Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,068,157                :
: Positions                                                                                                    :
:2,603,787 1,205,663   593,592 2,960,201   198,503   569,710     2,733   271,965   427,687    51,315   362,504 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   86,273    -4,563     5,996    10,714       589    21,801    -2,895   -15,903   -93,884    19,998    31,097 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      23.8      11.7      58.4       3.9      11.2       0.1       5.4       8.4       1.0       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      111       104         9        20        21        19         .        17        33        12        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   218,358                :
: Positions                                                                                                    :
:   30,377    48,078    54,603    41,891    32,757     3,141    58,954     8,668    72,396    13,164    14,362 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:    3,663       175     2,406     7,148    -1,188         0    -8,753     6,449    -4,397     3,102    -1,231 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9      22.0      25.0      19.2      15.0       1.4      27.0       4.0      33.2       6.0       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       11        13        11         7        12         .         8         6         8         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   175,142                :
: Positions                                                                                                    :
:  105,387   152,835    39,283     8,462     6,756       504         0       330       846       898        90 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -16,522   -18,331     2,624       447    -2,536       -33         0       -60    -2,378       898        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      87.3      22.4       4.8       3.9       0.3       0.0       0.2       0.5       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        19         4         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   103,384                :
: Positions                                                                                                    :
:   95,407    81,708       684    15,270     2,886         0         0         0       539         0       124 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -3,638     1,442       234    -5,044      -372         0         0         0      -260         0       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      79.0       0.7      14.8       2.8       0.0       0.0       0.0       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        24         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   137,117                :
: Positions                                                                                                    :
:  101,099    58,826    10,493    60,365     6,433         0     1,217       622     1,324        72       776 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -9,730    -1,971     2,102    -9,587    -1,824         0       786      -364     1,034      -754        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      42.9       7.7      44.0       4.7       0.0       0.9       0.5       1.0       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        18         4         6         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   892,744                :
: Positions                                                                                                    :
:  800,399   159,175    24,159   677,176    48,946         0       436       792         0        88     2,731 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -33,751       331       455   -23,219     4,011         0        22      -348       -18        32       328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      17.8       2.7      75.9       5.5       0.0       0.0       0.1       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       38        25         5         9        11         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   359,725                :
: Positions                                                                                                    :
:  292,938   225,478    18,809    90,566    35,536         0     1,210     1,156     5,647         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -5,323   -13,712     1,713     4,386    -5,103      -181       982      -364    -2,672         0      -236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      62.7       5.2      25.2       9.9       0.0       0.3       0.3       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       27        34         .        10         6         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   272,551                :
: Positions                                                                                                    :
:  209,869   175,234    26,451    68,207    25,177       694         0     1,204         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -7,629    -1,268     1,820    -3,487      -265       694      -625       161    -1,117         0      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      64.3       9.7      25.0       9.2       0.3       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        26         4         9        10         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   115,510                :
: Positions                                                                                                    :
:  103,742    40,005         0    58,480     4,198     1,454         0       762       306         0        62 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:     -349    -1,335       -74      -947      -449       608         0      -156      -123      -310      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      34.6       0.0      50.6       3.6       1.3       0.0       0.7       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        14         0         9         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    96,280                :
: Positions                                                                                                    :
:   71,324    78,509    11,869     1,673     4,700       163       586        91     2,286     4,618     1,257 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -9,436    -6,381     2,174       155      -586       163    -1,085        61       -62       435        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      81.5      12.3       1.7       4.9       0.2       0.6       0.1       2.4       4.8       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        19         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    93,743                :
: Positions                                                                                                    :
:   81,258    14,627     1,446    72,129     1,169     1,360         0       140         0       930         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -7,480    -2,848      -551    -3,572         0       773         0      -217         0      -635         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      15.6       1.5      76.9       1.2       1.5       0.0       0.1       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         7         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   155,311                :
: Positions                                                                                                    :
:  108,797    75,338    34,774    72,608     5,616         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -5,882    -4,471    -1,503    -2,127    -1,155         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      48.5      22.4      46.8       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        13         6         7         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   423,399                :
: Positions                                                                                                    :
:  310,576   150,493    61,999   234,780    27,436     9,173     2,782         0     1,072         0       516 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -9,609    -6,078    -3,916     6,661       508     6,450     2,132    -1,561     1,072      -272       179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      35.5      14.6      55.5       6.5       2.2       0.7       0.0       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       44        28         .        10         9         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    83,484                :
: Positions                                                                                                    :
:   68,580    24,655     2,381    42,789     6,244         0     1,123     1,179         0       991         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -5,088    -3,966     2,381       404      -276         0       205       227         0    -1,280       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      29.5       2.9      51.3       7.5       0.0       1.3       1.4       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         .         6         6         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    72,423                :
: Positions                                                                                                    :
:   32,322    48,454    30,550    11,036     5,226       450         0     2,060       224         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -3,397    -1,813     3,505      -902      -400      -241         0       883       191      -248      -338 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.6      66.9      42.2      15.2       7.2       0.6       0.0       2.8       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        10         6         4         7         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    80,866                :
: Positions                                                                                                    :
:   56,003    50,840     6,258    16,218    10,132     7,078         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -18,853   -34,032    -4,779    -1,781    -3,340   -20,919    -8,990         0    -3,410    -2,139         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      62.9       7.7      20.1      12.5       8.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        10         .         4         5         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    89,047                :
: Positions                                                                                                    :
:   42,816    59,887    11,994    13,347     3,568    26,757     8,990         0     3,410     2,139         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -13,175   -31,713    -1,922       961    -1,395   -15,506     6,262   -10,354    -1,023    -6,355      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      67.3      13.5      15.0       4.0      30.0      10.1       0.0       3.8       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       19        23         .         4         .         4         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    44,317                :
: Positions                                                                                                    :
:   40,371    41,486     3,543       279         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -11,315   -13,504    -1,054       279      -279         0         0         0      -341         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      93.6       8.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   251,832                :
: Positions                                                                                                    :
:  208,239   175,685    19,685    47,089    16,859       617         0       688         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:    1,835     2,895      -877       117      -541       617      -667       202         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      69.8       7.8      18.7       6.7       0.2       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       30        27         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    72,999                :
: Positions                                                                                                    :
:   51,409    59,955     7,208     1,847     5,787         0       143       256       745         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -1,619    -3,952      -467       856       428       -88       143        67      -309         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      82.1       9.9       2.5       7.9       0.0       0.2       0.4       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is    85,334                :
: Positions                                                                                                    :
:   65,258    65,570     7,158     6,130     7,528         0     1,894       588         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -15,751   -13,263      -307    -1,274       837         0      -229       132         0    -2,314      -192 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      76.8       8.4       7.2       8.8       0.0       2.2       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         .         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   128,015                :
: Positions                                                                                                    :
:   82,205   118,845    32,436     2,350       700       273         0       481     3,189       476         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -7,713    -7,181     1,527      -206      -199    -1,038         0      -167      -465      -509         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      92.8      25.3       1.8       0.5       0.2       0.0       0.4       2.5       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   103,831                :
: Positions                                                                                                    :
:   87,516    87,233     2,566     7,308     7,201         0         0         0       553       619       450 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:     -898    -2,635    -1,005       882       998         0         0         0      -403       -95       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      84.0       2.5       7.0       6.9       0.0       0.0       0.0       0.5       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   129,706                :
: Positions                                                                                                    :
:   96,689    66,100    10,606    46,018     4,757         0        66     1,532         0     1,378         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -9,091     1,246     1,402    -5,114    -1,712      -301        66       239         0    -3,708         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      51.0       8.2      35.5       3.7       0.0       0.1       1.2       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        14         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    15,701                :
: Positions                                                                                                    :
:   10,708    14,256     1,311       589         0         0         0         0     1,302         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -4,570    -8,079      -682       589      -589      -403         0         0      -868         0      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      90.8       8.3       3.8       0.0       0.0       0.0       0.0       8.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    17,147                :
: Positions                                                                                                    :
:   12,345    14,853     3,853     2,015         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -6,510    -6,169    -2,139      -930         0         0         0         0      -403    -2,108         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      86.6      22.5      11.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   172,616                :
: Positions                                                                                                    :
:   96,519    96,553    51,414    57,602     5,502         0     5,234       494     8,201        14     1,291 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -7,172    -1,873     4,454    -5,371    -2,773         0     1,563       466      -444        14       292 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      55.9      29.8      33.4       3.2       0.0       3.0       0.3       4.8       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        23         4         5         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    83,480                :
: Positions                                                                                                    :
:   69,134    51,743     3,829    21,124     3,032         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -1,824       250      -550       114      -691         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      62.0       4.6      25.3       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    92,618                :
: Positions                                                                                                    :
:   50,157    72,577    34,752    12,676     3,156         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -5,149    -5,148      -671      -689      -204         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      78.4      37.5      13.7       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         8         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   123,666                :
: Positions                                                                                                    :
:   88,953    32,175     7,090    81,555     3,857     1,180         0         0     3,034         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -1,735    -3,311      -871    -1,305      -367      -434         0         0      -632         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      26.0       5.7      65.9       3.1       1.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         6         .         8         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,217,323                :
: Positions                                                                                                    :
:  192,545   317,565   172,604    55,591    93,103   254,613   114,358   261,088    44,052   218,034   127,345 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   10,357     9,798    30,450    -1,875   -15,523   -19,341    11,932   -19,210   -12,302   -10,489    11,028 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      26.1      14.2       4.6       7.6      20.9       9.4      21.4       3.6      17.9      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   295                     :
:       44        36        25         8        24        73        28        61        57        40        77 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   365,745                :
: Positions                                                                                                    :
:  128,417    59,976     2,821    75,985    53,457     2,651     8,993    16,975   130,427   122,347    22,076 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:    1,308     3,739         0      -242     2,033     1,028    -2,594     3,234     4,413     5,682    -1,862 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      16.4       0.8      20.8      14.6       0.7       2.5       4.6      35.7      33.5       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       23        22         .        11        12         4         4         6        15        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   111,890                :
: Positions                                                                                                    :
:   16,698    28,479    48,409    29,521    11,744     7,477     8,520     8,207     2,616     8,751     9,111 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -1,181     1,700     2,584    -2,198     1,469     1,125       885      -393       400     1,861      -148 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.9      25.5      43.3      26.4      10.5       6.7       7.6       7.3       2.3       7.8       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:        9        12        12         .        12         9         5         9         5         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    28,685                :
: Positions                                                                                                    :
:    2,546     5,643    12,164    13,250     5,228     4,288       259     1,287       914       808     1,533 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:        0        26       611      -115     1,688      -185        25       366      -148       342       336 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.9      19.7      42.4      46.2      18.2      14.9       0.9       4.5       3.2       2.8       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        4         5         6         .         5         .         .         .         6         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,373,477                :
: Positions                                                                                                    :
:  340,621   259,146   104,340   817,002   138,437   129,826    12,829    55,743   544,955    39,875    32,654 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -3,834     9,616    -1,521     2,788       826    11,104         0      -357     5,426    -2,650     1,839 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.8      18.9       7.6      59.5      10.1       9.5       0.9       4.1      39.7       2.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       34        30         4        14        13         8         .         5        15         6        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   290,604                :
: Positions                                                                                                    :
:   62,599    61,744   174,445   127,515    18,060     8,217    23,684    12,293     8,592    36,541     3,825 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:   -2,052     1,334    11,325    -9,508     1,121    -1,222     9,546       698     2,407     4,197      -650 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.5      21.2      60.0      43.9       6.2       2.8       8.1       4.2       3.0      12.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       15        19        14         6        14         8         7         9         7        10        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    33,608                :
: Positions                                                                                                    :
:   30,975    21,444       203     9,932        88         0         0         0     1,825       936        82 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:    1,259      -339         0     1,890         0         0         0         0        77         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      63.8       0.6      29.6       0.3       0.0       0.0       0.0       5.4       2.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        14         .         4         .         0         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   123,788                :
: Positions                                                                                                    :
:   90,487    96,245    14,366    14,728     6,701     2,024        58     1,487     5,903     2,332     1,885 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:  -10,980   -11,321    -2,045    -1,674       513       -65       -49      -843      -231      -147       254 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      77.7      11.6      11.9       5.4       1.6       0.0       1.2       4.8       1.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       48        48         5         8         8         .         .         .        14         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    96,224                :
: Positions                                                                                                    :
:   63,818    72,688     7,546     6,610    10,017     1,722     1,920         0    12,850     4,032         0 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:     -916    -1,181       -95       -80       -90         0         0         0       -35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      75.5       7.8       6.9      10.4       1.8       2.0       0.0      13.4       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         4         .         5         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    35,275                :
: Positions                                                                                                    :
:   32,496    25,951         0     7,243       463       360         0         0     1,264       814       431 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:    1,552     1,191       -10       576       111       360         0         0       -60        75      -261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      73.6       0.0      20.5       1.3       1.0       0.0       0.0       3.6       2.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        28         0         7         4         .         0         0         6         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    14,759                :
: Positions                                                                                                    :
:    7,584    10,289     4,464     3,062         0         0         0         0     2,465        17       188 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:      303       -13         0       305         0         0         0         0       150       -28        73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      69.7      30.2      20.7       0.0       0.0       0.0       0.0      16.7       0.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        16         .         .         0         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,198                :
: Positions                                                                                                    :
:   14,793     9,134       293     5,889        78        49         0         0       239       404       178 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:      425       353         0         5         0         0         0         0       -65        52         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      56.4       1.8      36.4       0.5       0.3       0.0       0.0       1.5       2.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        17         .         5         .         .         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE BALMO  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665W                                                    Open Interest is     1,775                :
: Positions                                                                                                    :
:    1,495     1,487         0        37         0         0         0         0       134        50       106 :
:                                                                                                              :
: Changes from:     January 3, 2017                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      83.8       0.0       2.1       0.0       0.0       0.0       0.0       7.5       2.8       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         0         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 13, 2017