Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 5,133,215                :
: Positions                                                                                                    :
:2,528,830 1,109,894   627,757 2,946,634   204,905   596,185     5,535   281,648   315,218    27,436   541,820 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
: -203,925   -43,567    79,251  -108,466   -42,378   -37,679       113    20,521    -5,888   -21,284    -5,143 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      21.6      12.2      57.4       4.0      11.6       0.1       5.5       6.1       0.5      10.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      111       103         7        20        20        21         .        19        39        13        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   214,761                :
: Positions                                                                                                    :
:   26,759    55,462    50,489    46,734    36,361       749     8,650    42,444    38,336     6,982    17,480 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:  -10,693   -27,017   -18,654    11,951    -7,244   -11,901   -32,573    12,991   -18,291   -12,027       936 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.5      25.8      23.5      21.8      16.9       0.3       4.0      19.8      17.9       3.3       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       12        12        11         6        10         .         7         6         4         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   189,985                :
: Positions                                                                                                    :
:  122,686   161,805    37,521    11,565     7,253     1,448         0       248       227     1,366       918 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    6,135     4,271       756     2,131       -46     1,421         0      -120      -536       473       489 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      85.2      19.7       6.1       3.8       0.8       0.0       0.1       0.1       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       29        26         5         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   100,802                :
: Positions                                                                                                    :
:   86,024    80,325     5,629    14,981     3,381         0         0         0     2,805         0        90 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -751       295       245    -1,002       170         0         0         0        81         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      79.7       5.6      14.9       3.4       0.0       0.0       0.0       2.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        26         .         .         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   140,660                :
: Positions                                                                                                    :
:   98,833    66,574    13,418    53,522    11,126         0       305       995       589     2,196        31 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    4,151     1,484    -1,370      -214       857      -332       305        -9         0     1,850      -215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      47.3       9.5      38.1       7.9       0.0       0.2       0.7       0.4       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        18         5         6         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   981,855                :
: Positions                                                                                                    :
:  888,747   215,051    23,944   705,558    50,169         0     1,028     1,465        12     1,390     4,939 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   44,877    14,783       519    27,989    -4,055         0        97       149      -183     1,044       249 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      21.9       2.4      71.9       5.1       0.0       0.1       0.1       0.0       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       36        26         6        10        13         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   406,334                :
: Positions                                                                                                    :
:  326,813   276,819    26,183    86,438    33,333       346         0     1,435     5,849         0       334 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    9,377    11,704     3,438     3,147     5,548       252         0      -251       191      -327      -131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      68.1       6.4      21.3       8.2       0.1       0.0       0.4       1.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        33         .        10         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   315,556                :
: Positions                                                                                                    :
:  250,994   209,265    29,376    77,780    25,040         0       687     1,052     2,565         0       730 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    8,801    11,047       950      -394       518      -120       687      -142       702         0       365 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      66.3       9.3      24.6       7.9       0.0       0.2       0.3       0.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        34         5         9        12         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   136,238                :
: Positions                                                                                                    :
:  117,849    57,469     5,940    57,689     4,783         0       101     1,093       341     4,000       572 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    5,954     3,529        -3      -605     1,031         0    -1,200       241        93     3,535       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      42.2       4.4      42.3       3.5       0.0       0.1       0.8       0.3       2.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        19         .         9         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   108,028                :
: Positions                                                                                                    :
:   70,393    86,496    21,794     6,233     2,885         0     1,839         0     5,129     5,251     1,095 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      409     7,699     7,211         0      -965         0     1,222         0     1,344     1,069      -183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      80.1      20.2       5.8       2.7       0.0       1.7       0.0       4.7       4.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        19         4         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    22,885                :
: Positions                                                                                                    :
:   19,133    20,680     1,615     1,424       641         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    1,817     1,981       141      -107       107         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      90.4       7.1       6.2       2.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    94,410                :
: Positions                                                                                                    :
:   79,812    24,556     1,646    58,833     3,312       679         0       500         0     2,314         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -158       566         0      -906       906       679      -306      -216         0     1,168         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      26.0       1.7      62.3       3.5       0.7       0.0       0.5       0.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        10         .         6         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   175,307                :
: Positions                                                                                                    :
:  124,878    90,958    37,601    76,413     5,043         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    3,866     1,913        -5       998         3         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      51.9      21.4      43.6       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        17         5         7         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    63,242                :
: Positions                                                                                                    :
:   55,910    32,859         0    24,955       302         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    1,891     2,275         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      52.0       0.0      39.5       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   543,873                :
: Positions                                                                                                    :
:  408,724   190,836    71,400   303,573    29,827    12,476     2,541     5,646     4,717         0       958 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   22,664    24,488     6,957       181     1,180    -3,617     2,541       699       521         0       478 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      35.1      13.1      55.8       5.5       2.3       0.5       1.0       0.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       44        36         4         9         9         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   101,680                :
: Positions                                                                                                    :
:   81,930    45,382       180    34,167     9,939         0     2,409       693         0       382       796 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    4,009     7,999       180    -5,659     4,343         0     1,860      -263         0       -58       215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      44.6       0.2      33.6       9.8       0.0       2.4       0.7       0.0       0.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        14         .         5         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    20,106                :
: Positions                                                                                                    :
:   16,196    16,415     2,861     1,840         0         0         0         0         0       596         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      81.6      14.2       9.2       0.0       0.0       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    81,941                :
: Positions                                                                                                    :
:   38,217    51,260    35,901    22,115     3,640         0         0         0       248       682         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -671    -1,601      -473       -30       332    -2,498         0      -283       248       464         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      62.6      43.8      27.0       4.4       0.0       0.0       0.0       0.3       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        8        11         6         5         6         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   158,836                :
: Positions                                                                                                    :
:  102,301   117,372     9,077    26,301     8,875    29,779       248         0     8,587     2,790         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   23,746    47,418     2,579     6,449       815    22,401       248         0     8,587     2,790         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      73.9       5.7      16.6       5.6      18.7       0.2       0.0       5.4       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       16        34         4         5         4         4         .         0         5         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   170,450                :
: Positions                                                                                                    :
:   87,246   137,716    12,562    24,992     1,567    55,725       248         0    11,012     2,759     1,554 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   23,590    48,160     1,550     3,844       899    22,289       248         0     6,940     2,009     1,492 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      80.8       7.4      14.7       0.9      32.7       0.1       0.0       6.5       1.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       20        45         .         6         .         6         .         0         6         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    70,998                :
: Positions                                                                                                    :
:   67,358    67,016     3,012       550       252         0         0         0         0       463         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    3,823     4,168       306        -4       190         0         0         0         0      -289         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      94.4       4.2       0.8       0.4       0.0       0.0       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        21         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    20,765                :
: Positions                                                                                                    :
:   13,427    19,662     6,726       556         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      94.7      32.4       2.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        12         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   266,740                :
: Positions                                                                                                    :
:  201,724   206,574    47,402    38,167    10,528         0       896       865         0     1,054         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    1,901     9,696     6,508    -2,392     3,151      -117       896       207         0     1,054         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      77.4      17.8      14.3       3.9       0.0       0.3       0.3       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       32        35         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    75,623                :
: Positions                                                                                                    :
:   52,921    45,499         0    17,220     2,935         0         0         0         0     2,060       487 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      60.2       0.0      22.8       3.9       0.0       0.0       0.0       0.0       2.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         0         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   106,982                :
: Positions                                                                                                    :
:   87,919    82,122     6,714     4,697     9,243         0     2,096       307         0     2,520         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    9,558     7,592       -31      -185       549         0      -642        90         0     1,825         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      76.8       6.3       4.4       8.6       0.0       2.0       0.3       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        22         4         5         6         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   141,384                :
: Positions                                                                                                    :
:  100,444   128,563    24,065     4,049     3,558       322         0       401     3,546     1,451         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    6,642     3,875    -2,530       365      -158         0         0         0       151     1,451         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      90.9      17.0       2.9       2.5       0.2       0.0       0.3       2.5       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   106,154                :
: Positions                                                                                                    :
:   75,852    95,669    15,837     3,245     4,585         0         0         0       775         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      555     2,702       897        -3       540         0         0         0       775         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      90.1      14.9       3.1       4.3       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         4         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   124,997                :
: Positions                                                                                                    :
:  102,940   105,782     2,621         0    13,355         0         0         0       217     1,934       246 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -919    -1,125    -1,712         0     1,712         0         0         0         0       751       123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      84.6       2.1       0.0      10.7       0.0       0.0       0.0       0.2       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   148,192                :
: Positions                                                                                                    :
:  100,485    82,101    17,276    45,324     9,081     2,906         0       535         0     4,123        43 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      644     2,487       856      -756     1,430     1,503         0      -544         0     2,522      -629 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      55.4      11.7      30.6       6.1       2.0       0.0       0.4       0.0       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        17         .         6         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    20,451                :
: Positions                                                                                                    :
:   18,517    17,906     1,008     1,221         0         0         0         0       336       640         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    5,265     5,265         0        62         0         0         0         0         0       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      87.6       4.9       6.0       0.0       0.0       0.0       0.0       1.6       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        12         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    33,952                :
: Positions                                                                                                    :
:   16,183    31,932    13,815       636       248        94         0       186       682         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    3,207     5,208     1,716         0         0      -186         0       186       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      94.1      40.7       1.9       0.7       0.3       0.0       0.5       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   192,658                :
: Positions                                                                                                    :
:  104,707   121,841    58,049    45,466    10,092       762     4,798     1,359    11,285       819     1,232 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    5,892     7,526     4,053       578       154      -736       272         0      -108       819        18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      63.2      30.1      23.6       5.2       0.4       2.5       0.7       5.9       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        26         4         5         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    91,615                :
: Positions                                                                                                    :
:   69,419    58,138     5,827    18,677     5,870       546         0       426         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -844     3,104     1,417      -730         0       546         0       426         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      63.5       6.4      20.4       6.4       0.6       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    98,970                :
: Positions                                                                                                    :
:   54,923    80,678    37,126    12,894     1,052         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      120       151         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      81.5      37.5      13.0       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        14         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    68,460                :
: Positions                                                                                                    :
:   36,892    38,874    17,673    15,151     5,280     1,464         0       248         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      56.8      25.8      22.1       7.7       2.1       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         4         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   131,893                :
: Positions                                                                                                    :
:  102,796    29,537     8,190    89,682     3,573       496         0         0     2,827         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    4,158      -153       163     4,770      -125       -62         0         0       365         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      22.4       6.2      68.0       2.7       0.4       0.0       0.0       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17         8         .         8         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    61,086                :
: Positions                                                                                                    :
:   22,097    46,094    28,331    10,578     1,938     2,630         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   -3,875    -2,724      -306        31         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.2      75.5      46.4      17.3       3.2       4.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 1,332,711                :
: Positions                                                                                                    :
:  195,697   299,713   173,523    46,867   126,692   266,202   189,031   259,100    59,508   191,529   181,369 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   13,480    10,202     3,277    -4,534     5,358    18,190    13,237    26,359    -4,457     9,491    -5,449 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.7      22.5      13.0       3.5       9.5      20.0      14.2      19.4       4.5      14.4      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   317                     :
:       36        35        25         7        24        67        57        63        63        47        73 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   365,301                :
: Positions                                                                                                    :
:  130,815    58,470     5,447    75,399    43,905     5,023     8,534    18,315   131,374   133,510    18,164 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   -4,418    -3,739        49   -12,076    -1,753    -4,245     2,943    -4,084    -7,233       177    -5,564 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      16.0       1.5      20.6      12.0       1.4       2.3       5.0      36.0      36.5       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       21        21         .        12        13         4         5         8        12        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   113,089                :
: Positions                                                                                                    :
:    9,480    21,248    36,523    18,613    19,605     9,084    16,516    10,437     9,616    10,450     8,780 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   -6,915   -18,337   -12,185      -134    -2,097    -5,238       -24    -4,050       191    -4,217    -2,428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.4      18.8      32.3      16.5      17.3       8.0      14.6       9.2       8.5       9.2       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:        7         9        12         .        13         6         5         8         6         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    30,800                :
: Positions                                                                                                    :
:      976     2,431    16,428    16,681     3,939     3,498         0       992     1,841     3,485     3,066 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -290        82     2,126    -1,577    -3,197    -2,972      -278         0    -1,200      -486      -577 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.2       7.9      53.3      54.2      12.8      11.4       0.0       3.2       6.0      11.3      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        .         4         6         .         6         .         0         .         6         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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 1,286,593                :
: Positions                                                                                                    :
:  296,880   233,550   104,978   797,404   116,000   125,147    23,599    55,092   531,926    17,651    27,325 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:  -17,768   -16,502     4,299    -9,482   -14,086     7,829    15,106       -27   -13,841    -6,904    -1,086 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      18.2       8.2      62.0       9.0       9.7       1.8       4.3      41.3       1.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       32        29         4        15        14         7         .         5        13         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   279,922                :
: Positions                                                                                                    :
:   59,509    43,051   149,678   135,822    19,712    15,856    18,331     9,288     6,571    34,773    14,155 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:   -6,063   -26,005   -17,204    17,357    -4,511     6,293    -4,526      -252    -2,933    -5,876     2,184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.3      15.4      53.5      48.5       7.0       5.7       6.5       3.3       2.3      12.4       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       14        16        15         5        10         7         5         7         7         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    32,919                :
: Positions                                                                                                    :
:   31,415    18,115         0    12,358         0         0         0         0       998     1,409       285 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    3,132     2,361         0       834         0         0         0         0       307       245       262 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.4      55.0       0.0      37.5       0.0       0.0       0.0       0.0       3.0       4.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        20         0         5         0         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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   116,404                :
: Positions                                                                                                    :
:   87,585    91,730    10,640    13,529     6,872     4,079        56       115     5,120     2,574     1,427 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:    1,787     2,117        45      -618       549        15         0       -10       422       794       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      78.8       9.1      11.6       5.9       3.5       0.0       0.1       4.4       2.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       49        54         5         8        10         5         .         .        14         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    94,216                :
: Positions                                                                                                    :
:   61,242    71,608     6,072     6,035    11,013     2,768       915         0    12,900     3,646         0 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:     -124      -492      -270      -140       525       -59        45       -52       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      76.0       6.4       6.4      11.7       2.9       1.0       0.0      13.7       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        25         4         .         4         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    37,756                :
: Positions                                                                                                    :
:   35,332    24,044         0    10,686       328       235         0         0       956     1,154       675 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      666       344         0       357        -5       -30         0         0       469         0        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      63.7       0.0      28.3       0.9       0.6       0.0       0.0       2.5       3.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        27         0         7         .         .         0         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    13,958                :
: Positions                                                                                                    :
:    7,425     8,764     4,037     3,445         0         0         0         0     2,124       133       296 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      361       164        25        65         0         0         0         0       -41         0       107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      62.8      28.9      24.7       0.0       0.0       0.0       0.0      15.2       1.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        18         .         4         0         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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    15,040                :
: Positions                                                                                                    :
:   13,740     7,179       136     6,400        88         0         0         0       291       794       223 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:      212         4         0       130        30         0         0         0         5       126        85 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      47.7       0.9      42.6       0.6       0.0       0.0       0.0       1.9       5.3       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        16         .         5         .         0         0         0         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 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     3,137                :
: Positions                                                                                                    :
:    2,690     2,360        50       142       285         0         0         0        45       253        62 :
:                                                                                                              :
: Changes from:     February 21, 2017                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      75.2       1.6       4.5       9.1       0.0       0.0       0.0       1.4       8.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 3, 2017