NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, May 30, 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  : 5,416,259: 2,791,236  1,175,617    432,305  3,071,524    283,845    698,849     17,420    209,047    386,274     69,917    578,875:   35,828    10,014
Old  : 5,416,259: 2,791,236  1,175,617    432,305  3,071,524    283,845    698,849     17,420    209,047    386,274     69,917    578,875:   35,828    10,014
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :  -145,161:   -80,604    -38,655      4,426   -112,740     22,496     13,189      7,339    -28,461    -52,020     25,165    -21,103:   -3,084       798
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.5       21.7        8.0       56.7        5.2       12.9        0.3        3.9        7.1        1.3       10.7:      0.7       0.2
Old  :     100.0:      51.5       21.7        8.0       56.7        5.2       12.9        0.3        3.9        7.1        1.3       10.7:      0.7       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  :       226:       107        100          7         20         21         22          6         19         43         13         41:
Old  :       226:       107        100          7         20         21         22          6         19         43         13         41:
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  :                 27.7       31.5       43.7       47.2       23.5       30.9       35.9       41.6
Old  :                 27.7       31.5       43.7       47.2       23.5       30.9       35.9       41.6
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, May 30, 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  :   258,434:    23,989     47,375    139,550     28,399     22,845        352    134,331      3,423     46,725      2,982     18,748:    2,802       331
Old  :   258,434:    23,989     47,375    139,550     28,399     22,845        352    134,331      3,423     46,725      2,982     18,748:    2,802       331
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :   -27,948:    -1,223     -6,467      2,692      6,348    -12,366       -778     15,065    -10,957     -1,690    -15,866     -3,626:        0       -79
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.3       18.3       54.0       11.0        8.8        0.1       52.0        1.3       18.1        1.2        7.3:      1.1       0.1
Old  :     100.0:       9.3       18.3       54.0       11.0        8.8        0.1       52.0        1.3       18.1        1.2        7.3:      1.1       0.1
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  :        59:        15         12         13          4         10          .          7          4         11          4         11:
Old  :        59:        15         12         13          4         10          .          7          4         11          4         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  :                 54.9       68.1       69.1       82.3       49.7       64.8       60.7       75.8
Old  :                 54.9       68.1       69.1       82.3       49.7       64.8       60.7       75.8
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, May 30, 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  :   211,510:   109,015    187,210     70,970      8,910      6,638      1,996        668      1,387      4,071      1,085      1,222:   16,211     4,390
Old  :   211,510:   109,015    187,210     70,970      8,910      6,638      1,996        668      1,387      4,071      1,085      1,222:   16,211     4,390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,369:        -4      2,726      1,363        -67         98        148          0        187      1,038       -540         64:     -525       -99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.5       88.5       33.6        4.2        3.1        0.9        0.3        0.7        1.9        0.5        0.6:      7.7       2.1
Old  :     100.0:      51.5       88.5       33.6        4.2        3.1        0.9        0.3        0.7        1.9        0.5        0.6:      7.7       2.1
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  :        48:        28         25          5          .          6          .          .          .          .          .          4:
Old  :        48:        28         25          5          .          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  :                 42.1       57.9       58.7       78.1       40.5       51.0       52.5       65.5
Old  :                 42.1       57.9       58.7       78.1       40.5       51.0       52.5       65.5
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, May 30, 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  :   105,868:    94,421     78,229      3,355     21,285      1,850          0          0          0      1,391        824         62:    4,789     3,618
Old  :   105,868:    94,421     78,229      3,355     21,285      1,850          0          0          0      1,391        824         62:    4,789     3,618
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,849:     1,541      1,363        450        303        122          0          0          0       -664         30        -93:      493       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.2       73.9        3.2       20.1        1.7        0.0        0.0        0.0        1.3        0.8        0.1:      4.5       3.4
Old  :     100.0:      89.2       73.9        3.2       20.1        1.7        0.0        0.0        0.0        1.3        0.8        0.1:      4.5       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  :        37:        24         24          .          4          4          0          0          0          .          .          .:
Old  :        37:        24         24          .          4          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  :                 50.1       41.3       76.0       66.2       41.1       38.8       55.5       53.8
Old  :                 50.1       41.3       76.0       66.2       41.1       38.8       55.5       53.8
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, May 30, 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  :   201,805:   145,585     81,455     24,084     93,982     17,446      1,582          0      1,167         41          0        368:   11,532     7,387
Old  :   201,805:   145,585     81,455     24,084     93,982     17,446      1,582          0      1,167         41          0        368:   11,532     7,387
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     3,292:     2,122     -2,122      3,671      7,679     -1,210        277          0       -150         41       -203         58:   -1,517      -760
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.1       40.4       11.9       46.6        8.6        0.8        0.0        0.6        0.0        0.0        0.2:      5.7       3.7
Old  :     100.0:      72.1       40.4       11.9       46.6        8.6        0.8        0.0        0.6        0.0        0.0        0.2:      5.7       3.7
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  :        41:        25         19          5          7          5          .          0          .          .          0          .:
Old  :        41:        25         19          5          7          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  :                 53.9       52.8       71.7       69.3       51.2       52.5       61.6       63.5
Old  :                 53.9       52.8       71.7       69.3       51.2       52.5       61.6       63.5
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, May 30, 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  : 1,088,514:   996,145    217,176     25,438    796,187     44,732          0      1,026      3,697      2,010     16,071      4,270:   12,222     5,355
Old  : 1,088,514:   996,145    217,176     25,438    796,187     44,732          0      1,026      3,697      2,010     16,071      4,270:   12,222     5,355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    -2,789:    -1,602     -1,669        555     -1,405       -799          0        725     -1,252        -68        240       -432:      809     1,803
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       20.0        2.3       73.1        4.1        0.0        0.1        0.3        0.2        1.5        0.4:      1.1       0.5
Old  :     100.0:      91.5       20.0        2.3       73.1        4.1        0.0        0.1        0.3        0.2        1.5        0.4:      1.1       0.5
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  :        60:        36         22          6          9         13          0          .          .          .          .          .:
Old  :        60:        36         22          6          9         13          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  :                 40.6       56.0       60.4       78.7       33.3       55.7       51.2       73.6
Old  :                 40.6       56.0       60.4       78.7       33.3       55.7       51.2       73.6
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, May 30, 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  :   469,649:   377,630    333,342     31,498     95,200     33,004          0          0          0      7,504          0        330:   19,683     7,773
Old  :   469,649:   377,630    333,342     31,498     95,200     33,004          0          0          0      7,504          0        330:   19,683     7,773
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     3,715:     3,080       -120     -2,663      2,324      1,700          0          0          0        625          0        240:      733      -429
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       71.0        6.7       20.3        7.0        0.0        0.0        0.0        1.6        0.0        0.1:      4.2       1.7
Old  :     100.0:      80.4       71.0        6.7       20.3        7.0        0.0        0.0        0.0        1.6        0.0        0.1:      4.2       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  :        55:        30         33          .          9          6          0          0          0          .          0          .:
Old  :        55:        30         33          .          9          6          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       38.2       78.6       58.9       57.6       36.2       71.0       56.2
Old  :                 59.8       38.2       78.6       58.9       57.6       36.2       71.0       56.2
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, May 30, 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  :   391,065:   311,930    267,732     32,195     94,922     22,315      1,407          0      1,374      7,085          0        155:   14,604     4,567
Old  :   391,065:   311,930    267,732     32,195     94,922     22,315      1,407          0      1,374      7,085          0        155:   14,604     4,567
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    14,150:     6,484      9,491      3,110      3,602      1,282        370          0       -382      3,531          0          0:     -245       157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       68.5        8.2       24.3        5.7        0.4        0.0        0.4        1.8        0.0        0.0:      3.7       1.2
Old  :     100.0:      79.8       68.5        8.2       24.3        5.7        0.4        0.0        0.4        1.8        0.0        0.0:      3.7       1.2
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  :        57:        29         32          4          9         11          .          0          .          .          0          .:
Old  :        57:        29         32          4          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  :                 57.7       42.1       71.9       62.9       57.1       41.4       68.8       61.3
Old  :                 57.7       42.1       71.9       62.9       57.1       41.4       68.8       61.3
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, May 30, 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  :   188,822:   161,850    101,768     13,211     72,474      3,826          0        199      1,458        750      2,954        105:    7,622     6,038
Old  :   188,822:   161,850    101,768     13,211     72,474      3,826          0        199      1,458        750      2,954        105:    7,622     6,038
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     6,146:     4,400        435      1,182      3,199        -93       -230        199        106       -390      2,414        105:    1,066      -219
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       53.9        7.0       38.4        2.0        0.0        0.1        0.8        0.4        1.6        0.1:      4.0       3.2
Old  :     100.0:      85.7       53.9        7.0       38.4        2.0        0.0        0.1        0.8        0.4        1.6        0.1:      4.0       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  :        47:        23         21          .          9          7          0          .          .          .          .          .:
Old  :        47:        23         21          .          9          7          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  :                 59.9       40.0       77.4       63.3       59.4       39.5       74.7       60.7
Old  :                 59.9       40.0       77.4       63.3       59.4       39.5       74.7       60.7
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, May 30, 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  :   107,948:    67,088     92,642     24,226      4,306      2,493      3,625      2,235         62      4,953        155      1,734:    3,767     4,321
Old  :   107,948:    67,088     92,642     24,226      4,306      2,493      3,625      2,235         62      4,953        155      1,734:    3,767     4,321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       672:     1,081      1,090        732          0       -577       -216        -60         62       -601          0        101:       90        56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.1       85.8       22.4        4.0        2.3        3.4        2.1        0.1        4.6        0.1        1.6:      3.5       4.0
Old  :     100.0:      62.1       85.8       22.4        4.0        2.3        3.4        2.1        0.1        4.6        0.1        1.6:      3.5       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  :        36:        16         18          6          .          5          .          .          .          .          .          .:
Old  :        36:        16         18          6          .          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  :                 57.6       42.8       73.1       64.6       55.8       41.8       67.9       62.2
Old  :                 57.6       42.8       73.1       64.6       55.8       41.8       67.9       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    37,022:    34,667     28,583          0      7,980        217          0          0          0          0          0          0:    2,138       242
Old  :    37,022:    34,667     28,583          0      7,980        217          0          0          0          0          0          0:    2,138       242
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       690:       450        450          0        120          0          0          0          0          0          0          0:      240       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.6       77.2        0.0       21.6        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       0.7
Old  :     100.0:      93.6       77.2        0.0       21.6        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       0.7
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  :        24:        12         13          0          .          .          0          0          0          0          0          0:
Old  :        24:        12         13          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  :                 67.1       61.1       88.1       87.7       67.1       58.4       86.8       84.3
Old  :                 67.1       61.1       88.1       87.7       67.1       58.4       86.8       84.3
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, May 30, 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  :   104,787:    83,551     36,609     10,194     56,890      3,189          0          3      1,366          0      1,149          0:    6,487     5,581
Old  :   104,787:    83,551     36,609     10,194     56,890      3,189          0          3      1,366          0      1,149          0:    6,487     5,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,600:     2,283        853        365        672        191       -293          3         54          0        149          0:        0       678
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       34.9        9.7       54.3        3.0        0.0        0.0        1.3        0.0        1.1        0.0:      6.2       5.3
Old  :     100.0:      79.7       34.9        9.7       54.3        3.0        0.0        0.0        1.3        0.0        1.1        0.0:      6.2       5.3
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  :        31:        17         13          .          6          4          0          .          .          0          .          0:
Old  :        31:        17         13          .          6          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  :                 45.0       60.8       75.8       84.0       43.6       60.8       69.6       75.3
Old  :                 45.0       60.8       75.8       84.0       43.6       60.8       69.6       75.3
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, May 30, 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  :   168,415:   127,767     78,930     25,835     80,226      6,955          0          0          0          0          0          0:    7,858     2,304
Old  :   168,415:   127,767     78,930     25,835     80,226      6,955          0          0          0          0          0          0:    7,858     2,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,134:     1,204       -180       -372      1,314          0          0          0          0          0          0          0:      302         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       46.9       15.3       47.6        4.1        0.0        0.0        0.0        0.0        0.0        0.0:      4.7       1.4
Old  :     100.0:      75.9       46.9       15.3       47.6        4.1        0.0        0.0        0.0        0.0        0.0        0.0:      4.7       1.4
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         16          5          7          6          0          0          0          0          0          0:
Old  :        39:        19         16          5          7          6          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  :                 53.0       71.8       69.1       84.3       50.3       71.8       66.4       83.7
Old  :                 53.0       71.8       69.1       84.3       50.3       71.8       66.4       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    74,659:    68,580     49,931          0     20,917        639          0          0          0          0          0          0:    5,440     3,172
Old  :    74,659:    68,580     49,931          0     20,917        639          0          0          0          0          0          0:    5,440     3,172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,086:     2,578      2,086          0          0          0          0          0          0          0          0          0:     -492         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.9       66.9        0.0       28.0        0.9        0.0        0.0        0.0        0.0        0.0        0.0:      7.3       4.2
Old  :     100.0:      91.9       66.9        0.0       28.0        0.9        0.0        0.0        0.0        0.0        0.0        0.0:      7.3       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  :        26:        17         16          0          .          .          0          0          0          0          0          0:
Old  :        26:        17         16          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  :                 54.7       46.9       76.0       71.1       41.0       41.7       54.2       57.9
Old  :                 54.7       46.9       76.0       71.1       41.0       41.7       54.2       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    25,288:    21,764     21,351          0        720          0        420      1,802          0      2,106          0          0:      998     1,415
Old  :    25,288:    21,764     21,351          0        720          0        420      1,802          0      2,106          0          0:      998     1,415
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,970:     3,218      1,830          0        720          0        420        390          0       -240          0          0:     -428        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       84.4        0.0        2.8        0.0        1.7        7.1        0.0        8.3        0.0        0.0:      3.9       5.6
Old  :     100.0:      86.1       84.4        0.0        2.8        0.0        1.7        7.1        0.0        8.3        0.0        0.0:      3.9       5.6
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  :        29:        15         15          0          .          0          .          .          0          .          0          0:
Old  :        29:        15         15          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  :                 51.5       52.6       78.7       75.4       45.8       52.6       71.2       75.4
Old  :                 51.5       52.6       78.7       75.4       45.8       52.6       71.2       75.4
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, May 30, 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  :   619,177:   450,611    211,866     57,890    341,760     40,675      9,133      9,609      6,606     44,879        488        278:    9,105     7,895
Old  :   619,177:   450,611    211,866     57,890    341,760     40,675      9,133      9,609      6,606     44,879        488        278:    9,105     7,895
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    16,221:    16,220     11,889        366       -992      4,743     -3,021      1,737       -566     -1,205        488       -245:      -71      -833
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       34.2        9.3       55.2        6.6        1.5        1.6        1.1        7.2        0.1        0.0:      1.5       1.3
Old  :     100.0:      72.8       34.2        9.3       55.2        6.6        1.5        1.6        1.1        7.2        0.1        0.0:      1.5       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  :        80:        43         40          6         10         10          4          .          4          6          .          .:
Old  :        80:        43         40          6         10         10          4          .          4          6          .          .:
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  :                 28.8       51.9       47.6       65.3       27.2       49.5       41.6       58.7
Old  :                 28.8       51.9       47.6       65.3       27.2       49.5       41.6       58.7
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, May 30, 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  :   130,657:    97,300     72,650      7,080     28,315     15,726      1,358      1,661        418          0      1,688        248:    8,527     9,951
Old  :   130,657:    97,300     72,650      7,080     28,315     15,726      1,358      1,661        418          0      1,688        248:    8,527     9,951
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,421:     1,772       -671     -1,243        130      1,945      1,358          0        418        -22      1,056       -338:   -1,469      -119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       55.6        5.4       21.7       12.0        1.0        1.3        0.3        0.0        1.3        0.2:      6.5       7.6
Old  :     100.0:      74.5       55.6        5.4       21.7       12.0        1.0        1.3        0.3        0.0        1.3        0.2:      6.5       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  :        31:        16         14          .          5          6          .          .          .          0          .          .:
Old  :        31:        16         14          .          5          6          .          .          .          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  :                 44.4       52.6       70.1       74.7       40.8       50.2       59.4       64.7
Old  :                 44.4       52.6       70.1       74.7       40.8       50.2       59.4       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    18,933:    12,771     17,905      3,578        360          0          0          0          0        660          0          0:    1,924       668
Old  :    18,933:    12,771     17,905      3,578        360          0          0          0          0        660          0          0:    1,924       668
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       480:         0        390        240        120        -60          0          0          0        120          0          0:      180        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.5       94.6       18.9        1.9        0.0        0.0        0.0        0.0        3.5        0.0        0.0:     10.2       3.5
Old  :     100.0:      67.5       94.6       18.9        1.9        0.0        0.0        0.0        0.0        3.5        0.0        0.0:     10.2       3.5
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  :        20:         8         12          .          .          0          0          0          0          .          0          0:
Old  :        20:         8         12          .          .          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  :                 65.0       70.4       80.0       88.6       62.4       66.2       76.4       82.5
Old  :                 65.0       70.4       80.0       88.6       62.4       66.2       76.4       82.5
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, May 30, 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  :    79,324:    39,605     49,239     31,859     20,144      5,313          0          0          0          0        624        372:    2,175     3,632
Old  :    79,324:    39,605     49,239     31,859     20,144      5,313          0          0          0          0        624        372:    2,175     3,632
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       970:     1,248        672         -2          0          0          0          0          0          0        448        -90:     -186       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       62.1       40.2       25.4        6.7        0.0        0.0        0.0        0.0        0.8        0.5:      2.7       4.6
Old  :     100.0:      49.9       62.1       40.2       25.4        6.7        0.0        0.0        0.0        0.0        0.8        0.5:      2.7       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  :        24:         7         10          6          5          7          0          0          0          0          .          .:
Old  :        24:         7         10          6          5          7          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  :                 64.0       57.1       86.3       78.5       61.8       55.4       80.2       75.1
Old  :                 64.0       57.1       86.3       78.5       61.8       55.4       80.2       75.1
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, May 30, 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  :   170,364:   116,786    130,195      5,832     21,892      8,446     27,086      4,290          0     11,400      3,690          0:      814     1,851
Old  :   170,364:   116,786    130,195      5,832     21,892      8,446     27,086      4,290          0     11,400      3,690          0:      814     1,851
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    42,420:    16,500     35,412      4,576      3,355     -1,830     14,010      4,290          0      9,540      2,940          0:     -376    -1,747
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       76.4        3.4       12.9        5.0       15.9        2.5        0.0        6.7        2.2        0.0:      0.5       1.1
Old  :     100.0:      68.6       76.4        3.4       12.9        5.0       15.9        2.5        0.0        6.7        2.2        0.0:      0.5       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  :        73:        16         38          .          6          5          4          .          0          4          7          0:
Old  :        73:        16         38          .          6          5          4          .          0          4          7          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  :                 40.5       51.2       65.9       65.7       37.0       48.1       61.8       58.9
Old  :                 40.5       51.2       65.9       65.7       37.0       48.1       61.8       58.9
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, May 30, 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  :   201,952:    98,904    166,056     15,929     17,679        855     53,765      1,935      3,222     28,353     10,183         93:      831     1,929
Old  :   201,952:    98,904    166,056     15,929     17,679        855     53,765      1,935      3,222     28,353     10,183         93:      831     1,929
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    43,470:    16,831     35,043      4,310      2,460     -1,700     11,344      1,068      3,042      9,660      3,450          0:      -17       107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.0       82.2        7.9        8.8        0.4       26.6        1.0        1.6       14.0        5.0        0.0:      0.4       1.0
Old  :     100.0:      49.0       82.2        7.9        8.8        0.4       26.6        1.0        1.6       14.0        5.0        0.0:      0.4       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  :        88:        21         47          .          4          .          8          .          .          5         10          .:
Old  :        88:        21         47          .          4          .          8          .          .          5         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  :                 41.3       43.6       65.9       57.1       39.1       41.1       60.8       53.7
Old  :                 41.3       43.6       65.9       57.1       39.1       41.1       60.8       53.7
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, May 30, 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  :    88,941:    85,452     84,438      1,862        397          0          0          0          0        463        592        248:      916     3,266
Old  :    88,941:    85,452     84,438      1,862        397          0          0          0          0        463        592        248:      916     3,266
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     9,104:     8,774      9,321          0         30          0          0          0          0         30         30          0:      300      -277
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.1       94.9        2.1        0.4        0.0        0.0        0.0        0.0        0.5        0.7        0.3:      1.0       3.7
Old  :     100.0:      96.1       94.9        2.1        0.4        0.0        0.0        0.0        0.0        0.5        0.7        0.3:      1.0       3.7
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  :        41:        16         25          .          .          0          0          0          0          .          .          .:
Old  :        41:        16         25          .          .          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  :                 70.3       63.3       85.5       80.9       70.3       61.4       83.2       78.2
Old  :                 70.3       63.3       85.5       80.9       70.3       61.4       83.2       78.2
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, May 30, 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  :   277,832:   189,972    231,510     48,069     15,707     22,325      1,057          0        631      2,738          0          0:   13,040     7,659
Old  :   277,832:   189,972    231,510     48,069     15,707     22,325      1,057          0        631      2,738          0          0:   13,040     7,659
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,898:      -937        412        449     -1,075      3,546        244          0       -120          0       -480          0:   -1,284      -385
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       83.3       17.3        5.7        8.0        0.4        0.0        0.2        1.0        0.0        0.0:      4.7       2.8
Old  :     100.0:      68.4       83.3       17.3        5.7        8.0        0.4        0.0        0.2        1.0        0.0        0.0:      4.7       2.8
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  :        38:        28         27          .          .          .          .          0          .          .          0          0:
Old  :        38:        28         27          .          .          .          .          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  :                 58.6       47.7       73.9       68.4       54.7       38.2       64.7       53.6
Old  :                 58.6       47.7       73.9       68.4       54.7       38.2       64.7       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    23,228:    17,642     18,294      1,039          0        246      1,246        792          0        240        678          0:    2,815     3,218
Old  :    23,228:    17,642     18,294      1,039          0        246      1,246        792          0        240        678          0:    2,815     3,218
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       330:        90        240          2        -58         -2         30          0          0        240        120          0:      -30        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       78.8        4.5        0.0        1.1        5.4        3.4        0.0        1.0        2.9        0.0:     12.1      13.9
Old  :     100.0:      76.0       78.8        4.5        0.0        1.1        5.4        3.4        0.0        1.0        2.9        0.0:     12.1      13.9
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  :        23:         7         11          .          0          .          .          .          0          .          .          0:
Old  :        23:         7         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  :                 69.6       61.0       84.1       77.2       69.6       61.0       83.8       77.2
Old  :                 69.6       61.0       84.1       77.2       69.6       61.0       83.8       77.2
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, May 30, 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  :   129,184:   115,092    102,175          0     14,145      7,941          0         75      1,550          0      1,260         93:    4,508     1,945
Old  :   129,184:   115,092    102,175          0     14,145      7,941          0         75      1,550          0      1,260         93:    4,508     1,945
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    -3,051:    -3,437     -2,643          0       -184          0          0       -450        356          0         60          0:       30      -190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.1       79.1        0.0       10.9        6.1        0.0        0.1        1.2        0.0        1.0        0.1:      3.5       1.5
Old  :     100.0:      89.1       79.1        0.0       10.9        6.1        0.0        0.1        1.2        0.0        1.0        0.1:      3.5       1.5
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  :        34:        14         21          0          6          6          0          .          .          0          .          .:
Old  :        34:        14         21          0          6          6          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  :                 58.6       54.6       81.7       70.8       53.9       52.2       70.9       63.7
Old  :                 58.6       54.6       81.7       70.8       53.9       52.2       70.9       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV                                                                         Code-0233BA
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    34,646:    25,141     10,297        964     17,446      4,656          0        929        303        938          0         93:    2,551       922
Old  :    34,646:    25,141     10,297        964     17,446      4,656          0        929        303        938          0         93:    2,551       922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       299:      -567        785          0     -1,146        551          0        396       -229         -2          0          0:      546       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       29.7        2.8       50.4       13.4        0.0        2.7        0.9        2.7        0.0        0.3:      7.4       2.7
Old  :     100.0:      72.6       29.7        2.8       50.4       13.4        0.0        2.7        0.9        2.7        0.0        0.3:      7.4       2.7
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  :        21:         7         11          .          4          5          0          .          .          .          0          .:
Old  :        21:         7         11          .          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  :                 64.0       63.7       82.2       79.4       53.8       56.7       65.5       65.4
Old  :                 64.0       63.7       82.2       79.4       53.8       56.7       65.5       65.4
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, May 30, 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  :   143,193:    99,974    130,071     27,643      3,263      2,975        302          0        650      3,961          0          0:    7,688     6,234
Old  :   143,193:    99,974    130,071     27,643      3,263      2,975        302          0        650      3,961          0          0:    7,688     6,234
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :        -1:      -583        299         65          0        180          0          0          0        151       -630        -31:      217       181
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       90.8       19.3        2.3        2.1        0.2        0.0        0.5        2.8        0.0        0.0:      5.4       4.4
Old  :     100.0:      69.8       90.8       19.3        2.3        2.1        0.2        0.0        0.5        2.8        0.0        0.0:      5.4       4.4
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  :        25:        17         11          .          .          .          .          0          .          .          0          0:
Old  :        25:        17         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  :                 54.4       73.1       77.0       89.5       50.0       69.9       67.0       81.5
Old  :                 54.4       73.1       77.0       89.5       50.0       69.9       67.0       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :   130,872:    92,700    119,611     24,433      5,189      2,499          0          0          0         39          0        240:   10,961     3,333
Old  :   130,872:    92,700    119,611     24,433      5,189      2,499          0          0          0         39          0        240:   10,961     3,333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     3,305:       465      3,790      2,693       -246       -485          0          0          0         39       -381        -39:      632       666
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       91.4       18.7        4.0        1.9        0.0        0.0        0.0        0.0        0.0        0.2:      8.4       2.5
Old  :     100.0:      70.8       91.4       18.7        4.0        1.9        0.0        0.0        0.0        0.0        0.0        0.2:      8.4       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  :        23:        14         12          4          .          5          0          0          0          .          0          .:
Old  :        23:        14         12          4          .          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  :                 63.3       75.4       80.9       88.2       61.3       73.2       76.8       82.7
Old  :                 63.3       75.4       80.9       88.2       61.3       73.2       76.8       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    74,652:    72,556     73,214        967        882          0          0          0          0        395          0          0:      734       556
Old  :    74,652:    72,556     73,214        967        882          0          0          0          0        395          0          0:      734       556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     3,630:     3,090      3,446        270          0          0          0          0          0        395          0          0:     -125       184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.2       98.1        1.3        1.2        0.0        0.0        0.0        0.0        0.5        0.0        0.0:      1.0       0.7
Old  :     100.0:      97.2       98.1        1.3        1.2        0.0        0.0        0.0        0.0        0.5        0.0        0.0:      1.0       0.7
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  :        23:        11         13          .          .          0          0          0          0          .          0          0:
Old  :        23:        11         13          .          .          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  :                 85.3       83.0       95.9       92.2       85.1       80.4       91.1       88.2
Old  :                 85.3       83.0       95.9       92.2       85.1       80.4       91.1       88.2
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, May 30, 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  :   118,736:    91,649     96,503      6,061      1,329     13,741          0          0          0        450      1,024        403:    6,432     5,736
Old  :   118,736:    91,649     96,503      6,061      1,329     13,741          0          0          0        450      1,024        403:    6,432     5,736
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,996:     1,495      2,682      1,498          0          0          0          0          0          0        737       -217:      220      -206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       81.3        5.1        1.1       11.6        0.0        0.0        0.0        0.4        0.9        0.3:      5.4       4.8
Old  :     100.0:      77.2       81.3        5.1        1.1       11.6        0.0        0.0        0.0        0.4        0.9        0.3:      5.4       4.8
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:        19         17          .          .          .          0          0          0          .          .          .:
Old  :        29:        19         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  :                 56.6       66.3       78.8       83.5       54.3       63.3       68.5       73.1
Old  :                 56.6       66.3       78.8       83.5       54.3       63.3       68.5       73.1
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, May 30, 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  :   165,353:   113,128     86,293     13,849     34,467     18,896          0        759      7,719          0      5,703          0:   11,761    11,516
Old  :   165,353:   113,128     86,293     13,849     34,467     18,896          0        759      7,719          0      5,703          0:   11,761    11,516
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,336:     1,539        230        -60       -640      1,076          0        166       -294          0      1,433          0:       75       365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       52.2        8.4       20.8       11.4        0.0        0.5        4.7        0.0        3.4        0.0:      7.1       7.0
Old  :     100.0:      68.4       52.2        8.4       20.8       11.4        0.0        0.5        4.7        0.0        3.4        0.0:      7.1       7.0
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:        24         19          .          5          5          0          .          .          0          .          0:
Old  :        42:        24         19          .          5          5          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  :                 37.6       61.1       55.0       76.2       30.3       47.8       43.4       59.5
Old  :                 37.6       61.1       55.0       76.2       30.3       47.8       43.4       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                 Code-0233BQ
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    10,739:     9,890     10,342        360          0          0          0          0          0          0          0          0:      489       397
Old  :    10,739:     9,890     10,342        360          0          0          0          0          0          0          0          0:      489       397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.1       96.3        3.4        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       3.7
Old  :     100.0:      92.1       96.3        3.4        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       3.7
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  :        20:        12         10          .          0          0          0          0          0          0          0          0:
Old  :        20:        12         10          .          0          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  :                 61.4       77.1       81.0       93.4       61.4       77.1       81.0       89.9
Old  :                 61.4       77.1       81.0       93.4       61.4       77.1       81.0       89.9
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, May 30, 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  :    22,230:    19,692     18,753          0        873        453          0        217          0          0      1,631          0:    2,085       303
Old  :    22,230:    19,692     18,753          0        873        453          0        217          0          0      1,631          0:    2,085       303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,147:     1,054        817          0       -453        453          0          0          0       -300        240          0:      -60        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       84.4        0.0        3.9        2.0        0.0        1.0        0.0        0.0        7.3        0.0:      9.4       1.4
Old  :     100.0:      88.6       84.4        0.0        3.9        2.0        0.0        1.0        0.0        0.0        7.3        0.0:      9.4       1.4
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  :        26:        17         10          0          .          .          0          .          0          0          .          0:
Old  :        26:        17         10          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  :                 49.4       60.4       68.8       81.7       41.2       55.1       59.6       67.3
Old  :                 49.4       60.4       68.8       81.7       41.2       55.1       59.6       67.3
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, May 30, 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  :    31,478:    16,550     29,642      8,948          0          0      1,318          0          0      3,494        210          0:    1,168     1,626
Old  :    31,478:    16,550     29,642      8,948          0          0      1,318          0          0      3,494        210          0:    1,168     1,626
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,940:     2,913      3,151        120          0          0        240          0       -210        120          0          0:     -243        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.6       94.2       28.4        0.0        0.0        4.2        0.0        0.0       11.1        0.7        0.0:      3.7       5.2
Old  :     100.0:      52.6       94.2       28.4        0.0        0.0        4.2        0.0        0.0       11.1        0.7        0.0:      3.7       5.2
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  :        27:        13         14          .          0          0          .          0          0          .          .          0:
Old  :        27:        13         14          .          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  :                 62.0       64.2       82.9       87.8       60.9       58.5       77.6       79.0
Old  :                 62.0       64.2       82.9       87.8       60.9       58.5       77.6       79.0
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, May 30, 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  :   195,614:    94,259    139,050     55,255     30,091      6,291      2,142      5,246      1,278     29,824      4,198        600:    5,965     8,860
Old  :   195,614:    94,259    139,050     55,255     30,091      6,291      2,142      5,246      1,278     29,824      4,198        600:    5,965     8,860
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     3,766:     1,335        725     -2,123      1,035      2,630        430     -2,078          0      1,704      1,091          0:     -210       363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.2       71.1       28.2       15.4        3.2        1.1        2.7        0.7       15.2        2.1        0.3:      3.0       4.5
Old  :     100.0:      48.2       71.1       28.2       15.4        3.2        1.1        2.7        0.7       15.2        2.1        0.3:      3.0       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  :        49:        28         24          4          4          7          .          .          .          .          .          .:
Old  :        49:        28         24          4          4          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  :                 44.6       52.9       63.2       66.0       43.6       52.3       61.1       64.1
Old  :                 44.6       52.9       63.2       66.0       43.6       52.3       61.1       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                                                            Code-0233CS
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    24,530:    20,939     21,724        651      1,616        916          0          0          0          0          0          0:    2,024       274
Old  :    24,530:    20,939     21,724        651      1,616        916          0          0          0          0          0          0:    2,024       274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       218:       218        158          0         60          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       88.6        2.7        6.6        3.7        0.0        0.0        0.0        0.0        0.0        0.0:      8.3       1.1
Old  :     100.0:      85.4       88.6        2.7        6.6        3.7        0.0        0.0        0.0        0.0        0.0        0.0:      8.3       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  :        20:        10          7          .          .          .          0          0          0          0          0          0:
Old  :        20:        10          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  :                 52.8       84.7       78.8       97.9       52.8       83.5       78.8       94.1
Old  :                 52.8       84.7       78.8       97.9       52.8       83.5       78.8       94.1
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, May 30, 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  :    87,590:    66,543     61,394        716     12,611      7,682          0          0          0          0          0          0:   12,649     5,903
Old  :    87,590:    66,543     61,394        716     12,611      7,682          0          0          0          0          0          0:   12,649     5,903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,160:     1,396        942       -469         46        230          0          0          0          0          0          0:        3       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       70.1        0.8       14.4        8.8        0.0        0.0        0.0        0.0        0.0        0.0:     14.4       6.7
Old  :     100.0:      76.0       70.1        0.8       14.4        8.8        0.0        0.0        0.0        0.0        0.0        0.0:     14.4       6.7
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  :        29:        18         17          .          4          4          0          0          0          0          0          0:
Old  :        29:        18         17          .          4          4          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  :                 44.5       45.3       63.7       69.4       35.9       40.5       48.5       57.2
Old  :                 44.5       45.3       63.7       69.4       35.9       40.5       48.5       57.2
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, May 30, 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  :   103,808:    60,794     86,570     36,534     12,956        490          0          0          0          0          0          0:    5,990     3,792
Old  :   103,808:    60,794     86,570     36,534     12,956        490          0          0          0          0          0          0:    5,990     3,792
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,288:       978        982         10        186        120          0          0          0          0          0          0:      180         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       83.4       35.2       12.5        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       3.7
Old  :     100.0:      58.6       83.4       35.2       12.5        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       3.7
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  :        32:        18         15          7          .          .          0          0          0          0          0          0:
Old  :        32:        18         15          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  :                 40.6       67.4       61.2       82.7       34.9       66.5       55.3       78.7
Old  :                 40.6       67.4       61.2       82.7       34.9       66.5       55.3       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    65,736:    31,849     37,844     16,375     11,877      7,204      1,224          0          0      2,043          0          0:    7,041     8,811
Old  :    65,736:    31,849     37,844     16,375     11,877      7,204      1,224          0          0      2,043          0          0:    7,041     8,811
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :      -351:    -3,220     -1,095      1,002     -1,578        983          0          0          0          0          0          0:      884     1,339
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.4       57.6       24.9       18.1       11.0        1.9        0.0        0.0        3.1        0.0        0.0:     10.7      13.4
Old  :     100.0:      48.4       57.6       24.9       18.1       11.0        1.9        0.0        0.0        3.1        0.0        0.0:     10.7      13.4
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  :        21:         8         10          .          .          .          .          0          0          .          0          0:
Old  :        21:         8         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  :                 57.5       60.1       79.8       78.6       50.0       52.3       61.4       62.3
Old  :                 57.5       60.1       79.8       78.6       50.0       52.3       61.4       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    37,653:    33,369     36,840          0        299         31          0          0          0      2,930        117         93:    1,230       273
Old  :    37,653:    33,369     36,840          0        299         31          0          0          0      2,930        117         93:    1,230       273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,170:     1,389      1,084          0          0          0          0          0          0         87        117         93:     -399      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       97.8        0.0        0.8        0.1        0.0        0.0        0.0        7.8        0.3        0.2:      3.3       0.7
Old  :     100.0:      88.6       97.8        0.0        0.8        0.1        0.0        0.0        0.0        7.8        0.3        0.2:      3.3       0.7
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  :        28:        14         11          0          .          .          0          0          0          .          .          .:
Old  :        28:        14         11          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  :                 64.4       81.0       82.2       93.8       64.4       81.0       80.3       92.9
Old  :                 64.4       81.0       82.2       93.8       64.4       81.0       80.3       92.9
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, May 30, 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  :   120,337:    96,484     15,567      6,252     89,973      5,778          0          0          0      2,409          0          0:    9,414     9,019
Old  :   120,337:    96,484     15,567      6,252     89,973      5,778          0          0          0      2,409          0          0:    9,414     9,019
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       853:       547         31       -822        -92        914          0          0          0          0          0          0:      214         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       12.9        5.2       74.8        4.8        0.0        0.0        0.0        2.0        0.0        0.0:      7.8       7.5
Old  :     100.0:      80.2       12.9        5.2       74.8        4.8        0.0        0.0        0.0        2.0        0.0        0.0:      7.8       7.5
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  :        29:        16          6          .          9          7          0          0          0          .          0          0:
Old  :        29:        16          6          .          9          7          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  :                 42.3       64.7       66.4       82.3       41.5       62.4       61.7       74.7
Old  :                 42.3       64.7       66.4       82.3       41.5       62.4       61.7       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Futures Only, May 30, 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  :    77,307:    25,843     48,002     24,209     11,213     11,597      5,202          0          0          0          0          0:   10,456     6,495
Old  :    77,307:    25,843     48,002     24,209     11,213     11,597      5,202          0          0          0          0          0:   10,456     6,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       302:       123          0       -123        604       -302          0          0          0          0          0          0:      604         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       62.1       31.3       14.5       15.0        6.7        0.0        0.0        0.0        0.0        0.0:     13.5       8.4
Old  :     100.0:      33.4       62.1       31.3       14.5       15.0        6.7        0.0        0.0        0.0        0.0        0.0:     13.5       8.4
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  :        22:        13          8          .          .          4          .          0          0          0          0          0:
Old  :        22:        13          8          .          .          4          .          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  :                 50.7       60.9       70.6       80.8       38.0       57.4       55.6       71.0
Old  :                 50.7       60.9       70.6       80.8       38.0       57.4       55.6       71.0
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, May 30, 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  : 1,516,242:   249,170    370,812    138,712     82,725    157,184    297,456    125,154    339,617     64,080    205,741    196,197:   73,826    38,812
Old  : 1,516,242:   249,170    370,812    138,712     82,725    157,184    297,456    125,154    339,617     64,080    205,741    196,197:   73,826    38,812
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :   -16,749:    -9,002     -8,046     16,825     -7,552      5,038    -33,918     28,225      4,567     11,885    -28,229    -13,954:    1,810     3,202
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       24.5        9.1        5.5       10.4       19.6        8.3       22.4        4.2       13.6       12.9:      4.9       2.6
Old  :     100.0:      16.4       24.5        9.1        5.5       10.4       19.6        8.3       22.4        4.2       13.6       12.9:      4.9       2.6
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  :       310:        37         34         22         12         27         79         49         78         59         37         63:
Old  :       310:        37         34         22         12         27         79         49         78         59         37         63:
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  :                 18.4       24.0       31.5       38.7        8.2       16.9       12.5       22.4
Old  :                 18.4       24.0       31.5       38.7        8.2       16.9       12.5       22.4
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, May 30, 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  :   400,575:   137,462     85,445      6,408     95,337     36,614     13,136     13,095     10,852    160,814    127,361     24,130:   11,159     7,741
Old  :   400,575:   137,462     85,445      6,408     95,337     36,614     13,136     13,095     10,852    160,814    127,361     24,130:   11,159     7,741
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :   -19,266:    -6,550     -5,575        119     -5,555       -832     -4,726     -1,380       -684        418        184     -5,285:   -1,726      -139
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       21.3        1.6       23.8        9.1        3.3        3.3        2.7       40.1       31.8        6.0:      2.8       1.9
Old  :     100.0:      34.3       21.3        1.6       23.8        9.1        3.3        3.3        2.7       40.1       31.8        6.0:      2.8       1.9
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  :        80:        24         26          .         13         14          5          4          6         17         12         21:
Old  :        80:        24         26          .         13         14          5          4          6         17         12         21:
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  :                 57.5       50.0       66.1       63.9       55.5       45.1       60.5       55.0
Old  :                 57.5       50.0       66.1       63.9       55.5       45.1       60.5       55.0
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, May 30, 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  :   129,012:    30,877     16,710     31,062     14,406     21,258      2,909     27,915      7,128     10,105     20,164     12,507:   13,166     8,924
Old  :   129,012:    30,877     16,710     31,062     14,406     21,258      2,909     27,915      7,128     10,105     20,164     12,507:   13,166     8,924
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :   -26,032:    -2,195     -2,562     -1,571      3,735     -7,444     -1,149     -2,504     -1,899     -8,203    -13,223     -2,263:   -1,308       128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.9       13.0       24.1       11.2       16.5        2.3       21.6        5.5        7.8       15.6        9.7:     10.2       6.9
Old  :     100.0:      23.9       13.0       24.1       11.2       16.5        2.3       21.6        5.5        7.8       15.6        9.7:     10.2       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  :        51:        11         11         10          4         13          .          7          5          5         10         14:
Old  :        51:        11         11         10          4         13          .          7          5          5         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  :                 33.0       41.0       51.0       56.3       29.5       29.2       40.9       40.0
Old  :                 33.0       41.0       51.0       56.3       29.5       29.2       40.9       40.0
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, May 30, 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  :    34,650:     2,885      5,143     16,057     13,970      4,550        619      1,076      4,324      2,556      1,438      3,546:      113       603
Old  :    34,650:     2,885      5,143     16,057     13,970      4,550        619      1,076      4,324      2,556      1,438      3,546:      113       603
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :    -4,389:      -222     -1,066       -222      2,097     -1,619       -629      1,076     -1,078        264     -3,248       -889:        6       338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.3       14.8       46.3       40.3       13.1        1.8        3.1       12.5        7.4        4.2       10.2:      0.3       1.7
Old  :     100.0:       8.3       14.8       46.3       40.3       13.1        1.8        3.1       12.5        7.4        4.2       10.2:      0.3       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  :        28:         4          4          4          .          7          .          .          .          6          7          8:
Old  :        28:         4          4          4          .          7          .          .          .          6          7          8:
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  :                 62.0       75.7       85.9       86.6       46.3       49.7       54.7       53.7
Old  :                 62.0       75.7       85.9       86.6       46.3       49.7       54.7       53.7
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, May 30, 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  : 1,259,138:   277,160    213,563     81,890    827,381    115,468    154,581      2,449     46,075    530,457     12,077     24,963:   28,544    17,162
Old  : 1,259,138:   277,160    213,563     81,890    827,381    115,468    154,581      2,449     46,075    530,457     12,077     24,963:   28,544    17,162
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :   -44,850:   -12,979    -16,654      2,035    -14,407     -6,624     -6,657        906     -4,074    -17,311     -3,978      1,174:     -414    -1,193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.0       17.0        6.5       65.7        9.2       12.3        0.2        3.7       42.1        1.0        2.0:      2.3       1.4
Old  :     100.0:      22.0       17.0        6.5       65.7        9.2       12.3        0.2        3.7       42.1        1.0        2.0:      2.3       1.4
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  :        83:        28         27          .         16         13          9          .          6         13          7         15:
Old  :        83:        28         27          .         16         13          9          .          6         13          7         15:
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       38.7       67.0       62.6       52.2       36.3       62.6       59.0
Old  :                 54.5       38.7       67.0       62.6       52.2       36.3       62.6       59.0
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, May 30, 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  :   233,227:    42,999     37,562    137,678    107,882     20,227      2,922     14,950     10,119      6,101     27,729     10,179:    3,002     4,579
Old  :   233,227:    42,999     37,562    137,678    107,882     20,227      2,922     14,950     10,119      6,101     27,729     10,179:    3,002     4,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :   -28,254:   -10,169     -4,973    -10,653     -5,427     -1,000     -3,774     -4,800       -760       -229     -9,435     -1,744:       75      -115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.4       16.1       59.0       46.3        8.7        1.3        6.4        4.3        2.6       11.9        4.4:      1.3       2.0
Old  :     100.0:      18.4       16.1       59.0       46.3        8.7        1.3        6.4        4.3        2.6       11.9        4.4:      1.3       2.0
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  :        59:        15         19         15          4         12          5          4          6          5          7         11:
Old  :        59:        15         19         15          4         12          5          4          6          5          7         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  :                 29.2       55.8       48.6       68.7       28.6       53.6       46.1       61.6
Old  :                 29.2       55.8       48.6       68.7       28.6       53.6       46.1       61.6
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, May 30, 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  :    25,059:    24,242     10,384        127     12,432        124          0          0          0        351      1,760         35:      180       324
Old  :    25,059:    24,242     10,384        127     12,432        124          0          0          0        351      1,760         35:      180       324
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :        14:      -172        106         38        -30          0          0          0          0        165        -28         -7:      -10       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.7       41.4        0.5       49.6        0.5        0.0        0.0        0.0        1.4        7.0        0.1:      0.7       1.3
Old  :     100.0:      96.7       41.4        0.5       49.6        0.5        0.0        0.0        0.0        1.4        7.0        0.1:      0.7       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  :        40:        18         20          .          6          .          0          0          0          4          .          .:
Old  :        40:        18         20          .          6          .          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  :                 74.4       48.6       88.9       69.9       67.9       46.8       76.9       61.1
Old  :                 74.4       48.6       88.9       69.9       67.9       46.8       76.9       61.1
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, May 30, 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  :   109,209:    79,850     85,235      8,817     10,848      8,783      5,740         95        684      2,338      1,534      1,688:    1,309       342
Old  :   109,209:    79,850     85,235      8,817     10,848      8,783      5,740         95        684      2,338      1,534      1,688:    1,309       342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     2,171:     2,205      1,122       -895        -55      1,093       -484          3          2         76        -10        106:       68       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       78.0        8.1        9.9        8.0        5.3        0.1        0.6        2.1        1.4        1.5:      1.2       0.3
Old  :     100.0:      73.1       78.0        8.1        9.9        8.0        5.3        0.1        0.6        2.1        1.4        1.5:      1.2       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:        49         49          6          7          9          4          .          4         10         10         12:
Old  :        99:        49         49          6          7          9          4          .          4         10         10         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  :                 27.9       37.0       44.2       60.9       15.5       31.0       26.0       39.9
Old  :                 27.9       37.0       44.2       60.9       15.5       31.0       26.0       39.9
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, May 30, 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  :    79,443:    47,266     60,224      7,908      6,365      8,206      2,592        300        830     12,500      2,573          0:      141       945
Old  :    79,443:    47,266     60,224      7,908      6,365      8,206      2,592        300        830     12,500      2,573          0:      141       945
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :      -450:      -456       -260        211       -120       -175        -20          0          0          0          0          0:      -10       105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       75.8       10.0        8.0       10.3        3.3        0.4        1.0       15.7        3.2        0.0:      0.2       1.2
Old  :     100.0:      59.5       75.8       10.0        8.0       10.3        3.3        0.4        1.0       15.7        3.2        0.0:      0.2       1.2
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  :        42:        19         23          4          .          4          4          .          .          .          .          0:
Old  :        42:        19         23          4          .          4          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  :                 51.6       54.5       78.8       72.8       40.6       38.9       50.8       47.0
Old  :                 51.6       54.5       78.8       72.8       40.6       38.9       50.8       47.0
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, May 30, 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  :    40,782:    37,603     27,530          0      8,327      1,554        200          0          0        634      1,892        706:       85       773
Old  :    40,782:    37,603     27,530          0      8,327      1,554        200          0          0        634      1,892        706:       85       773
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :     1,359:     1,556      1,070          0        320       -170         10          0          0         70         51         78:     -185        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       67.5        0.0       20.4        3.8        0.5        0.0        0.0        1.6        4.6        1.7:      0.2       1.9
Old  :     100.0:      92.2       67.5        0.0       20.4        3.8        0.5        0.0        0.0        1.6        4.6        1.7:      0.2       1.9
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  :        55:        27         31          0          8          6          .          0          0          5          6          6:
Old  :        55:        27         31          0          8          6          .          0          0          5          6          6:
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  :                 48.4       37.2       71.3       58.9       40.3       30.1       51.5       41.1
Old  :                 48.4       37.2       71.3       58.9       40.3       30.1       51.5       41.1
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, May 30, 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  :    10,683:     5,949      5,585      2,968      3,176        110          0          0          0      1,136         25        338:      182     1,449
Old  :    10,683:     5,949      5,585      2,968      3,176        110          0          0          0      1,136         25        338:      182     1,449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       143:        50        105          0        -42          0          0          0          0         68        -52         17:        8       115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       52.3       27.8       29.7        1.0        0.0        0.0        0.0       10.6        0.2        3.2:      1.7      13.6
Old  :     100.0:      55.7       52.3       27.8       29.7        1.0        0.0        0.0        0.0       10.6        0.2        3.2:      1.7      13.6
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  :        36:        20         17          .          5          .          0          0          0          7          .          4:
Old  :        36:        20         17          .          5          .          0          0          0          7          .          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  :                 55.4       43.8       73.3       63.8       47.5       37.8       59.8       51.7
Old  :                 55.4       43.8       73.3       63.8       47.5       37.8       59.8       51.7
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, May 30, 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  :    15,890:    13,654      7,734        333      6,536         92          0          0          0        610        751        346:      855       431
Old  :    15,890:    13,654      7,734        333      6,536         92          0          0          0        610        751        346:      855       431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 23, 2017                                                                     :
     :       811:       787        728          0         32          0          0          0          0         16         70        -40:       48        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       48.7        2.1       41.1        0.6        0.0        0.0        0.0        3.8        4.7        2.2:      5.4       2.7
Old  :     100.0:      85.9       48.7        2.1       41.1        0.6        0.0        0.0        0.0        3.8        4.7        2.2:      5.4       2.7
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  :        33:        20         14          .          5          .          0          0          0          4          .          .:
Old  :        33:        20         14          .          5          .          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  :                 47.9       60.3       68.0       78.1       33.0       47.7       46.8       59.8
Old  :                 47.9       60.3       68.0       78.1       33.0       47.7       46.8       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 2, 2017