Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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 5,574,829                :
: Positions                                                                                                    :
:2,869,779 1,258,888   439,824 3,146,716   226,283   695,235    14,394   235,912   466,123    78,391   603,642 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:   41,577    13,452  -112,920   -45,496    10,362    36,299      -492    16,082    13,148    10,284    -7,771 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      22.6       7.9      56.4       4.1      12.5       0.3       4.2       8.4       1.4      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      108       100         7        20        20        23         4        20        49         9        41 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   261,230                :
: Positions                                                                                                    :
:   25,000    55,563   122,047    28,978    29,158       962   107,674    11,052    49,114     7,027    21,368 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    1,664     1,236    18,687    -7,750     4,083      -400    28,106    -2,350     2,063       520     1,650 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      21.3      46.7      11.1      11.2       0.4      41.2       4.2      18.8       2.7       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       15        12        13         4        10         .         7         5         8         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   215,872                :
: Positions                                                                                                    :
:  116,654   191,629    68,891     8,981     6,485     1,661     1,153     1,953     1,987       779     1,880 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    2,943    13,509     8,727    -1,153       979         0       485       783       270      -127       216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      88.8      31.9       4.2       3.0       0.8       0.5       0.9       0.9       0.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        26         5         .         6         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   101,494                :
: Positions                                                                                                    :
:   92,102    75,467     2,905    20,132     1,728         0         0         0       550       701       154 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    6,178     5,920      -180      -387       740         0         0         0       -31       701      -180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      74.4       2.9      19.8       1.7       0.0       0.0       0.0       0.5       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        25         .         4         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   194,781                :
: Positions                                                                                                    :
:  142,408    82,498    20,267    85,278    17,186     1,092         0     1,430       758     1,072       403 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    6,911     6,162    -4,890    -2,065     3,823     1,092      -396      -102        -4       167       279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      42.4      10.4      43.8       8.8       0.6       0.0       0.7       0.4       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        19         6         6         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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 1,080,118                :
: Positions                                                                                                    :
:  986,743   221,137    25,065   783,264    45,417         0       892     5,311     1,547    16,013     4,619 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:   24,662    -7,707      -977    32,537     2,107         0       438      -137     1,123      -230       179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      20.5       2.3      72.5       4.2       0.0       0.1       0.5       0.1       1.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       37        24         6        10        14         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   459,108                :
: Positions                                                                                                    :
:  372,169   326,857    29,857    92,276    32,167         0         0         0     5,658       237        93 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    3,108      -646    -2,536     1,441      -203         0         0         0         0      -242        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      71.2       6.5      20.1       7.0       0.0       0.0       0.0       1.2       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        33         4         9         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   361,765                :
: Positions                                                                                                    :
:  290,598   244,634    30,224    89,989    20,754     1,905         0     1,426     1,894         0       269 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    6,497     7,425     1,098       849       150       431         0      -242       -53         0      -216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      67.6       8.4      24.9       5.7       0.5       0.0       0.4       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        29         4         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   179,394                :
: Positions                                                                                                    :
:  154,456    97,662    12,735    66,929     3,911         0       840     1,162         0       250       322 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    3,298     2,912     1,880     1,041        -6      -367       840      -421         0      -126        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      54.4       7.1      37.3       2.2       0.0       0.5       0.6       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        21         .         9         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   106,873                :
: Positions                                                                                                    :
:   65,792    90,698    23,148     4,306     3,254     3,751     2,508         0     5,045         0     1,900 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    3,805     4,923       193         0        90        90       306         0       341      -322       472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      84.9      21.7       4.0       3.0       3.5       2.3       0.0       4.7       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        18         5         .         5         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    32,612                :
: Positions                                                                                                    :
:   30,677    25,013         0     6,772       124         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    4,950     3,648         0     1,914         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      76.7       0.0      20.8       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    98,961                :
: Positions                                                                                                    :
:   77,309    32,635     8,838    55,487     3,270        48         0     1,526         0       281        60 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    1,574       171         0       453         0      -217         0        31         0       271      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      33.0       8.9      56.1       3.3       0.0       0.0       1.5       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         6         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   163,487                :
: Positions                                                                                                    :
:  123,494    79,877    25,824    74,661     6,714         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      958     1,110        89      -154       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      48.9      15.8      45.7       4.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        15         5         7         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    67,475                :
: Positions                                                                                                    :
:   59,680    40,274         0    20,797       759         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:     -343     3,831         0    -2,102       180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      59.7       0.0      30.8       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        12         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    17,608                :
: Positions                                                                                                    :
:   14,971    15,699         0         0         0         0     1,352         0     1,356         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      89.2       0.0       0.0       0.0       0.0       7.7       0.0       7.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         0         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   592,626                :
: Positions                                                                                                    :
:  427,233   194,210    57,670   338,927    35,819    10,435     7,872     7,292    44,683         0       337 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    8,347     3,920     5,185     8,221       670    -3,255         0       976     2,450         0        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      32.8       9.7      57.2       6.0       1.8       1.3       1.2       7.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       42        38         6        10        10         5         .         4         8         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   132,314                :
: Positions                                                                                                    :
:   98,568    76,623     8,871    28,431    14,149         0     1,661         0       348       632       616 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:     -382     3,721     2,217    -1,218       361    -1,364         0      -481       348      -286       255 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      57.9       6.7      21.5      10.7       0.0       1.3       0.0       0.3       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         .         5         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    78,866                :
: Positions                                                                                                    :
:   38,927    48,987    31,861    20,144     5,313         0         0         0         0       206       432 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    4,099      -150    -4,187       -90        60         0         0         0       -67       206       127 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      62.1      40.4      25.5       6.7       0.0       0.0       0.0       0.0       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6        10         6         5         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   110,334                :
: Positions                                                                                                    :
:   96,326    79,591     5,216    18,687     7,936         0         0         0         0       240         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:   12,574    12,886         0         0         0         0         0         0         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      72.1       4.7      16.9       7.2       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        12         .         5         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   140,002                :
: Positions                                                                                                    :
:   77,303   114,704    15,579    15,369       155    29,525       867         0    16,740     6,223        93 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    3,350     3,079         0         0         0         0         0         0         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      81.9      11.1      11.0       0.1      21.1       0.6       0.0      12.0       4.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       18        36         .         4         .         6         .         0         4        10         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    70,487                :
: Positions                                                                                                    :
:   67,478    65,380     1,862       217         0         0         0         0       651       360         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    4,160     3,620         0         0         0         0         0         0         0       360         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      92.8       2.6       0.3       0.0       0.0       0.0       0.0       0.9       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        17         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   276,082                :
: Positions                                                                                                    :
:  191,103   231,477    48,133    16,841    19,118       368         0       967     2,525         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      249     1,098    -1,851       369     1,365        80         0       167     2,525         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      83.8      17.4       6.1       6.9       0.1       0.0       0.4       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       27        26         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   127,991                :
: Positions                                                                                                    :
:  115,319   102,651         0    13,532     7,639         0     1,412       462         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:     -422    -1,058         0       362        61         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      80.2       0.0      10.6       6.0       0.0       1.1       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        17         0         6         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   142,318                :
: Positions                                                                                                    :
:   99,721   129,739    27,548     3,263     2,795       302         0       650     3,770         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      772     3,083     1,651       -30        22       302      -793       -10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      91.2      19.4       2.3       2.0       0.2       0.0       0.5       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   126,625                :
: Positions                                                                                                    :
:   91,543   114,731    21,467     5,587     3,105         0         0         0         0       141       279 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    1,523       735      -124       366        93         0         0         0         0      -279       279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      90.6      17.0       4.4       2.5       0.0       0.0       0.0       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         4         .         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    69,762                :
: Positions                                                                                                    :
:   68,686    69,018       217       372         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    2,212     2,212         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.5      98.9       0.3       0.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        13         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   113,489                :
: Positions                                                                                                    :
:   87,781    92,548     4,293       539    14,011         0         0         0       300       450       434 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    1,626       825       856       462       732         0         0         0      -259       450       344 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      81.5       3.8       0.5      12.3       0.0       0.0       0.0       0.3       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   160,357                :
: Positions                                                                                                    :
:  110,021    86,276    13,878    35,588    16,946         0     2,036     7,846         0     1,548         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:     -269       625         0    -2,311       214         0       759      -298         0       736         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      53.8       8.7      22.2      10.6       0.0       1.3       4.9       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        15         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    18,593                :
: Positions                                                                                                    :
:   16,409    15,476         0       720         0         0       217         0         0     1,781         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    1,921       870         0         0         0         0         0         0         0       960         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      83.2       0.0       3.9       0.0       0.0       1.2       0.0       0.0       9.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         9         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    23,830                :
: Positions                                                                                                    :
:   10,997    22,233     9,068         0         0       748         0       120     1,364         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:       60       244         0         0         0      -120         0       120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      93.3      38.1       0.0       0.0       3.1       0.0       0.5       5.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         0         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   190,021                :
: Positions                                                                                                    :
:   89,833   134,110    59,035    31,335     3,705     1,530     7,082     1,731    27,073     2,801       600 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      544     1,657    -3,457      -367       274       306      -185         0     4,990      -368      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.3      70.6      31.1      16.5       1.9       0.8       3.7       0.9      14.2       1.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       28        24         4         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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 STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CS                                                    Open Interest is    23,802                :
: Positions                                                                                                    :
:   20,241    21,206       651     1,556       916         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      89.1       2.7       6.5       3.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    84,313                :
: Positions                                                                                                    :
:   64,543    56,362       915    12,865     7,332         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    4,745     4,396        16      -184     1,297         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      66.8       1.1      15.3       8.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   101,432                :
: Positions                                                                                                    :
:   59,486    83,009    35,613    13,370       523         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    2,075     4,138     2,071       153         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      81.8      35.1      13.2       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        13         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   116,769                :
: Positions                                                                                                    :
:   92,795    15,540     7,346    86,275     4,866         0         0         0     2,409         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    1,558         2      -239     1,498       589         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      13.3       6.3      73.9       4.2       0.0       0.0       0.0       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         6         .         8         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    74,228                :
: Positions                                                                                                    :
:   24,619    45,251    24,856    11,741    11,473     5,202         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      460       213        30      -607       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.2      61.0      33.5      15.8      15.5       7.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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 1,562,364                :
: Positions                                                                                                    :
:  229,810   343,386   116,587    96,506   148,302   335,154    89,431   388,026    57,920   247,025   214,128 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:   -3,433     2,302   -12,686    21,809     3,612    24,557    -3,503    13,685    14,158     5,075    -8,095 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.7      22.0       7.5       6.2       9.5      21.5       5.7      24.8       3.7      15.8      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       40        37        19        14        24        92        34        79        56        54        78 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   395,191                :
: Positions                                                                                                    :
:  139,747    85,222     6,289    99,076    37,204     9,490    12,686    11,711   154,706   117,477    23,970 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:     -288     4,857      -236     8,232      -106       574       707      -105     7,441    -5,085     4,651 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      21.6       1.6      25.1       9.4       2.4       3.2       3.0      39.1      29.7       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       24        26         .        13        14         4         6         6        16        11        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   139,184                :
: Positions                                                                                                    :
:   30,116    18,661    36,635    15,661    22,038     5,810    28,495    10,055     8,574    21,440    14,218 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    2,026     2,203      -111        36       764     1,135    -1,856       556    -1,386     3,752     4,008 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      13.4      26.3      11.3      15.8       4.2      20.5       7.2       6.2      15.4      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       12        12        10         5        12         6         6         5         .        11        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    34,080                :
: Positions                                                                                                    :
:    2,764     6,075    15,971    12,297     4,325     1,083         0     4,714       720     2,011     4,349 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      283     2,030       248    -1,160      -215       -36         0       650      -227      -581     1,318 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.1      17.8      46.9      36.1      12.7       3.2       0.0      13.8       2.1       5.9      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        4         4         5         .         7         4         0         .         8         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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 1,296,902                :
: Positions                                                                                                    :
:  289,133   227,336    79,393   840,308   120,951   163,272     1,544    49,807   541,399    14,596    24,126 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    4,471     8,280      -875    14,320    -3,006     5,436         0      -599    14,106        86       338 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.3      17.5       6.1      64.8       9.3      12.6       0.1       3.8      41.7       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    84                     :
:       29        29         .        16        14         9         .         6        13         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   259,229                :
: Positions                                                                                                    :
:   54,795    42,352   147,999   111,185    21,570     2,594    19,150    10,892     6,500    38,126    11,890 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:    2,494     2,307       938      -391     1,191     1,488       986       312       382     3,033     1,778 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      16.3      57.1      42.9       8.3       1.0       7.4       4.2       2.5      14.7       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       16        18        17         .        12         .         5         6         7         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    24,644                :
: Positions                                                                                                    :
:   24,268     9,816         0    12,636         0         0         0         0       186     1,841         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:     -174       201         0      -375         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.5      39.8       0.0      51.3       0.0       0.0       0.0       0.0       0.8       7.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        18         0         7         0         0         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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   102,548                :
: Positions                                                                                                    :
:   74,613    80,448     9,131    10,898     7,022     6,129        67       557     2,130     1,544     1,622 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      900     1,988       661      -155        81        18         1        47       141        92       114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      78.4       8.9      10.6       6.8       6.0       0.1       0.5       2.1       1.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       45        46         6         7         9         6         .         4        10        10        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    80,311                :
: Positions                                                                                                    :
:   47,706    60,678     7,353     6,485     8,725     3,112       300       830    12,500     2,573         0 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      265       290      -150         0       150        80         0         0         0       -45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      75.6       9.2       8.1      10.9       3.9       0.4       1.0      15.6       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        23         4         .         4         4         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    38,808                :
: Positions                                                                                                    :
:   35,167    26,163         5     7,577     2,099       120         0         0       484     1,543       663 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      490       841       -10       230       -90         0         0         0       159       -20       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      67.4       0.0      19.5       5.4       0.3       0.0       0.0       1.2       4.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        31         .         7         5         .         0         0         6         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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     9,951                :
: Positions                                                                                                    :
:    5,382     5,042     2,968     3,143       110         0         0         0     1,023        77       309 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      409       287         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      50.7      29.8      31.6       1.1       0.0       0.0       0.0      10.3       0.8       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        15         .         5         .         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 16, 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    14,405                :
: Positions                                                                                                    :
:   12,209     6,752       324     6,164       101         0         0         0       634       661       321 :
:                                                                                                              :
: Changes from:     May 9, 2017                                                                                :
:      640       431        75       105        27         0         0         0         6        60        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      46.9       2.2      42.8       0.7       0.0       0.0       0.0       4.4       4.6       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        13         .         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------



Updated May 19, 2017