        14         8        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   213,558                :
: Positions                                                                                                    :
:  136,053   192,110    43,135     8,315     6,590       628         0       482     5,830         0       625 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      -95      -104      -253       -31         0      -208         0    -1,063       -51         0       427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      90.0      20.2       3.9       3.1       0.3       0.0       0.2       2.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       29        23         4         .         4         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   109,862                :
: Positions                                                                                                    :
:  101,343    81,260         0    21,250     3,512         0         0         0       563       292       310 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    3,974     3,077         0       730       470         0         0         0       398         0      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      74.0       0.0      19.3       3.2       0.0       0.0       0.0       0.5       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        25         0         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   160,706                :
: Positions                                                                                                    :
:  121,904    63,959    15,231    74,940     8,022     1,629     1,668     1,146       149     1,362       599 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,499     1,736       980       681       -95      -124      -272        62       -62       -93         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      39.8       9.5      46.6       5.0       1.0       1.0       0.7       0.1       0.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       19        21         4         9         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   838,666                :
: Positions                                                                                                    :
:  763,325   157,969    17,043   632,635    38,813         0       302     1,543       217     1,126         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   12,852     2,372    -1,600     7,783       416      -389       257       350         0     1,126         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      18.8       2.0      75.4       4.6       0.0       0.0       0.2       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       37        23         .        10        11         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   371,273                :
: Positions                                                                                                    :
:  309,864   243,601    24,169    86,882    26,386         0     5,732       159     4,931         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   -6,319     9,662     6,729    -5,692     2,923         0      -372       108     1,124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      65.6       6.5      23.4       7.1       0.0       1.5       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        30         4         8         7         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   274,053                :
: Positions                                                                                                    :
:  215,056   171,384    21,180    68,067    28,888        18         0     1,805         0       726       675 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:     -638       356       584    -1,139     1,524        18      -351        12        -7       463      -393 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      62.5       7.7      24.8      10.5       0.0       0.0       0.7       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        28         5         8        11         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    98,846                :
: Positions                                                                                                    :
:   91,196    36,844       143    43,792     2,127         0        59     1,632     1,097         0        31 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    9,420     3,724       143       143       222    -1,498        59       885       419         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      37.3       0.1      44.3       2.2       0.0       0.1       1.7       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        13         .         8         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   111,846                :
: Positions                                                                                                    :
:   92,607    74,956     3,896     1,967     7,220         0       615       120     2,886    20,894       338 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    2,045       737    -2,595       325       510         0       -50         0     2,886       340       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      67.0       3.5       1.8       6.5       0.0       0.5       0.1       2.6      18.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        19         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   101,403                :
: Positions                                                                                                    :
:   85,423    14,649     2,261    77,552     1,169       705         0     1,091         0     1,942        78 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:     -110       521       645       608      -886       705      -452        86         0        31       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      14.4       2.2      76.5       1.2       0.7       0.0       1.1       0.0       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         8         .         7         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   137,618                :
: Positions                                                                                                    :
:  107,405    57,490    22,567    74,987     1,493         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    2,692     2,692        31       611       -76         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      41.8      16.4      54.5       1.1       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         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   426,237                :
: Positions                                                                                                    :
:  301,128   167,793    61,516   216,031    31,365     7,240         0       155     9,876       453     5,087 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    7,446     6,556     2,186     7,042    -2,351    -1,284         0    -1,513     4,037       238    -1,991 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      39.4      14.4      50.7       7.4       1.7       0.0       0.0       2.3       0.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       40        32         .        12        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    69,213                :
: Positions                                                                                                    :
:   55,991    33,075         0    27,198     1,627         0       193       944         3         0       973 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,276     1,184         0     1,338      -516         0      -242       145      -304         0       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      47.8       0.0      39.3       2.4       0.0       0.3       1.4       0.0       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12         9         0         7         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    15,927                :
: Positions                                                                                                    :
:   13,812    10,506       300     2,350         0         0         0         0         0       930         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      66.0       1.9      14.8       0.0       0.0       0.0       0.0       0.0       5.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    65,275                :
: Positions                                                                                                    :
:   28,283    42,442    27,208    11,928     3,903     1,515         0     1,212         0       235       124 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:       -9      -183      -152      -633         0      -360         0         0         0       235       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      65.0      41.7      18.3       6.0       2.3       0.0       1.9       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         6         .         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    84,868                :
: Positions                                                                                                    :
:   46,741    65,739     9,267     5,854    10,040    18,668         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,085       773       506     1,518     1,286     2,046         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      77.5      10.9       6.9      11.8      22.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8        15         5         .         6         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    91,786                :
: Positions                                                                                                    :
:   50,413    76,822     8,067     1,511     4,197    20,192     3,984     2,556     5,040       960         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   -1,798       248         0         0         0         0    -2,046     2,046         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      83.7       8.8       1.6       4.6      22.0       4.3       2.8       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 15, 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    45,161                :
: Positions                                                                                                    :
:   42,097    42,345     1,464       210         0         0         0         0       630         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      248     1,178       744         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      93.8       3.2       0.5       0.0       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        18         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   241,462                :
: Positions                                                                                                    :
:  199,841   170,048    21,453    45,699    13,257         0       254       832         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   10,607     5,432    -3,803      -583     1,293         0        59      -135         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      70.4       8.9      18.9       5.5       0.0       0.1       0.3       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 15, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    24,711                :
: Positions                                                                                                    :
:   20,235    19,924       802         0       248         0         0         0         0       997       840 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,581       124      -248         0       248         0         0         0      -840       307       840 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      80.6       3.2       0.0       1.0       0.0       0.0       0.0       0.0       4.0       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        15         .         0         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    66,141                :
: Positions                                                                                                    :
:   44,681    55,618     9,798     4,443     2,216       570         0       613     2,403         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    4,844     1,929     1,278     4,443       789       -68         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      84.1      14.8       6.7       3.4       0.9       0.0       0.9       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         4         .         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    79,491                :
: Positions                                                                                                    :
:   67,052    52,113     4,351    16,140     3,542         0     1,948     1,002         0       365         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:     -688     1,973       527      -992       137         0      -338       107         0       365         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      65.6       5.5      20.3       4.5       0.0       2.5       1.3       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        18         .         5         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   125,184                :
: Positions                                                                                                    :
:   80,559   115,112    25,172     2,465       474     4,475         0       120     4,128         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   -1,160     1,627     2,051         0         0      -214         0        61       552         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      92.0      20.1       2.0       0.4       3.6       0.0       0.1       3.3       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 15, 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    93,847                :
: Positions                                                                                                    :
:   64,420    86,819    19,999         0       683         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    2,208       850      -168         0       124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      92.5      21.3       0.0       0.7       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 15, 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   112,692                :
: Positions                                                                                                    :
:  104,362    98,607         0     8,860     2,286         0         0         0     1,232         0        62 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    5,305     3,299         0      -732       -31         0         0         0      -242         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      87.5       0.0       7.9       2.0       0.0       0.0       0.0       1.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         0         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   130,930                :
: Positions                                                                                                    :
:   99,607    68,183    10,505    44,101     5,742         0       842       973         0       563       220 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    2,737     2,947         0       106       642         0      -248        87         0      -555        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      52.1       8.0      33.7       4.4       0.0       0.6       0.7       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        19         .         4         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    30,226                :
: Positions                                                                                                    :
:   21,692    28,328     3,018     1,657         0         0         0         0     3,278         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      372       952        62       310       -93         0         0         0       372         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      93.7      10.0       5.5       0.0       0.0       0.0       0.0      10.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        14         .         .         0         0         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    26,524                :
: Positions                                                                                                    :
:   18,548    25,232     6,348       198       360         0         0         0       602       434         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,147        93      -577       198       360         0         0         0         0       434         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      95.1      23.9       0.7       1.4       0.0       0.0       0.0       2.3       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   180,963                :
: Positions                                                                                                    :
:  128,423   101,981    15,167    55,039    11,707       310     2,520       922    14,201     2,232       600 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:     -691      -755       186       833       -92         0    -1,380        62       566       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      56.4       8.4      30.4       6.5       0.2       1.4       0.5       7.8       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        24         .         6         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    90,027                :
: Positions                                                                                                    :
:   72,856    52,256     5,320    24,916     4,139         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:     -443    -2,647      -335      -756       393    -2,596         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      58.0       5.9      27.7       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    81,633                :
: Positions                                                                                                    :
:   44,234    58,213    31,746    16,282     1,337         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,114     2,575       949         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      71.3      38.9      19.9       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   123,263                :
: Positions                                                                                                    :
:   91,676    41,344     7,518    70,696     4,358     1,986         0         0     3,021         0         0 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,791      -218       371     1,218        90       -62         0         0       121         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      33.5       6.1      57.4       3.5       1.6       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         6         .         8         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,228,066                :
: Positions                                                                                                    :
:  174,499   220,194   163,375    52,969   126,291   242,004   224,111   237,860    59,458   171,380   150,680 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   11,196       765     5,547    -6,665    11,523      -444    20,936    -9,358     5,727       888     1,703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      17.9      13.3       4.3      10.3      19.7      18.2      19.4       4.8      14.0      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   348                     :
:       42        37        23         9        27        60        75        68        73        50        87 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   714,116                :
: Positions                                                                                                    :
:  161,687   157,585    62,951    93,530   218,269    39,622    15,514    79,135    10,077    11,526   135,412 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   10,010     4,892     2,180     4,845     6,860       521      -136     4,479       482     3,075     5,768 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.6      22.1       8.8      13.1      30.6       5.5       2.2      11.1       1.4       1.6      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   141                     :
:       42        38         5        16        21        30        10        34        21        15        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   326,932                :
: Positions                                                                                                    :
:   86,840    40,977    19,283    41,437    48,623     4,196    12,340    21,950   114,928   132,742    19,641 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   10,250     3,755    -1,033     3,767     3,787     1,116    -1,380     3,373     2,198     5,762       572 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.6      12.5       5.9      12.7      14.9       1.3       3.8       6.7      35.2      40.6       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       19        23         .        10        13         4         4         7        13        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   123,560                :
: Positions                                                                                                    :
:   24,796    27,450    34,548    37,819    19,156     5,949     5,222     9,451     8,651     6,033    14,671 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:     -899     2,438     2,853       452     1,284     1,414     1,807       877     2,120       809     3,014 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.1      22.2      28.0      30.6      15.5       4.8       4.2       7.6       7.0       4.9      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       15        17        10         7        16         6         6         9         7         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   160,458                :
: Positions                                                                                                    :
:   14,796    13,689     5,799     8,270    82,997     3,039     2,713    20,348     3,308     2,425    29,893 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,656     1,434       -12    -1,628     3,600      -370       717       408      -234       503       250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2       8.5       3.6       5.2      51.7       1.9       1.7      12.7       2.1       1.5      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         6         .         5         8         6         4        10         5         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,383,088                :
: Positions                                                                                                    :
:  393,431   234,149    78,724   830,547   163,043   114,089     7,089    43,440   528,119    54,074    30,018 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:   16,910     6,048     1,678     8,166    -4,386     4,633      -448       641    -2,639     7,179    -1,161 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.4      16.9       5.7      60.1      11.8       8.2       0.5       3.1      38.2       3.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       38        31         4        14        13         6         .         5        15         4        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   306,553                :
: Positions                                                                                                    :
:   61,338    71,340   175,763   141,454    21,697     6,689    17,223    14,757    10,733    23,355    13,760 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      -63     4,362     1,607       -67      -404    -2,292     2,879      -246     3,165    -2,715     1,322 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      23.3      57.3      46.1       7.1       2.2       5.6       4.8       3.5       7.6       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       14        21        14         5        15         5        10        11         7        10        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    35,184                :
: Positions                                                                                                    :
:   33,673    26,705       152     6,808        96         0         0         0     1,087       936       176 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,543     1,891        75         0         0         0         0         0       296         0        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      75.9       0.4      19.3       0.3       0.0       0.0       0.0       3.1       2.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        21         .         5         .         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   142,836                :
: Positions                                                                                                    :
:  111,579   115,500    10,867    15,091     5,253     3,511        90     3,362     6,294     1,871     1,096 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    2,112     2,357       370        66       194      -600         1        50       595       126      -303 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      80.9       7.6      10.6       3.7       2.5       0.1       2.4       4.4       1.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       51        47         4         7         8         4         .         .        14         9         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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   101,953                :
: Positions                                                                                                    :
:   67,821    81,320    10,281     3,566     8,682     1,991     2,916         7    12,805     4,259       301 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      960     3,285     1,610       -80      -498       145      -828         0         0       165       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      79.8      10.1       3.5       8.5       2.0       2.9       0.0      12.6       4.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        23         4         .         5         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    36,168                :
: Positions                                                                                                    :
:   31,691    31,005       385     1,898     1,068       310         0         0     2,011     1,020       578 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:    1,475     1,278        65       -75        35         0         0         0      -242        25        81 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      85.7       1.1       5.2       3.0       0.9       0.0       0.0       5.6       2.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       28        31         .         6         5         .         0         0        10         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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    15,398                :
: Positions                                                                                                    :
:    7,185    12,183     5,324     2,038       232         0         0         0     2,362       108        93 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      395       450         0        50       -35         0         0         0       105         0        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      79.1      34.6      13.2       1.5       0.0       0.0       0.0      15.3       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        21         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,226                :
: Positions                                                                                                    :
:   14,160     8,078       493     6,879        67       106        40        15       241       458       194 :
:                                                                                                              :
: Changes from:     November 8, 2016                                                                           :
:      553       416        30        55         0         0         0         0       -10       147        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      49.8       3.0      42.4       0.4       0.7       0.2       0.1       1.5       2.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        15         .         4         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------



Updated November 18, 2016