NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,068,157: 2,603,787  1,205,663    593,592  2,960,201    198,503    569,710      2,733    271,965    427,687     51,315    362,504:   40,409    15,273
Old  : 5,068,157: 2,603,787  1,205,663    593,592  2,960,201    198,503    569,710      2,733    271,965    427,687     51,315    362,504:   40,409    15,273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    38,414:    86,273     -4,563      5,996     10,714        589     21,801     -2,895    -15,903    -93,884     19,998     31,097:    2,445      -623
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       23.8       11.7       58.4        3.9       11.2        0.1        5.4        8.4        1.0        7.2:      0.8       0.3
Old  :     100.0:      51.4       23.8       11.7       58.4        3.9       11.2        0.1        5.4        8.4        1.0        7.2:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:       111        104          9         20         21         19          .         17         33         12         36:
Old  :       215:       111        104          9         20         21         19          .         17         33         12         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       32.1       46.1       49.1       25.8       31.1       39.3       44.2
Old  :                 28.5       32.1       46.1       49.1       25.8       31.1       39.3       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   218,358:    30,377     48,078     54,603     41,891     32,757      3,141     58,954      8,668     72,396     13,164     14,362:    2,054       484
Old  :   218,358:    30,377     48,078     54,603     41,891     32,757      3,141     58,954      8,668     72,396     13,164     14,362:    2,054       484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     5,702:     3,663        175      2,406      7,148     -1,188          0     -8,753      6,449     -4,397      3,102     -1,231:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9       22.0       25.0       19.2       15.0        1.4       27.0        4.0       33.2        6.0        6.6:      0.9       0.2
Old  :     100.0:      13.9       22.0       25.0       19.2       15.0        1.4       27.0        4.0       33.2        6.0        6.6:      0.9       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        11         13         11          7         12          .          8          6          8          8         10:
Old  :        62:        11         13         11          7         12          .          8          6          8          8         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       55.9       66.5       75.6       47.1       48.3       59.1       61.1
Old  :                 51.8       55.9       66.5       75.6       47.1       48.3       59.1       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   175,142:   105,387    152,835     39,283      8,462      6,756        504          0        330        846        898         90:   21,946     5,771
Old  :   175,142:   105,387    152,835     39,283      8,462      6,756        504          0        330        846        898         90:   21,946     5,771
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -20,166:   -16,522    -18,331      2,624        447     -2,536        -33          0        -60     -2,378        898         30:   -1,291      -614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.2       87.3       22.4        4.8        3.9        0.3        0.0        0.2        0.5        0.5        0.1:     12.5       3.3
Old  :     100.0:      60.2       87.3       22.4        4.8        3.9        0.3        0.0        0.2        0.5        0.5        0.1:     12.5       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        26         19          4          .          .          .          0          .          .          .          .:
Old  :        40:        26         19          4          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       61.3       67.5       84.9       45.3       57.1       57.9       72.9
Old  :                 48.9       61.3       67.5       84.9       45.3       57.1       57.9       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   103,384:    95,407     81,708        684     15,270      2,886          0          0          0        539          0        124:    3,744     3,396
Old  :   103,384:    95,407     81,708        684     15,270      2,886          0          0          0        539          0        124:    3,744     3,396
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -4,058:    -3,638      1,442        234     -5,044       -372          0          0          0       -260          0        -35:       13       -49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.3       79.0        0.7       14.8        2.8        0.0        0.0        0.0        0.5        0.0        0.1:      3.6       3.3
Old  :     100.0:      92.3       79.0        0.7       14.8        2.8        0.0        0.0        0.0        0.5        0.0        0.1:      3.6       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        23         24          .          4          .          0          0          0          .          0          .:
Old  :        34:        23         24          .          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       46.9       79.6       63.7       60.4       41.5       66.5       54.3
Old  :                 64.7       46.9       79.6       63.7       60.4       41.5       66.5       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   137,117:   101,099     58,826     10,493     60,365      6,433          0      1,217        622      1,324         72        776:   16,370     8,806
Old  :   137,117:   101,099     58,826     10,493     60,365      6,433          0      1,217        622      1,324         72        776:   16,370     8,806
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -9,833:    -9,730     -1,971      2,102     -9,587     -1,824          0        786       -364      1,034       -754         -8:   -1,043     3,889
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       42.9        7.7       44.0        4.7        0.0        0.9        0.5        1.0        0.1        0.6:     11.9       6.4
Old  :     100.0:      73.7       42.9        7.7       44.0        4.7        0.0        0.9        0.5        1.0        0.1        0.6:     11.9       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         18          4          6          4          0          .          .          .          .          .:
Old  :        39:        19         18          4          6          4          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       45.8       65.6       69.6       49.7       45.8       60.6       64.2
Old  :                 51.1       45.8       65.6       69.6       49.7       45.8       60.6       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   892,744:   800,399    159,175     24,159    677,176     48,946          0        436        792          0         88      2,731:   15,717     3,400
Old  :   892,744:   800,399    159,175     24,159    677,176     48,946          0        436        792          0         88      2,731:   15,717     3,400
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -30,706:   -33,751        331        455    -23,219      4,011          0         22       -348        -18         32        328:   -1,383   -11,863
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       17.8        2.7       75.9        5.5        0.0        0.0        0.1        0.0        0.0        0.3:      1.8       0.4
Old  :     100.0:      89.7       17.8        2.7       75.9        5.5        0.0        0.0        0.1        0.0        0.0        0.3:      1.8       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        38         25          5          9         11          0          .          .          0          .          .:
Old  :        58:        38         25          5          9         11          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       58.9       60.2       81.4       35.8       58.1       54.4       75.5
Old  :                 38.1       58.9       60.2       81.4       35.8       58.1       54.4       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   359,725:   292,938    225,478     18,809     90,566     35,536          0      1,210      1,156      5,647          0          0:    5,639     5,779
Old  :   359,725:   292,938    225,478     18,809     90,566     35,536          0      1,210      1,156      5,647          0          0:    5,639     5,779
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -15,408:    -5,323    -13,712      1,713      4,386     -5,103       -181        982       -364     -2,672          0       -236:   -3,242    -1,361
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       62.7        5.2       25.2        9.9        0.0        0.3        0.3        1.6        0.0        0.0:      1.6       1.6
Old  :     100.0:      81.4       62.7        5.2       25.2        9.9        0.0        0.3        0.3        1.6        0.0        0.0:      1.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        27         34          .         10          6          0          .          .          .          0          0:
Old  :        60:        27         34          .         10          6          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       35.5       77.8       58.4       56.6       33.7       69.7       52.5
Old  :                 59.8       35.5       77.8       58.4       56.6       33.7       69.7       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   272,551:   209,869    175,234     26,451     68,207     25,177        694          0      1,204          0          0          0:    9,156     2,729
Old  :   272,551:   209,869    175,234     26,451     68,207     25,177        694          0      1,204          0          0          0:    9,156     2,729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -7,303:    -7,629     -1,268      1,820     -3,487       -265        694       -625        161     -1,117          0       -265:     -702    -1,554
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       64.3        9.7       25.0        9.2        0.3        0.0        0.4        0.0        0.0        0.0:      3.4       1.0
Old  :     100.0:      77.0       64.3        9.7       25.0        9.2        0.3        0.0        0.4        0.0        0.0        0.0:      3.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        22         26          4          9         10          .          0          .          0          0          0:
Old  :        48:        22         26          4          9         10          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       40.2       77.3       61.9       58.6       36.9       68.7       54.0
Old  :                 59.3       40.2       77.3       61.9       58.6       36.9       68.7       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   115,510:   103,742     40,005          0     58,480      4,198      1,454          0        762        306          0         62:    4,986    12,003
Old  :   115,510:   103,742     40,005          0     58,480      4,198      1,454          0        762        306          0         62:    4,986    12,003
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :      -747:      -349     -1,335        -74       -947       -449        608          0       -156       -123       -310       -186:      -18     2,636
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       34.6        0.0       50.6        3.6        1.3        0.0        0.7        0.3        0.0        0.1:      4.3      10.4
Old  :     100.0:      89.8       34.6        0.0       50.6        3.6        1.3        0.0        0.7        0.3        0.0        0.1:      4.3      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         14          0          9          4          .          0          .          .          0          .:
Old  :        33:        19         14          0          9          4          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       44.5       79.5       69.1       64.7       43.1       79.1       65.7
Old  :                 64.8       44.5       79.5       69.1       64.7       43.1       79.1       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    96,280:    71,324     78,509     11,869      1,673      4,700        163        586         91      2,286      4,618      1,257:    4,590     4,846
Old  :    96,280:    71,324     78,509     11,869      1,673      4,700        163        586         91      2,286      4,618      1,257:    4,590     4,846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -8,498:    -9,436     -6,381      2,174        155       -586        163     -1,085         61        -62        435         -4:     -808    -1,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       81.5       12.3        1.7        4.9        0.2        0.6        0.1        2.4        4.8        1.3:      4.8       5.0
Old  :     100.0:      74.1       81.5       12.3        1.7        4.9        0.2        0.6        0.1        2.4        4.8        1.3:      4.8       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         19          4          .          4          .          .          .          .          .          .:
Old  :        34:        17         19          4          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       40.3       71.8       62.7       50.6       40.0       64.0       58.7
Old  :                 57.3       40.3       71.8       62.7       50.6       40.0       64.0       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    93,743:    81,258     14,627      1,446     72,129      1,169      1,360          0        140          0        930          0:    8,370     4,748
Old  :    93,743:    81,258     14,627      1,446     72,129      1,169      1,360          0        140          0        930          0:    8,370     4,748
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -7,385:    -7,480     -2,848       -551     -3,572          0        773          0       -217          0       -635          0:       90      -113
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.7       15.6        1.5       76.9        1.2        1.5        0.0        0.1        0.0        1.0        0.0:      8.9       5.1
Old  :     100.0:      86.7       15.6        1.5       76.9        1.2        1.5        0.0        0.1        0.0        1.0        0.0:      8.9       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14          7          .          7          .          .          0          .          0          .          0:
Old  :        26:        14          7          .          7          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       66.5       77.4       87.8       52.7       65.9       74.9       85.0
Old  :                 54.4       66.5       77.4       87.8       52.7       65.9       74.9       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   155,311:   108,797     75,338     34,774     72,608      5,616          0          0          0          0          0          0:    6,124     1,749
Old  :   155,311:   108,797     75,338     34,774     72,608      5,616          0          0          0          0          0          0:    6,124     1,749
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -7,858:    -5,882     -4,471     -1,503     -2,127     -1,155          0          0          0          0          0          0:      682      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       48.5       22.4       46.8        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       1.1
Old  :     100.0:      70.1       48.5       22.4       46.8        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        17         13          6          7          7          0          0          0          0          0          0:
Old  :        35:        17         13          6          7          7          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       75.6       76.9       86.4       56.9       75.6       74.9       85.8
Old  :                 58.5       75.6       76.9       86.4       56.9       75.6       74.9       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   423,399:   310,576    150,493     61,999    234,780     27,436      9,173      2,782          0      1,072          0        516:   12,627     7,392
Old  :   423,399:   310,576    150,493     61,999    234,780     27,436      9,173      2,782          0      1,072          0        516:   12,627     7,392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -4,506:    -9,609     -6,078     -3,916      6,661        508      6,450      2,132     -1,561      1,072       -272        179:    2,371    -6,075
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       35.5       14.6       55.5        6.5        2.2        0.7        0.0        0.3        0.0        0.1:      3.0       1.7
Old  :     100.0:      73.4       35.5       14.6       55.5        6.5        2.2        0.7        0.0        0.3        0.0        0.1:      3.0       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        44         28          .         10          9          .          .          0          .          0          .:
Old  :        64:        44         28          .         10          9          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       56.4       51.7       68.7       29.3       50.8       42.6       59.3
Old  :                 34.3       56.4       51.7       68.7       29.3       50.8       42.6       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    83,484:    68,580     24,655      2,381     42,789      6,244          0      1,123      1,179          0        991          0:    5,100     6,503
Old  :    83,484:    68,580     24,655      2,381     42,789      6,244          0      1,123      1,179          0        991          0:    5,100     6,503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -6,402:    -5,088     -3,966      2,381        404       -276          0        205        227          0     -1,280        -62:   -3,584    -1,654
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       29.5        2.9       51.3        7.5        0.0        1.3        1.4        0.0        1.2        0.0:      6.1       7.8
Old  :     100.0:      82.1       29.5        2.9       51.3        7.5        0.0        1.3        1.4        0.0        1.2        0.0:      6.1       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         11          .          6          6          0          .          .          0          .          0:
Old  :        27:        13         11          .          6          6          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       45.9       78.3       76.9       51.8       42.9       75.6       67.8
Old  :                 54.5       45.9       78.3       76.9       51.8       42.9       75.6       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    72,423:    32,322     48,454     30,550     11,036      5,226        450          0      2,060        224          0          0:    1,591     5,647
Old  :    72,423:    32,322     48,454     30,550     11,036      5,226        450          0      2,060        224          0          0:    1,591     5,647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -1,886:    -3,397     -1,813      3,505       -902       -400       -241          0        883        191       -248       -338:   -2,089       932
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.6       66.9       42.2       15.2        7.2        0.6        0.0        2.8        0.3        0.0        0.0:      2.2       7.8
Old  :     100.0:      44.6       66.9       42.2       15.2        7.2        0.6        0.0        2.8        0.3        0.0        0.0:      2.2       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         8         10          6          4          7          .          0          .          .          0          0:
Old  :        25:         8         10          6          4          7          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       56.1       75.2       78.7       44.7       53.8       67.7       68.0
Old  :                 47.1       56.1       75.2       78.7       44.7       53.8       67.7       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    80,866:    56,003     50,840      6,258     16,218     10,132      7,078          0          0          0          0          0:    1,395     3,676
Old  :    80,866:    56,003     50,840      6,258     16,218     10,132      7,078          0          0          0          0          0:    1,395     3,676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -50,405:   -18,853    -34,032     -4,779     -1,781     -3,340    -20,919     -8,990          0     -3,410     -2,139          0:      896      -123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       62.9        7.7       20.1       12.5        8.8        0.0        0.0        0.0        0.0        0.0:      1.7       4.5
Old  :     100.0:      69.3       62.9        7.7       20.1       12.5        8.8        0.0        0.0        0.0        0.0        0.0:      1.7       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7         10          .          4          5          .          0          0          0          0          0:
Old  :        21:         7         10          .          4          5          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       60.4       87.7       78.0       57.7       58.3       71.1       67.9
Old  :                 63.0       60.4       87.7       78.0       57.7       58.3       71.1       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    89,047:    42,816     59,887     11,994     13,347      3,568     26,757      8,990          0      3,410      2,139          0:      502     1,116
Old  :    89,047:    42,816     59,887     11,994     13,347      3,568     26,757      8,990          0      3,410      2,139          0:      502     1,116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -43,710:   -13,175    -31,713     -1,922        961     -1,395    -15,506      6,262    -10,354     -1,023     -6,355       -217:     -118      -899
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.1       67.3       13.5       15.0        4.0       30.0       10.1        0.0        3.8        2.4        0.0:      0.6       1.3
Old  :     100.0:      48.1       67.3       13.5       15.0        4.0       30.0       10.1        0.0        3.8        2.4        0.0:      0.6       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        19         23          .          4          .          4          .          0          .          .          0:
Old  :        55:        19         23          .          4          .          4          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       44.9       74.2       67.5       51.1       44.7       64.4       59.2
Old  :                 54.9       44.9       74.2       67.5       51.1       44.7       64.4       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    44,317:    40,371     41,486      3,543        279          0          0          0          0          0          0          0:      403     2,552
Old  :    44,317:    40,371     41,486      3,543        279          0          0          0          0          0          0          0:      403     2,552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -13,237:   -11,315    -13,504     -1,054        279       -279          0          0          0       -341          0          0:     -248       267
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.1       93.6        8.0        0.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       5.8
Old  :     100.0:      91.1       93.6        8.0        0.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         14          .          .          0          0          0          0          0          0          0:
Old  :        29:        15         14          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       73.9       87.9       87.3       63.8       73.6       87.9       86.3
Old  :                 63.8       73.9       87.9       87.3       63.8       73.6       87.9       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   251,832:   208,239    175,685     19,685     47,089     16,859        617          0        688          0          0          0:    5,744    11,511
Old  :   251,832:   208,239    175,685     19,685     47,089     16,859        617          0        688          0          0          0:    5,744    11,511
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     2,505:     1,835      2,895       -877        117       -541        617       -667        202          0          0          0:    1,269       499
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       69.8        7.8       18.7        6.7        0.2        0.0        0.3        0.0        0.0        0.0:      2.3       4.6
Old  :     100.0:      82.7       69.8        7.8       18.7        6.7        0.2        0.0        0.3        0.0        0.0        0.0:      2.3       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        30         27          .          .          .          .          0          .          0          0          0:
Old  :        39:        30         27          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       56.0       72.5       73.4       54.1       47.3       63.7       58.7
Old  :                 59.4       56.0       72.5       73.4       54.1       47.3       63.7       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    72,999:    51,409     59,955      7,208      1,847      5,787          0        143        256        745          0          0:    7,594     5,011
Old  :    72,999:    51,409     59,955      7,208      1,847      5,787          0        143        256        745          0          0:    7,594     5,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -2,677:    -1,619     -3,952       -467        856        428        -88        143         67       -309          0          0:     -689      -219
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       82.1        9.9        2.5        7.9        0.0        0.2        0.4        1.0        0.0        0.0:     10.4       6.9
Old  :     100.0:      70.4       82.1        9.9        2.5        7.9        0.0        0.2        0.4        1.0        0.0        0.0:     10.4       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         11          .          .          .          0          .          .          .          0          0:
Old  :        20:        10         11          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       73.6       83.7       88.9       62.8       69.3       68.5       73.3
Old  :                 75.3       73.6       83.7       88.9       62.8       69.3       68.5       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,334:    65,258     65,570      7,158      6,130      7,528          0      1,894        588          0          0          0:    4,802     3,624
Old  :    85,334:    65,258     65,570      7,158      6,130      7,528          0      1,894        588          0          0          0:    4,802     3,624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -16,323:   -15,751    -13,263       -307     -1,274        837          0       -229        132          0     -2,314       -192:   -1,042       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       76.8        8.4        7.2        8.8        0.0        2.2        0.7        0.0        0.0        0.0:      5.6       4.2
Old  :     100.0:      76.5       76.8        8.4        7.2        8.8        0.0        2.2        0.7        0.0        0.0        0.0:      5.6       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         17          .          4          .          0          .          .          0          0          0:
Old  :        32:        17         17          .          4          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       49.3       77.8       69.0       46.0       39.5       59.0       52.1
Old  :                 54.5       49.3       77.8       69.0       46.0       39.5       59.0       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   128,015:    82,205    118,845     32,436      2,350        700        273          0        481      3,189        476          0:    8,731     5,163
Old  :   128,015:    82,205    118,845     32,436      2,350        700        273          0        481      3,189        476          0:    8,731     5,163
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -7,737:    -7,713     -7,181      1,527       -206       -199     -1,038          0       -167       -465       -509          0:      318       525
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       92.8       25.3        1.8        0.5        0.2        0.0        0.4        2.5        0.4        0.0:      6.8       4.0
Old  :     100.0:      64.2       92.8       25.3        1.8        0.5        0.2        0.0        0.4        2.5        0.4        0.0:      6.8       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         14          .          .          .          .          0          .          .          .          0:
Old  :        27:        16         14          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       78.3       83.4       90.0       61.2       76.5       80.0       87.4
Old  :                 64.0       78.3       83.4       90.0       61.2       76.5       80.0       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   103,831:    87,516     87,233      2,566      7,308      7,201          0          0          0        553        619        450:    5,545     1,020
Old  :   103,831:    87,516     87,233      2,566      7,308      7,201          0          0          0        553        619        450:    5,545     1,020
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :      -864:      -898     -2,635     -1,005        882        998          0          0          0       -403        -95        217:      227      -231
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       84.0        2.5        7.0        6.9        0.0        0.0        0.0        0.5        0.6        0.4:      5.3       1.0
Old  :     100.0:      84.3       84.0        2.5        7.0        6.9        0.0        0.0        0.0        0.5        0.6        0.4:      5.3       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         17          .          .          .          0          0          0          .          .          .:
Old  :        28:        16         17          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       59.2       78.6       79.0       55.2       56.0       68.2       72.1
Old  :                 62.1       59.2       78.6       79.0       55.2       56.0       68.2       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   129,706:    96,689     66,100     10,606     46,018      4,757          0         66      1,532          0      1,378          0:   16,122     9,855
Old  :   129,706:    96,689     66,100     10,606     46,018      4,757          0         66      1,532          0      1,378          0:   16,122     9,855
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -10,468:    -9,091      1,246      1,402     -5,114     -1,712       -301         66        239          0     -3,708          0:   -1,005    -1,485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       51.0        8.2       35.5        3.7        0.0        0.1        1.2        0.0        1.1        0.0:     12.4       7.6
Old  :     100.0:      74.5       51.0        8.2       35.5        3.7        0.0        0.1        1.2        0.0        1.1        0.0:     12.4       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         14          .          5          4          0          .          .          0          .          0:
Old  :        32:        19         14          .          5          4          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       57.3       54.2       76.8       36.2       51.2       51.1       66.5
Old  :                 37.0       57.3       54.2       76.8       36.2       51.2       51.1       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    15,701:    10,708     14,256      1,311        589          0          0          0          0      1,302          0          0:    2,380       856
Old  :    15,701:    10,708     14,256      1,311        589          0          0          0          0      1,302          0          0:    2,380       856
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -7,967:    -4,570     -8,079       -682        589       -589       -403          0          0       -868          0       -124:     -731       236
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       90.8        8.3        3.8        0.0        0.0        0.0        0.0        8.3        0.0        0.0:     15.2       5.5
Old  :     100.0:      68.2       90.8        8.3        3.8        0.0        0.0        0.0        0.0        8.3        0.0        0.0:     15.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9          9          .          .          0          0          0          0          .          0          0:
Old  :        21:         9          9          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       77.9       74.4       92.6       48.7       77.9       72.4       89.3
Old  :                 49.1       77.9       74.4       92.6       48.7       77.9       72.4       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    17,147:    12,345     14,853      3,853      2,015          0          0          0          0          0          0          0:      949       279
Old  :    17,147:    12,345     14,853      3,853      2,015          0          0          0          0          0          0          0:      949       279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -9,734:    -6,510     -6,169     -2,139       -930          0          0          0          0       -403     -2,108          0:     -682      -527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       86.6       22.5       11.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.5       1.6
Old  :     100.0:      72.0       86.6       22.5       11.8        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      5.5       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        14          9          .          .          0          0          0          0          0          0          0:
Old  :        21:        14          9          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       68.2       80.2       93.9       57.7       67.7       79.6       88.8
Old  :                 57.7       68.2       80.2       93.9       57.7       67.7       79.6       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   172,616:    96,519     96,553     51,414     57,602      5,502          0      5,234        494      8,201         14      1,291:    9,195     5,926
Old  :   172,616:    96,519     96,553     51,414     57,602      5,502          0      5,234        494      8,201         14      1,291:    9,195     5,926
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -8,593:    -7,172     -1,873      4,454     -5,371     -2,773          0      1,563        466       -444         14        292:   -3,416      -911
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       55.9       29.8       33.4        3.2        0.0        3.0        0.3        4.8        0.0        0.7:      5.3       3.4
Old  :     100.0:      55.9       55.9       29.8       33.4        3.2        0.0        3.0        0.3        4.8        0.0        0.7:      5.3       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        29         23          4          5          8          0          .          .          .          .          .:
Old  :        48:        29         23          4          5          8          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       55.4       53.8       69.2       35.5       51.9       50.6       61.0
Old  :                 37.3       55.4       53.8       69.2       35.5       51.9       50.6       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    83,480:    69,134     51,743      3,829     21,124      3,032          0          0          0          0          0          0:    7,485     7,581
Old  :    83,480:    69,134     51,743      3,829     21,124      3,032          0          0          0          0          0          0:    7,485     7,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -3,561:    -1,824        250       -550        114       -691          0          0          0          0          0          0:     -496    -3,234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       62.0        4.6       25.3        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      9.0       9.1
Old  :     100.0:      82.8       62.0        4.6       25.3        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      9.0       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         16          .          5          .          0          0          0          0          0          0:
Old  :        26:        13         16          .          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       52.8       77.6       69.1       50.7       51.1       66.9       65.1
Old  :                 56.4       52.8       77.6       69.1       50.7       51.1       66.9       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    92,618:    50,157     72,577     34,752     12,676      3,156          0          0          0          0          0          0:    4,553     4,209
Old  :    92,618:    50,157     72,577     34,752     12,676      3,156          0          0          0          0          0          0:    4,553     4,209
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -5,488:    -5,149     -5,148       -671       -689       -204          0          0          0          0          0          0:      536       553
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.2       78.4       37.5       13.7        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      4.9       4.5
Old  :     100.0:      54.2       78.4       37.5       13.7        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      4.9       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         12          8          .          5          0          0          0          0          0          0:
Old  :        28:        15         12          8          .          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       75.2       68.2       89.9       34.3       68.5       57.7       76.6
Old  :                 41.5       75.2       68.2       89.9       34.3       68.5       57.7       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   123,666:    88,953     32,175      7,090     81,555      3,857      1,180          0          0      3,034          0          0:   19,552     6,079
Old  :   123,666:    88,953     32,175      7,090     81,555      3,857      1,180          0          0      3,034          0          0:   19,552     6,079
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -4,902:    -1,735     -3,311       -871     -1,305       -367       -434          0          0       -632          0          0:     -863        81
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       26.0        5.7       65.9        3.1        1.0        0.0        0.0        2.5        0.0        0.0:     15.8       4.9
Old  :     100.0:      71.9       26.0        5.7       65.9        3.1        1.0        0.0        0.0        2.5        0.0        0.0:     15.8       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13          6          .          8          5          .          0          0          .          0          0:
Old  :        25:        13          6          .          8          5          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       77.2       65.0       90.7       49.0       71.0       64.2       84.3
Old  :                 49.0       77.2       65.0       90.7       49.0       71.0       64.2       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,217,323:   192,545    317,565    172,604     55,591     93,103    254,613    114,358    261,088     44,052    218,034    127,345:   71,973    30,239
Old  : 1,217,323:   192,545    317,565    172,604     55,591     93,103    254,613    114,358    261,088     44,052    218,034    127,345:   71,973    30,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -14,017:    10,357      9,798     30,450     -1,875    -15,523    -19,341     11,932    -19,210    -12,302    -10,489     11,028:      524       322
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       26.1       14.2        4.6        7.6       20.9        9.4       21.4        3.6       17.9       10.5:      5.9       2.5
Old  :     100.0:      15.8       26.1       14.2        4.6        7.6       20.9        9.4       21.4        3.6       17.9       10.5:      5.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       295:        44         36         25          8         24         73         28         61         57         40         77:
Old  :       295:        44         36         25          8         24         73         28         61         57         40         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       30.0       27.8       44.1        9.0       21.3       14.0       29.0
Old  :                 16.7       30.0       27.8       44.1        9.0       21.3       14.0       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   365,745:   128,417     59,976      2,821     75,985     53,457      2,651      8,993     16,975    130,427    122,347     22,076:    8,921     5,936
Old  :   365,745:   128,417     59,976      2,821     75,985     53,457      2,651      8,993     16,975    130,427    122,347     22,076:    8,921     5,936
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     9,954:     1,308      3,739          0       -242      2,033      1,028     -2,594      3,234      4,413      5,682     -1,862:     -200       -36
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       16.4        0.8       20.8       14.6        0.7        2.5        4.6       35.7       33.5        6.0:      2.4       1.6
Old  :     100.0:      35.1       16.4        0.8       20.8       14.6        0.7        2.5        4.6       35.7       33.5        6.0:      2.4       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        23         22          .         11         12          4          4          6         15         14         18:
Old  :        77:        23         22          .         11         12          4          4          6         15         14         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       48.6       65.7       61.8       55.9       44.4       58.7       52.2
Old  :                 56.3       48.6       65.7       61.8       55.9       44.4       58.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   111,890:    16,698     28,479     48,409     29,521     11,744      7,477      8,520      8,207      2,616      8,751      9,111:    7,628     7,557
Old  :   111,890:    16,698     28,479     48,409     29,521     11,744      7,477      8,520      8,207      2,616      8,751      9,111:    7,628     7,557
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     4,496:    -1,181      1,700      2,584     -2,198      1,469      1,125        885       -393        400      1,861       -148:      640     1,320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.9       25.5       43.3       26.4       10.5        6.7        7.6        7.3        2.3        7.8        8.1:      6.8       6.8
Old  :     100.0:      14.9       25.5       43.3       26.4       10.5        6.7        7.6        7.3        2.3        7.8        8.1:      6.8       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:         9         12         12          .         12          9          5          9          5          9         11:
Old  :        55:         9         12         12          .         12          9          5          9          5          9         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       46.2       41.1       62.8       22.3       38.4       36.9       46.9
Old  :                 23.1       46.2       41.1       62.8       22.3       38.4       36.9       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    28,685:     2,546      5,643     12,164     13,250      5,228      4,288        259      1,287        914        808      1,533:      725       677
Old  :    28,685:     2,546      5,643     12,164     13,250      5,228      4,288        259      1,287        914        808      1,533:      725       677
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     3,153:         0         26        611       -115      1,688       -185         25        366       -148        342        336:      485       485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.9       19.7       42.4       46.2       18.2       14.9        0.9        4.5        3.2        2.8        5.3:      2.5       2.4
Old  :     100.0:       8.9       19.7       42.4       46.2       18.2       14.9        0.9        4.5        3.2        2.8        5.3:      2.5       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         4          5          6          .          5          .          .          .          6          6          9:
Old  :        30:         4          5          6          .          5          .          .          .          6          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       78.0       85.0       88.5       53.9       58.6       59.4       61.1
Old  :                 67.6       78.0       85.0       88.5       53.9       58.6       59.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,373,477:   340,621    259,146    104,340    817,002    138,437    129,826     12,829     55,743    544,955     39,875     32,654:   26,901    17,791
Old  : 1,373,477:   340,621    259,146    104,340    817,002    138,437    129,826     12,829     55,743    544,955     39,875     32,654:   26,901    17,791
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    11,699:    -3,834      9,616     -1,521      2,788        826     11,104          0       -357      5,426     -2,650      1,839:   -1,784      -363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       18.9        7.6       59.5       10.1        9.5        0.9        4.1       39.7        2.9        2.4:      2.0       1.3
Old  :     100.0:      24.8       18.9        7.6       59.5       10.1        9.5        0.9        4.1       39.7        2.9        2.4:      2.0       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        34         30          4         14         13          8          .          5         15          6         17:
Old  :        88:        34         30          4         14         13          8          .          5         15          6         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       37.2       63.4       62.0       47.0       34.9       56.6       58.4
Old  :                 50.1       37.2       63.4       62.0       47.0       34.9       56.6       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   290,604:    62,599     61,744    174,445    127,515     18,060      8,217     23,684     12,293      8,592     36,541      3,825:    2,573     6,942
Old  :   290,604:    62,599     61,744    174,445    127,515     18,060      8,217     23,684     12,293      8,592     36,541      3,825:    2,573     6,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     6,374:    -2,052      1,334     11,325     -9,508      1,121     -1,222      9,546        698      2,407      4,197       -650:   -5,253      -364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.5       21.2       60.0       43.9        6.2        2.8        8.1        4.2        3.0       12.6        1.3:      0.9       2.4
Old  :     100.0:      21.5       21.2       60.0       43.9        6.2        2.8        8.1        4.2        3.0       12.6        1.3:      0.9       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        15         19         14          6         14          8          7          9          7         10         14:
Old  :        72:        15         19         14          6         14          8          7          9          7         10         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       51.1       53.6       65.3       31.4       50.4       47.7       59.8
Old  :                 34.9       51.1       53.6       65.3       31.4       50.4       47.7       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,608:    30,975     21,444        203      9,932         88          0          0          0      1,825        936         82:      435     1,126
Old  :    33,608:    30,975     21,444        203      9,932         88          0          0          0      1,825        936         82:      435     1,126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     1,561:     1,259       -339          0      1,890          0          0          0          0         77          0        -15:      240        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       63.8        0.6       29.6        0.3        0.0        0.0        0.0        5.4        2.8        0.2:      1.3       3.4
Old  :     100.0:      92.2       63.8        0.6       29.6        0.3        0.0        0.0        0.0        5.4        2.8        0.2:      1.3       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        19         14          .          4          .          0          0          0          7          .          .:
Old  :        38:        19         14          .          4          .          0          0          0          7          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       66.3       82.3       84.5       65.4       57.9       74.7       73.1
Old  :                 68.9       66.3       82.3       84.5       65.4       57.9       74.7       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   123,788:    90,487     96,245     14,366     14,728      6,701      2,024         58      1,487      5,903      2,332      1,885:      935       352
Old  :   123,788:    90,487     96,245     14,366     14,728      6,701      2,024         58      1,487      5,903      2,332      1,885:      935       352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :   -13,155:   -10,980    -11,321     -2,045     -1,674        513        -65        -49       -843       -231       -147        254:      242       112
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       77.7       11.6       11.9        5.4        1.6        0.0        1.2        4.8        1.9        1.5:      0.8       0.3
Old  :     100.0:      73.1       77.7       11.6       11.9        5.4        1.6        0.0        1.2        4.8        1.9        1.5:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        99:        48         48          5          8          8          .          .          .         14          9         12:
Old  :        99:        48         48          5          8          8          .          .          .         14          9         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       40.7       52.5       59.8       23.1       36.0       30.5       40.2
Old  :                 36.0       40.7       52.5       59.8       23.1       36.0       30.5       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    96,224:    63,818     72,688      7,546      6,610     10,017      1,722      1,920          0     12,850      4,032          0:      271       957
Old  :    96,224:    63,818     72,688      7,546      6,610     10,017      1,722      1,920          0     12,850      4,032          0:      271       957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :    -1,117:      -916     -1,181        -95        -80        -90          0          0          0        -35          0          0:       19       234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       75.5        7.8        6.9       10.4        1.8        2.0        0.0       13.4        4.2        0.0:      0.3       1.0
Old  :     100.0:      66.3       75.5        7.8        6.9       10.4        1.8        2.0        0.0       13.4        4.2        0.0:      0.3       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        22         24          4          .          5          .          .          0          .          .          0:
Old  :        42:        22         24          4          .          5          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       56.4       76.0       74.5       30.0       28.7       38.3       34.9
Old  :                 52.5       56.4       76.0       74.5       30.0       28.7       38.3       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    35,275:    32,496     25,951          0      7,243        463        360          0          0      1,264        814        431:      261       373
Old  :    35,275:    32,496     25,951          0      7,243        463        360          0          0      1,264        814        431:      261       373
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :     1,682:     1,552      1,191        -10        576        111        360          0          0        -60         75       -261:      -10       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.1       73.6        0.0       20.5        1.3        1.0        0.0        0.0        3.6        2.3        1.2:      0.7       1.1
Old  :     100.0:      92.1       73.6        0.0       20.5        1.3        1.0        0.0        0.0        3.6        2.3        1.2:      0.7       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        27         28          0          7          4          .          0          0          6          4          .:
Old  :        51:        27         28          0          7          4          .          0          0          6          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       42.8       74.1       62.8       35.0       29.3       41.9       41.7
Old  :                 53.0       42.8       74.1       62.8       35.0       29.3       41.9       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    14,759:     7,584     10,289      4,464      3,062          0          0          0          0      2,465         17        188:       58     1,203
Old  :    14,759:     7,584     10,289      4,464      3,062          0          0          0          0      2,465         17        188:       58     1,203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :       526:       303        -13          0        305          0          0          0          0        150        -28         73:        0       189
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       69.7       30.2       20.7        0.0        0.0        0.0        0.0       16.7        0.1        1.3:      0.4       8.2
Old  :     100.0:      51.4       69.7       30.2       20.7        0.0        0.0        0.0        0.0       16.7        0.1        1.3:      0.4       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         16          .          .          0          0          0          0          4          .          .:
Old  :        36:        20         16          .          .          0          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       51.9       77.3       72.9       49.0       44.2       59.2       55.5
Old  :                 61.2       51.9       77.3       72.9       49.0       44.2       59.2       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,198:    14,793      9,134        293      5,889         78         49          0          0        239        404        178:      568       515
Old  :    16,198:    14,793      9,134        293      5,889         78         49          0          0        239        404        178:      568       515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :       375:       425        353          0          5          0          0          0          0        -65         52          0:       15       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.3       56.4        1.8       36.4        0.5        0.3        0.0        0.0        1.5        2.5        1.1:      3.5       3.2
Old  :     100.0:      91.3       56.4        1.8       36.4        0.5        0.3        0.0        0.0        1.5        2.5        1.1:      3.5       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        24         17          .          5          .          .          0          0          .          5          .:
Old  :        39:        24         17          .          5          .          .          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.1       59.2       80.2       78.2       34.0       36.8       39.4       42.9
Old  :                 66.1       59.2       80.2       78.2       34.0       36.8       39.4       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE BALMO  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665W
Disaggregated Commitments of Traders - Futures Only, January 10, 2017                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     1,775:     1,495      1,487          0         37          0          0          0          0        134         50        106:       40        95
Old  :     1,775:     1,495      1,487          0         37          0          0          0          0        134         50        106:       40        95
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2017                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       83.8        0.0        2.1        0.0        0.0        0.0        0.0        7.5        2.8        6.0:      2.3       5.4
Old  :     100.0:      84.2       83.8        0.0        2.1        0.0        0.0        0.0        0.0        7.5        2.8        6.0:      2.3       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          9          0          .          0          0          0          0          .          .          .:
Old  :        20:        10          9          0          .          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       77.5       84.1       88.5       56.7       71.5       75.4       80.5
Old  :                 59.8       77.5       84.1       88.5       56.7       71.5       75.4       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 13, 2017