Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 5,399,878                :
: Positions                                                                                                    :
:2,627,508 1,195,041   633,837 3,149,665   198,580   660,622    15,515   210,537   467,628    51,332   562,924 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:  -71,321   -45,654   -16,010   -43,425    -5,523     1,417    10,881   -24,740     9,327        87    33,754 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      22.1      11.7      58.3       3.7      12.2       0.3       3.9       8.7       1.0      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      105        98         7        20        20        19         4        17        48         9        40 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   219,995                :
: Positions                                                                                                    :
:   22,562    53,764    64,036    29,464    34,535       491    32,210    37,717    41,434    15,075    16,741 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:  -30,336    -9,553    -1,056    -3,224    -7,725    -4,253    20,404   -15,214    12,816   -31,119   -21,580 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.3      24.4      29.1      13.4      15.7       0.2      14.6      17.1      18.8       6.9       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       12        10        13         4        11         .         7         6         8         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   197,233                :
: Positions                                                                                                    :
:  132,393   166,399    36,730    14,444     5,992     1,816         0       305       612     1,726       770 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    2,887      -337      -614       186       463         0      -442    -1,222    -1,010       166       648 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      84.4      18.6       7.3       3.0       0.9       0.0       0.2       0.3       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        22         5         .         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   111,585                :
: Positions                                                                                                    :
:   98,503    84,538     4,624    21,114     1,055         0         0         0     1,395         0       155 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    1,857    -1,103      -341       179      -112         0         0         0      -191         0       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      75.8       4.1      18.9       0.9       0.0       0.0       0.0       1.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       24        24         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   158,486                :
: Positions                                                                                                    :
:  115,207    81,099     9,372    47,082    15,687         0     2,779       382         0     2,973       398 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      520    -1,074     1,770      -518    -1,715      -185     2,779      -735         0     1,224      -399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      51.2       5.9      29.7       9.9       0.0       1.8       0.2       0.0       1.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        19         5         5         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 1,041,332                :
: Positions                                                                                                    :
:  953,433   226,857    21,337   754,994    45,935         0     1,953     3,739       992       517     5,403 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:  -32,899   -17,285    -1,349   -12,777      -799         0    -1,147     1,736       917    -1,848       550 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      21.8       2.0      72.5       4.4       0.0       0.2       0.4       0.1       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       37        23         6        10        14         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   435,503                :
: Positions                                                                                                    :
:  358,991   302,101    26,184    97,352    24,421     2,834         0       348     7,402     1,442       461 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -1,169     3,574     2,052    -1,669    -1,027     1,845         0      -358       269       -64        92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      69.4       6.0      22.4       5.6       0.7       0.0       0.1       1.7       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       27        32         .        10         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   343,117                :
: Positions                                                                                                    :
:  274,082   221,150    30,105    92,322    21,023       173         0     1,928     2,844         0       977 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    2,396     7,629     2,316       731      -577      -944         0       617       410         0      -444 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      64.5       8.8      26.9       6.1       0.1       0.0       0.6       0.8       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        30         5         9        11         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   166,088                :
: Positions                                                                                                    :
:  141,105    87,216    10,225    53,758     8,049         0       504     1,031         0     2,064       642 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    1,973    -2,014    -2,741    -1,353     1,152      -435       504      -219         0      -365       118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      52.5       6.2      32.4       4.8       0.0       0.3       0.6       0.0       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        20         .         6         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   116,687                :
: Positions                                                                                                    :
:   71,883    96,586    27,588     5,892     2,515     3,101     3,168         0     6,008     2,605     1,490 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -1,096     3,686     1,347         0       -59     1,021        30         0       -31    -1,722       509 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      82.8      23.6       5.0       2.2       2.7       2.7       0.0       5.1       2.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       15        18         6         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    36,265                :
: Positions                                                                                                    :
:   32,855    29,252       489     4,986       765         0         0         0         0       510         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -1,120      -210         0         0         0         0         0         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      80.7       1.3      13.7       2.1       0.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        15         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   104,743                :
: Positions                                                                                                    :
:   84,305    35,172     1,324    53,505     6,935     2,123         0       803         0     1,293       246 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    6,815     8,806     1,074      -316     1,872       370         0       483         0      -460       246 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      33.6       1.3      51.1       6.6       2.0       0.0       0.8       0.0       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         6         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   175,021                :
: Positions                                                                                                    :
:  126,578    93,053    36,988    76,098     3,799         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -236       484       422        16         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      53.2      21.1      43.5       2.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        17         5         7         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    59,422                :
: Positions                                                                                                    :
:   50,142    29,984         0    24,306       796         0         0         0     1,712         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -487    -2,161         0       604         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      50.5       0.0      40.9       1.3       0.0       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    23,740                :
: Positions                                                                                                    :
:   18,123    20,933       249       210       651     1,960       450         0     1,260         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -916      -218        60         0         0         0       -90         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      88.2       1.0       0.9       2.7       8.3       1.9       0.0       5.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        14         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   570,555                :
: Positions                                                                                                    :
:  409,428   207,471    60,876   293,098    43,398    13,302     8,377     5,992    26,480       275     1,357 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    4,843      -972    -7,248     3,539     5,636    -1,199       572       559     6,127       -60       467 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      36.4      10.7      51.4       7.6       2.3       1.5       1.1       4.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       44        37         4        10         9         .         .         5         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   132,969                :
: Positions                                                                                                    :
:   98,805    72,145    11,933    35,345    12,267       830     1,816     1,403         0     2,164       124 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    4,484     4,484      -851     1,896        -3       830      -367      -128         0      -459        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      54.3       9.0      26.6       9.2       0.6       1.4       1.1       0.0       1.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        13         .         5         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    20,517                :
: Positions                                                                                                    :
:   16,521    18,226     2,838     1,276         0         0         0         0         0       492         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:        0       -31         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      88.8      13.8       6.2       0.0       0.0       0.0       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    84,912                :
: Positions                                                                                                    :
:   40,487    53,333    36,852    23,049     4,032         0         0         0       649         0       182 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -303     1,506     1,503       -62        62         0         0         0      -276         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      62.8      43.4      27.1       4.7       0.0       0.0       0.0       0.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        11         6         5         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   150,485                :
: Positions                                                                                                    :
:   95,039   110,426    13,382    19,870     8,104    26,610     1,348         0     5,220     4,350         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    6,350     5,458    -1,702       120     1,254     5,108     1,032         0      -270     2,040         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      73.4       8.9      13.2       5.4      17.7       0.9       0.0       3.5       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       18        31         4         4         .         .         .         0         4         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   195,933                :
: Positions                                                                                                    :
:  104,697   159,621    17,026    20,578     2,853    56,277     1,596         0    12,908     6,667     1,049 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    7,793     6,620    -1,124       148       924     5,203     1,032         0       480     2,567      -630 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      81.5       8.7      10.5       1.5      28.7       0.8       0.0       6.6       3.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       26        42         .         4         4         5         .         0         7         8         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    84,193                :
: Positions                                                                                                    :
:   80,962    80,697     2,346       755         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    4,572     4,692       360         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.2      95.8       2.8       0.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        26         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    21,371                :
: Positions                                                                                                    :
:   14,713    19,834     6,320       248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:       30      -744         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      92.8      29.6       1.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   287,782                :
: Positions                                                                                                    :
:  203,167   244,948    59,396    18,210    14,418         0     1,390       945         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -1,135     4,860       211    -4,338     2,112      -216     1,390      -368         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      85.1      20.6       6.3       5.0       0.0       0.5       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       29        28         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    30,410                :
: Positions                                                                                                    :
:   25,974    24,189       661       669         0       357     1,180        93       603     1,088         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -155       510        30         0         0         0         0         0       -30      -270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      79.5       2.2       2.2       0.0       1.2       3.9       0.3       2.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         0         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   114,498                :
: Positions                                                                                                    :
:   99,703    88,604         0    10,271     5,719         0     1,936       273         0     1,068       552 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    4,489     3,229         0       792       304         0      -948       180         0       -72       552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      77.4       0.0       9.0       5.0       0.0       1.7       0.2       0.0       0.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        17         0         4         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #0233BA                                                    Open Interest is    33,512                :
: Positions                                                                                                    :
:   24,712     9,360     1,797    14,699     3,542         0     2,063       201         0       209       397 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      27.9       5.4      43.9      10.6       0.0       6.2       0.6       0.0       0.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   151,506                :
: Positions                                                                                                    :
:  105,820   136,458    26,416     3,750     3,091       933         0     1,428     3,790       468       552 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      367     2,153     2,454       -31         0    -1,117         0       955       288    -1,069       552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      90.1      17.4       2.5       2.0       0.6       0.0       0.9       2.5       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   121,967                :
: Positions                                                                                                    :
:   91,201   110,067    18,529     4,916     3,205         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      705       198       398     1,923       -58         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      90.2      15.2       4.0       2.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        11         4         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    53,550                :
: Positions                                                                                                    :
:   52,266    51,925       178         0        62         0         0         0         0       300         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    8,720     7,852         0         0         0         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.6      97.0       0.3       0.0       0.1       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        15         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   119,497                :
: Positions                                                                                                    :
:   96,043   100,767     2,297     1,717    13,346       489         0       866         0       300         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      107     1,650       453         0         0      -243         0       705         0      -549       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      84.3       1.9       1.4      11.2       0.4       0.0       0.7       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        15         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   156,711                :
: Positions                                                                                                    :
:  113,344    86,332    14,749    39,314    15,620       675         0     1,302       268     4,326       186 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    5,135     1,579      -420       530         0       540         0      -190       120     1,181       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      55.1       9.4      25.1      10.0       0.4       0.0       0.8       0.2       2.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        16         .         5         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    16,378                :
: Positions                                                                                                    :
:   15,669    12,621         0     2,871       372         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      620       620         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      77.1       0.0      17.5       2.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        12         0         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    25,969                :
: Positions                                                                                                    :
:   24,046    24,172         0     1,335         0         0         0         0         0       308         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -150      -120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      93.1       0.0       5.1       0.0       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    35,136                :
: Positions                                                                                                    :
:   16,910    33,480    12,707       608       248       750         0         0     1,462         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -404       120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      95.3      36.2       1.7       0.7       2.1       0.0       0.0       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   190,825                :
: Positions                                                                                                    :
:   97,287   115,407    60,109    44,625     7,758     2,222     5,825     1,821    11,922     2,251       600 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      105    -1,638    -1,710    -1,168       917         0     1,353        90         0       180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      60.5      31.5      23.4       4.1       1.2       3.1       1.0       6.2       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        23         4         4         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    88,186                :
: Positions                                                                                                    :
:   65,862    55,093     3,910    19,371     4,432       368         0       420         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:     -848     1,523       241    -1,029       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      62.5       4.4      22.0       5.0       0.4       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        14         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    99,930                :
: Positions                                                                                                    :
:   57,792    80,544    31,507    14,014     1,340         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    2,290     1,442    -1,020       552       240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      80.6      31.5      14.0       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   125,328                :
: Positions                                                                                                    :
:   98,276    19,239     7,781    87,308     4,251         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    2,922    -1,686     1,460     2,419       663         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      15.4       6.2      69.7       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17         6         .         8         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    66,254                :
: Positions                                                                                                    :
:   21,576    42,383    23,654    10,024     8,214     5,992         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    2,354    -1,330    -2,835        30     2,069         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      64.0      35.7      15.1      12.4       9.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         9         4         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 1,419,938                :
: Positions                                                                                                    :
:  216,973   299,581   131,231    63,952   148,229   302,173   125,709   283,532    50,176   245,000   215,253 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    8,164     1,246    -9,841     9,450       814    21,992    -4,568    22,292    -5,410    16,663     9,401 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      21.1       9.2       4.5      10.4      21.3       8.9      20.0       3.5      17.3      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   330                     :
:       39        39        21        12        25        87        38        82        57        54        74 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   382,515                :
: Positions                                                                                                    :
:  135,414    78,197     7,322    81,625    40,944     8,041    12,316    14,287   139,941   120,762    25,912 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -8,926    -5,453        89    -1,591    -5,765    -8,601     2,724    -4,562     1,954   -11,056      -590 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      20.4       1.9      21.3      10.7       2.1       3.2       3.7      36.6      31.6       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       24        23         .        13        15         .         5         6        15        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   126,812                :
: Positions                                                                                                    :
:   21,650    20,421    42,788    16,768    18,607     8,911    27,904     7,343     9,560    17,740     9,265 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:    1,167    -5,294     3,880    -1,212    -4,940    -4,163     1,832    -2,307    -4,415     1,416   -11,047 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.1      16.1      33.7      13.2      14.7       7.0      22.0       5.8       7.5      14.0       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       10        11        12         4        13         6         5         6         4         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    28,371                :
: Positions                                                                                                    :
:    1,899     2,776    13,119    12,544     3,999     1,471         0     2,799     2,333     3,306     2,736 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:      -84       147      -139    -5,658       160        99         0       -65      -903    -5,653      -879 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.7       9.8      46.2      44.2      14.1       5.2       0.0       9.9       8.2      11.7       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         .         5         .         6         .         0         .         7         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 1,286,763                :
: Positions                                                                                                    :
:  279,076   227,046    92,344   819,138   121,083   141,420    10,031    53,612   541,702    13,047    26,149 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:  -16,885   -12,491   -13,546   -27,395     4,506     1,926    -7,216      -836   -22,726    -6,973    -2,703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      17.6       7.2      63.7       9.4      11.0       0.8       4.2      42.1       1.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       30        28         4        15        14         8         .         6        14         5        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   278,823                :
: Positions                                                                                                    :
:   52,203    40,870   155,486   130,420    20,214    16,994    21,723    12,490     2,353    32,088    15,377 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:  -18,451    -4,755    -1,177    -8,185    -6,524       613     2,626    -6,281    -2,361   -11,621    -1,655 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      14.7      55.8      46.8       7.2       6.1       7.8       4.5       0.8      11.5       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       14        16        16         4         9         4         6         6         5         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    25,704                :
: Positions                                                                                                    :
:   23,944    10,813         0    12,485       166         0         0         0     1,414     1,868         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -5,203    -4,595         0      -351         0         0         0         0       -31      -234      -286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      42.1       0.0      48.6       0.6       0.0       0.0       0.0       5.5       7.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        19         0         6         .         0         0         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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   108,920                :
: Positions                                                                                                    :
:   79,695    83,529     8,128    13,682     7,351     6,274        32       226     4,758     2,225     1,691 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -1,243    -1,232      -383       221       216       217        -8       106        96       -70       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      76.7       7.5      12.6       6.7       5.8       0.0       0.2       4.4       2.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       53        50         4         9        10         6         .         .        11         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    83,423                :
: Positions                                                                                                    :
:   50,166    63,827     7,415     5,649     8,699     3,253       615       830    12,970     2,934         0 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -3,035    -2,282       782      -220      -798       172       -25       830      -850      -341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      76.5       8.9       6.8      10.4       3.9       0.7       1.0      15.5       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       20        22         4         .         4         4         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    33,113                :
: Positions                                                                                                    :
:   30,345    19,642         0     8,980     1,533       100         0       425       164     1,272       461 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -3,502    -3,305         0    -1,120        39         0         0         0      -809       104       -18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      59.3       0.0      27.1       4.6       0.3       0.0       1.3       0.5       3.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        30         0         7         5         .         0         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    10,605                :
: Positions                                                                                                    :
:    5,861     5,881     3,319     3,297       110         0         0         0       980        25       282 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -1,028    -1,514      -353      -414       110         0         0         0      -692       -60        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      55.5      31.3      31.1       1.0       0.0       0.0       0.0       9.2       0.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        18         .         5         .         0         0         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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    12,222                :
: Positions                                                                                                    :
:   10,931     5,456         0     5,839        60         0         0         0       306       467       102 :
:                                                                                                              :
: Changes from:     March 28, 2017                                                                             :
:   -2,015      -902       -26      -694       -58         0         0         0       -54      -151       -82 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      44.6       0.0      47.8       0.5       0.0       0.0       0.0       2.5       3.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        13         0         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated April 7, 2017