Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 5,109,795                :
: Positions                                                                                                    :
:2,581,645 1,233,284   588,813 3,021,091   199,979   522,354    10,910   283,667   552,217     1,341   341,813 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   65,950   -13,819    11,620    79,434    -1,999    19,569   -12,204    13,821   -46,361    -2,549    19,682 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      24.1      11.5      59.1       3.9      10.2       0.2       5.6      10.8       0.0       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      116       106         8        20        20        20         5        17        40         4        38 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,639,129                :
: Positions                                                                                                    :
:  251,034   252,011    22,534    81,572   524,321   107,149    10,885   364,776    26,501    64,076   340,388 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:  -11,372    -3,881     5,406    10,839   -30,537    13,425     2,953   -29,421     7,325     4,816   -14,703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      15.4       1.4       5.0      32.0       6.5       0.7      22.3       1.6       3.9      20.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       41        39         8        11        19         5        10        14        16         7        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   199,482                :
: Positions                                                                                                    :
:  127,870   177,269    37,073     7,739     8,895       568         0       390     3,442         0        30 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      297     1,002     1,882      -222       253         0         0         0       286         0      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      88.9      18.6       3.9       4.5       0.3       0.0       0.2       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        22         4         .         4         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   109,401                :
: Positions                                                                                                    :
:  101,577    81,055       450    22,270     2,517         0         0         0       838         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:     -675    -1,578      -140       765       -77         0         0         0       838         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      74.1       0.4      20.4       2.3       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        25         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   146,807                :
: Positions                                                                                                    :
:  111,240    61,298     6,551    70,286     8,910         0        87     1,351       577         0       476 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   -5,072     2,569       982    -2,570       760      -555        87       -93       577      -643      -160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      41.8       4.5      47.9       6.1       0.0       0.1       0.9       0.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        19         .         9         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   894,856                :
: Positions                                                                                                    :
:  806,948   157,913    22,505   684,560    43,808         0       926       865       267        56     2,432 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   20,551     2,926    -1,818    15,798     2,280         0       298      -782       263        -8       697 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      17.6       2.5      76.5       4.9       0.0       0.1       0.1       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       37        23         4         9        11         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   373,799                :
: Positions                                                                                                    :
:  298,329   234,730    16,240    83,706    43,622         0     2,778       848     5,647         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    7,408     3,833    -1,818       667     2,555      -998       847        91         0      -369         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      62.8       4.3      22.4      11.7       0.0       0.7       0.2       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       28        30         .        10         6         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   271,994                :
: Positions                                                                                                    :
:  211,864   169,180    22,892    72,097    25,500       163         0     1,210       217         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    5,021     7,204      -490       -93       214       163      -634        16       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      62.2       8.4      26.5       9.4       0.1       0.0       0.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       24        24         5         8        10         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   110,206                :
: Positions                                                                                                    :
:  100,852    38,601        40    55,390     4,129         0       219     1,330       141         0       496 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,590     2,065        40       271     1,850         0      -279        60        40         0       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      35.0       0.0      50.3       3.7       0.0       0.2       1.2       0.1       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        14         .         8         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   104,159                :
: Positions                                                                                                    :
:   80,908    81,751     8,377     1,518     6,102         0     1,901       120     2,348     4,321     1,220 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   -1,525       452     1,784         0      -255         0      -127       -31      -542      -524       196 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      78.5       8.0       1.5       5.9       0.0       1.8       0.1       2.3       4.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         4         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    24,766                :
: Positions                                                                                                    :
:   21,518    19,546       713     2,523       465         0     1,209         0         0       279         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      78.9       2.9      10.2       1.9       0.0       4.9       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         8         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    99,745                :
: Positions                                                                                                    :
:   84,940    15,270     1,935    75,915     1,169       727         0       297         0     2,143         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,745      -312         0       365         0      -433         0        58         0     1,144         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      15.3       1.9      76.1       1.2       0.7       0.0       0.3       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   154,813                :
: Positions                                                                                                    :
:  105,876    76,735    36,935    68,278     4,809         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      124       524       944     1,606       260         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      49.6      23.9      44.1       3.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        14         5         6         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   433,475                :
: Positions                                                                                                    :
:  327,357   160,872    63,860   227,129    28,294     2,708     3,486       565     1,352        89       459 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   16,312     3,311      -786       613     2,058    -2,631      -366       248    -5,134        89       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      37.1      14.7      52.4       6.5       0.6       0.8       0.1       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       43        28         .         9         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    87,473                :
: Positions                                                                                                    :
:   71,263    29,578         0    39,987     6,534         0       797     1,073         0     1,592        62 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    9,228     3,765         0     3,226       698         0      -372         0         0       210       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      33.8       0.0      45.7       7.5       0.0       0.9       1.2       0.0       1.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        10         0         6         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    70,549                :
: Positions                                                                                                    :
:   32,127    48,650    25,466    11,544     4,644     1,090         0     1,165       198         0       205 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      911       642       -37      -214         0      -758         0        39       198       -22      -198 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      69.0      36.1      16.4       6.6       1.5       0.0       1.7       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         8         5         .         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   100,152                :
: Positions                                                                                                    :
:   64,431    62,092     5,968    17,174    11,736    16,033     6,200         0       310         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    6,625     2,223    -1,178     2,824       310      -527         0         0       310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      62.0       6.0      17.1      11.7      16.0       6.2       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        14         4         .         5         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    97,654                :
: Positions                                                                                                    :
:   41,644    64,154     8,974    11,859     4,405    34,292     4,092     6,200     1,550     6,386         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    3,184     2,099         0       930         0      -527         0         0       372         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.6      65.7       9.2      12.1       4.5      35.1       4.2       6.3       1.6       6.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       21        29         4         4         4         4         .         .         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    44,676                :
: Positions                                                                                                    :
:   39,331    42,484     4,260         0         0         0         0         0       682         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    4,314     5,540       730         0         0         0         0         0       403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      95.1       9.5       0.0       0.0       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        20         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   249,375                :
: Positions                                                                                                    :
:  202,645   169,455    20,355    46,816    20,578         0       667       486         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    6,107       906    -4,004       -37      -120         0       112      -107         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      68.0       8.2      18.8       8.3       0.0       0.3       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       32        30         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    75,405                :
: Positions                                                                                                    :
:   55,386    61,974     5,808     3,750     4,312       119         0       189     1,575         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      -27      -182         0        31       -31       105         0      -300        55         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      82.2       7.7       5.0       5.7       0.2       0.0       0.3       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        13         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    90,593                :
: Positions                                                                                                    :
:   73,081    67,606     4,483     7,373     6,815         0     2,123       456         0       525       276 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:     -586     8,425     1,822    -4,944     2,740         0       642       -90         0       310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      74.6       4.9       8.1       7.5       0.0       2.3       0.5       0.0       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        17         .         4         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   130,253                :
: Positions                                                                                                    :
:   87,465   120,813    27,636     2,556       517     1,502         0       648     3,598       630         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    6,914     2,836    -4,535         0         0       450       -20      -412       -93        72         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      92.8      21.2       2.0       0.4       1.2       0.0       0.5       2.8       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    98,811                :
: Positions                                                                                                    :
:   69,736    90,395    16,887     2,276       837         0         0         0       403         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    8,957     8,601      -543       270       -30         0         0         0       155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      91.5      17.1       2.3       0.8       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         5         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   104,229                :
: Positions                                                                                                    :
:   86,465    88,381     3,571     7,871     5,747         0         0         0       844       636       326 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   -2,613    -2,329       428       -93       432         0         0         0         0       388       326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      84.8       3.4       7.6       5.5       0.0       0.0       0.0       0.8       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   132,176                :
: Positions                                                                                                    :
:   99,423    61,878     8,776    50,100     6,469         0       769     1,119         0       365         3 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,246     2,513         0    -1,559         0         0         0      -259         0       171      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      46.8       6.6      37.9       4.9       0.0       0.6       0.8       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        14         .         5         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    21,189                :
: Positions                                                                                                    :
:   13,724    20,631     2,711         0         0       403         0         0     1,612         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,110       989         0         0         0         0         0         0      -112         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      97.4      12.8       0.0       0.0       1.9       0.0       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    24,432                :
: Positions                                                                                                    :
:   16,716    19,627     5,868     1,953         0         0         0         0       403     2,108         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:     -279      -558       372     1,023         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      80.3      24.0       8.0       0.0       0.0       0.0       0.0       1.6       8.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   181,632                :
: Positions                                                                                                    :
:  104,563    99,768    46,020    63,209     8,177         0     3,237        28     8,645       210       999 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      118     2,468       154       294    -1,153         0       840      -298      -499      -271        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      54.9      25.3      34.8       4.5       0.0       1.8       0.0       4.8       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        22         4         5         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    91,690                :
: Positions                                                                                                    :
:   74,718    52,224     4,556    25,143     4,280         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,320        36      -424       -89       703         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      57.0       5.0      27.4       4.7       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 December 20, 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    98,469                :
: Positions                                                                                                    :
:   55,672    77,021    34,750    13,520     4,002         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:     -388     2,621     1,297    -1,712     1,651         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      78.2      35.3      13.7       4.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        14         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   126,925                :
: Positions                                                                                                    :
:   89,387    36,279     7,812    79,817     4,165     1,800         0         0     3,666         0         0 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      605       761       -26        -9        59         0         0         0        21         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      28.6       6.2      62.9       3.3       1.4       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         5         .         8         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 1,237,980                :
: Positions                                                                                                    :
:  182,607   300,200   135,410    57,081   123,959   261,412    96,346   258,316    56,195   222,961   147,260 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   -7,673       -34    -2,021       505    -2,301   -14,886   -21,174    -9,972     4,332    -3,190      -236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.8      24.2      10.9       4.6      10.0      21.1       7.8      20.9       4.5      18.0      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   331                     :
:       46        39        26         7        27        90        24        67        74        49        93 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   685,491                :
: Positions                                                                                                    :
:  163,327   156,606    73,103   102,710   190,798    33,605    23,901    75,892    14,573     5,180   127,512 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   -4,922    -5,067   -13,675    -8,816      -533       -16    -3,886    -4,095      -554    -1,471    -3,261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.8      22.8      10.7      15.0      27.8       4.9       3.5      11.1       2.1       0.8      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   134                     :
:       41        37         .        19        22        22        10        26        25        13        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   353,065                :
: Positions                                                                                                    :
:  110,946    59,802    15,118    54,141    52,883     6,087    15,552    12,958   128,475   135,450    15,231 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    8,642     9,828    -3,901     6,105       233     3,894       865    -3,060     5,191      -614       625 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.4      16.9       4.3      15.3      15.0       1.7       4.4       3.7      36.4      38.4       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       25        25         5        10        13         4         6         5        13        15        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   129,458                :
: Positions                                                                                                    :
:   27,457    27,108    42,710    43,989    13,910     7,855    10,418    10,666     7,039     4,914    13,182 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    5,032     1,687     1,652     4,767     1,102     2,130        76     1,041    -1,343       481     1,634 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.2      20.9      33.0      34.0      10.7       6.1       8.0       8.2       5.4       3.8      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       13        13        13         .        14        10         5         9         9         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    22,310                :
: Positions                                                                                                    :
:    1,702     3,870         0         0         0     3,183     5,486     9,529     4,755       251     3,123 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      538       442         0         0         0       -32       201      -252       153        39       299 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.6      17.3       0.0       0.0       0.0      14.3      24.6      42.7      21.3       1.1      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         5         0         0         0         .         5         5         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   164,930                :
: Positions                                                                                                    :
:   18,351    15,662     5,280     5,986    85,096     1,335     6,450    19,003     4,070     1,123    31,366 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:   -1,039      -975       436      -113    -8,053       597       904    -2,291       195       317       836 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.1       9.5       3.2       3.6      51.6       0.8       3.9      11.5       2.5       0.7      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        5         5         .         6         8         5         6        10         8         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
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HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,408,639                :
: Positions                                                                                                    :
:  367,350   270,315    74,873   822,186   169,170   112,755     5,921    59,316   563,573    32,704    31,153 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,321     3,986       216     9,470    -3,632     3,242      -117       -90     6,335    -1,330      -562 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.1      19.2       5.3      58.4      12.0       8.0       0.4       4.2      40.0       2.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       35        32         4        14        13         7         .         5        15         4        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   307,031                :
: Positions                                                                                                    :
:   71,356    71,138   175,703   149,174    16,474    12,223    13,823    12,833     7,613    29,379     7,222 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,864     1,748      -161    -4,589     1,855        54     3,052      -572     1,432       275       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      23.2      57.2      48.6       5.4       4.0       4.5       4.2       2.5       9.6       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       17        19        14         6        13         9         5        10         7        12        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    37,450                :
: Positions                                                                                                    :
:   34,200    28,129       303     7,362        88         0         0         0     2,711     1,099       136 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    1,802     1,188         0       625         0         0         0         0        11         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      75.1       0.8      19.7       0.2       0.0       0.0       0.0       7.2       2.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        21         .         5         .         0         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   138,304                :
: Positions                                                                                                    :
:  107,108   108,680    10,405    16,314     5,938     3,109       115     3,403     6,297     2,313     1,303 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:     -147       123       446       318      -200       -31        39      -208       153        63        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      78.6       7.5      11.8       4.3       2.2       0.1       2.5       4.6       1.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       50        50         .         9         9         4         .         4        14        11        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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   103,280                :
: Positions                                                                                                    :
:   70,020    81,177     9,093     5,358     8,837     1,878     2,700         0    13,280     4,058         1 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:     -396      -547         9       270      -331       114         0         0        35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      78.6       8.8       5.2       8.6       1.8       2.6       0.0      12.9       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        23         4         .         5         .         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    35,938                :
: Positions                                                                                                    :
:   32,558    28,128        67     4,686       679       155         0         0     1,399     1,191       782 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:    2,542     2,184         0       176       -90         0         0         0      -171         6       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      78.3       0.2      13.0       1.9       0.4       0.0       0.0       3.9       3.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        29         .         7         5         .         0         0         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    16,951                :
: Positions                                                                                                    :
:    8,599    12,742     4,928     2,879       420         0         0         0     2,842       103        98 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:      217       457         0       -20         0         0         0         0       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      75.2      29.1      17.0       2.5       0.0       0.0       0.0      16.8       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        19         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 20, 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    17,031                :
: Positions                                                                                                    :
:   15,350     9,335       461     6,442        45       128         0        20       314       461       231 :
:                                                                                                              :
: Changes from:     December 13, 2016                                                                          :
:       76       137         0       -26         0         0         0         0         0       -35       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      54.8       2.7      37.8       0.3       0.8       0.0       0.1       1.8       2.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        18         .         5         .         .         0         .         .         5         . :
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Updated December 23, 2016