Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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 5,470,034                :
: Positions                                                                                                    :
:2,914,432 1,197,211   451,081 3,021,447   295,869   683,364    16,012   207,696   278,750   120,088   601,974 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  123,196    21,594    18,776   -50,077    12,024   -15,485    -1,408    -1,351  -107,524    50,171    23,099 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      21.9       8.2      55.2       5.4      12.5       0.3       3.8       5.1       2.2      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      114        99         7        20        21        21         7        19        40        16        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   266,536                :
: Positions                                                                                                    :
:   24,410    50,896   147,101    33,821    22,050       352   130,495     3,633    43,480     2,602    22,708 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:      421     3,521     7,551     5,422      -795         0    -3,836       210    -3,245      -380     3,960 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2      19.1      55.2      12.7       8.3       0.1      49.0       1.4      16.3       1.0       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       15        13        13         4        10         .         7         4        11         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   198,910                :
: Positions                                                                                                    :
:   97,073   175,242    72,346    11,664     3,733     5,042     2,465     1,909     4,126        98       708 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -11,942   -11,968     1,376     2,754    -2,905     3,046     1,797       522        55      -987      -514 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      88.1      36.4       5.9       1.9       2.5       1.2       1.0       2.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        25         4         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    95,915                :
: Positions                                                                                                    :
:   86,605    68,484     2,553    20,781     1,760         0         0         0         0       584        31 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -7,816    -9,745      -802      -504       -90         0         0         0    -1,391      -240       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      71.4       2.7      21.7       1.8       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        22         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   216,066                :
: Positions                                                                                                    :
:  154,909    72,489    25,138   114,448    19,245       539         0     1,856       689         0        30 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:    9,324    -8,966     1,054    20,466     1,799    -1,043         0       689       648         0      -338 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      33.5      11.6      53.0       8.9       0.2       0.0       0.9       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        16         6         6         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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 1,042,514                :
: Positions                                                                                                    :
:  953,194   195,240    20,957   766,963    47,047         0       703     4,021     1,585    15,951     5,477 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -42,951   -21,936    -4,481   -29,224     2,315         0      -323       324      -425      -120     1,207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      18.7       2.0      73.6       4.5       0.0       0.1       0.4       0.2       1.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       36        20         6         9        13         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   457,688                :
: Positions                                                                                                    :
:  371,391   324,071    28,741    90,862    35,217         0         0         0     6,338         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -6,239    -9,271    -2,757    -4,338     2,213         0         0         0    -1,166         0      -330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      70.8       6.3      19.9       7.7       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        33         5         8         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   377,569                :
: Positions                                                                                                    :
:  305,723   256,958    31,130    91,821    21,827     1,229         0     1,552     1,039         0       155 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -6,207   -10,774    -1,065    -3,101      -488      -178         0       178    -6,046         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      68.1       8.2      24.3       5.8       0.3       0.0       0.4       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       25        28         5         8        11         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   177,218                :
: Positions                                                                                                    :
:  150,632    96,212    13,785    70,576     3,390         0       523     1,149         0       142       322 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -11,218    -5,556       574    -1,898      -436         0       324      -309      -750    -2,812       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      54.3       7.8      39.8       1.9       0.0       0.3       0.6       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        21         .         9         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    98,086                :
: Positions                                                                                                    :
:   64,040    83,953    20,365     3,526     2,463     2,359     1,877        62     4,404       772     1,560 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -3,048    -8,689    -3,861      -780       -30    -1,266      -358         0      -549       617      -174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      85.6      20.8       3.6       2.5       2.4       1.9       0.1       4.5       0.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        19         5         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    26,017                :
: Positions                                                                                                    :
:   24,375    19,442         0     6,275         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -10,292    -9,141         0    -1,705      -217         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.7      74.7       0.0      24.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    97,255                :
: Positions                                                                                                    :
:   74,274    34,513    10,022    51,463     3,336       364         0     1,337         0       279         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -9,277    -2,096      -172    -5,427       147       364        -3       -29         0      -870         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      35.5      10.3      52.9       3.4       0.4       0.0       1.4       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         6         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   160,008                :
: Positions                                                                                                    :
:  121,269    75,268    24,733    76,352     6,433         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -6,498    -3,662    -1,102    -3,874      -522         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      47.0      15.5      47.7       4.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        16         5         7         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    67,384                :
: Positions                                                                                                    :
:   61,473    44,707         0    18,419       549         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -7,107    -5,224         0    -2,498       -90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      66.3       0.0      27.3       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        13         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    16,918                :
: Positions                                                                                                    :
:   14,428    14,686         0       720         0       420       810         0       990         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -7,336    -6,665         0         0         0         0      -992         0    -1,116         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      86.8       0.0       4.3       0.0       2.5       4.8       0.0       5.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         0         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   590,750                :
: Positions                                                                                                    :
:  429,412   198,047    56,980   330,727    41,505     9,207     6,718     4,122    39,796       488       945 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -21,199   -13,819      -910   -11,033       830        74    -2,891    -2,484    -5,083         0       667 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      33.5       9.6      56.0       7.0       1.6       1.1       0.7       6.7       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       43        41         7         9        10         .         .         5         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   121,032                :
: Positions                                                                                                    :
:   88,509    68,683     7,667    25,658    15,357     1,331     1,661       418         0       400       217 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -8,791    -3,967       587    -2,657      -369       -27         0         0         0    -1,288       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      56.7       6.3      21.2      12.7       1.1       1.4       0.3       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        14         .         5         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    75,764                :
: Positions                                                                                                    :
:   37,551    47,391    30,639    19,314     5,223         0         0         0         0       204       372 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -2,054    -1,848    -1,220      -830       -90         0         0         0         0      -420         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      62.6      40.4      25.5       6.9       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 June 6, 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    99,374                :
: Positions                                                                                                    :
:   86,832    70,265     3,672    17,661     7,646         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -29,954   -59,930    -2,160    -4,231      -800   -27,086    -4,290         0   -11,400    -3,690         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      70.7       3.7      17.8       7.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   129,660                :
: Positions                                                                                                    :
:   78,851   103,287    10,690    16,284       669    27,086     4,290         0    11,520     4,020         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -20,053   -62,769    -5,239    -1,395      -186   -26,679     2,355    -3,222   -16,833    -6,163       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      79.7       8.2      12.6       0.5      20.9       3.3       0.0       8.9       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       15        38         .         4         .         4         .         0         4         7         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   104,576                :
: Positions                                                                                                    :
:  102,516    99,807     1,062         0         0         0         0         0         0       840         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   17,064    15,369      -800      -397         0         0         0         0      -463       248      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.0      95.4       1.0       0.0       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        21         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   263,733                :
: Positions                                                                                                    :
:  180,945   216,657    45,287    15,267    23,575     1,061         0       627     2,738         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -9,027   -14,853    -2,782      -440     1,250         4         0        -4         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      82.2      17.2       5.8       8.9       0.4       0.0       0.2       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       28        28         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   120,005                :
: Positions                                                                                                    :
:  106,537    93,815         0    14,075     7,791         0       431     1,194         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -8,555    -8,360         0       -70      -150         0       356      -356         0    -1,260       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      78.2       0.0      11.7       6.5       0.0       0.4       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        17         0         6         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   139,026                :
: Positions                                                                                                    :
:   96,599   127,256    28,009     3,053     2,475       311         0       641     3,734         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -3,375    -2,815       366      -210      -500         9         0        -9      -227         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      91.5      20.1       2.2       1.8       0.2       0.0       0.5       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   125,378                :
: Positions                                                                                                    :
:   87,803   115,712    24,461     5,129     1,656         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -4,897    -3,899        28       -60      -843         0         0         0       -39         0      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      92.3      19.5       4.1       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    64,236                :
: Positions                                                                                                    :
:   62,516    63,362       750       510         0         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -10,040    -9,852      -217      -372         0         0         0         0      -155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.3      98.6       1.2       0.8       0.0       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   110,013                :
: Positions                                                                                                    :
:   81,251    88,802     7,133     5,502    12,669         0         0         0       308         0       217 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -10,398    -7,701     1,072     4,173    -1,072         0         0         0      -142    -1,024      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      80.7       6.5       5.0      11.5       0.0       0.0       0.0       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        15         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   158,844                :
: Positions                                                                                                    :
:  107,353    83,990    13,137    33,331    18,750         0         0     6,848         0     1,561         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -5,775    -2,303      -712    -1,136      -146         0      -759      -871         0    -4,142         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      52.9       8.3      21.0      11.8       0.0       0.0       4.3       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        15         .         5         4         0         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    17,386                :
: Positions                                                                                                    :
:   14,945    14,626       281       720       420         0         0         0         0     1,140         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -4,747    -4,127       281      -153       -33         0      -217         0         0      -491         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      84.1       1.6       4.1       2.4       0.0       0.0       0.0       0.0       6.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15         9         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    24,441                :
: Positions                                                                                                    :
:   12,987    22,981     8,142         0         0       420         0         0     2,130       210         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -3,563    -6,661      -806         0         0      -898         0         0    -1,364         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      94.0      33.3       0.0       0.0       1.7       0.0       0.0       8.7       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   172,728                :
: Positions                                                                                                    :
:   91,088   124,037    55,362    28,079     5,480     1,722     3,038         0    12,649     2,701       600 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -3,171   -15,013       107    -2,012      -811      -420    -2,208    -1,278   -17,175    -1,497         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      71.8      32.1      16.3       3.2       1.0       1.8       0.0       7.3       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        24         4         4         7         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    84,109                :
: Positions                                                                                                    :
:   65,376    57,269       405    11,055     7,918       525         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -1,167    -4,125      -311    -1,556       236       525         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      68.1       0.5      13.1       9.4       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        15         .         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    98,571                :
: Positions                                                                                                    :
:   54,334    81,373    34,811    12,823       370         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -6,460    -5,197    -1,723      -133      -120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      82.6      35.3      13.0       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        13         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    61,868                :
: Positions                                                                                                    :
:   28,669    38,221    15,804     9,845     7,808         0         0         0     2,043         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -3,180       377      -571    -2,032       604    -1,224         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.3      61.8      25.5      15.9      12.6       0.0       0.0       0.0       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    27,392                :
: Positions                                                                                                    :
:   24,596    26,642         0       330         0         0         0         0     2,310       210         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -8,773   -10,198         0        31       -31         0         0         0      -620        93       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      97.3       0.0       1.2       0.0       0.0       0.0       0.0       8.4       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        10         0         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   113,273                :
: Positions                                                                                                    :
:   90,829    15,228     5,665    83,508     6,176         0         0         0     2,034         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -5,655      -339      -587    -6,465       398         0         0         0      -375         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      13.4       5.0      73.7       5.5       0.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16         5         .         9         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    73,257                :
: Positions                                                                                                    :
:   24,913    45,614    25,299     8,063    13,309         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:     -930    -2,388     1,090    -3,150     1,712    -5,202         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      62.3      34.5      11.0      18.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         7         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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 1,512,631                :
: Positions                                                                                                    :
:  235,961   332,849   147,827    74,824   165,445   285,022   188,417   326,218    85,006   184,427   196,847 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:  -13,209   -37,963     9,115    -7,901     8,261   -12,434    63,263   -13,399    20,926   -21,314       650 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.6      22.0       9.8       4.9      10.9      18.8      12.5      21.6       5.6      12.2      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       39        35        23        11        25        70        57        76        67        39        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   410,443                :
: Positions                                                                                                    :
:  141,477    86,294     3,208   101,628    39,930    15,582    10,414    13,185   167,174   133,420    17,474 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:    4,015       849    -3,200     6,291     3,316     2,446    -2,681     2,333     6,360     6,059    -6,656 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      21.0       0.8      24.8       9.7       3.8       2.5       3.2      40.7      32.5       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       24        27         .        13        14         5         4         7        16        11        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   129,232                :
: Positions                                                                                                    :
:   32,898    13,070    31,470    17,622    19,728     2,929    29,912     7,435     9,671    22,793    10,150 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:    2,021    -3,640       408     3,216    -1,530        20     1,997       307      -434     2,629    -2,357 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.5      10.1      24.4      13.6      15.3       2.3      23.1       5.8       7.5      17.6       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       10        10        10         4        13         4         7         5         4        10        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    35,593                :
: Positions                                                                                                    :
:    3,337     5,347    15,943    12,949     5,123       619     1,021     4,444     1,623     1,985     4,407 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:      452       204      -114    -1,021       573         0       -55       120      -933       547       861 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.4      15.0      44.8      36.4      14.4       1.7       2.9      12.5       4.6       5.6      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        4         4         5         .         7         .         .         .         5         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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 1,268,683                :
: Positions                                                                                                    :
:  281,539   212,856    83,115   835,490   114,468   150,413     5,677    43,557   543,493    10,339    28,257 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:    4,379      -707     1,225     8,109    -1,000    -4,168     3,228    -2,518    13,036    -1,738     3,294 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.2      16.8       6.6      65.9       9.0      11.9       0.4       3.4      42.8       0.8       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       29        27         .        16        13         7         .         6        15         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   244,857                :
: Positions                                                                                                    :
:   46,196    37,261   142,134   112,119    21,804     2,958    16,282    12,149     6,501    31,227    10,085 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:    3,197      -301     4,456     4,237     1,577        36     1,332     2,030       400     3,498       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      15.2      58.0      45.8       8.9       1.2       6.6       5.0       2.7      12.8       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       15        19        15         5        11         5         4         7         5         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    21,435                :
: Positions                                                                                                    :
:   20,588     8,389       251    11,137         0         0         0         0       386     1,588        50 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -3,654    -1,995       124    -1,295      -124         0         0         0        35      -172        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      39.1       1.2      52.0       0.0       0.0       0.0       0.0       1.8       7.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        17         .         6         0         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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   100,979                :
: Positions                                                                                                    :
:   74,335    79,676     7,084     9,637     8,222     5,753        69       664     3,019     1,460       876 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -5,515    -5,559    -1,733    -1,211      -561        13       -26       -20       681       -74      -812 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      78.9       7.0       9.5       8.1       5.7       0.1       0.7       3.0       1.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       48        47         6         7         9         5         .         4        11         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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    77,236                :
: Positions                                                                                                    :
:   45,233    59,189     8,929     5,769     7,715     2,563       375       830    11,810     2,692         0 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -2,033    -1,035     1,021      -596      -491       -29        75         0      -690       119         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      76.6      11.6       7.5      10.0       3.3       0.5       1.1      15.3       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       19        24         4         .         4         .         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    35,412                :
: Positions                                                                                                    :
:   32,435    24,046         0     6,719     1,614        90         0         0       613     1,723       595 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:   -5,168    -3,484         0    -1,608        60      -110         0         0       -21      -169      -111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      67.9       0.0      19.0       4.6       0.3       0.0       0.0       1.7       4.9       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       26        31         0         7         6         .         0         0         6         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 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     9,432                :
: Positions                                                                                                    :
:    5,408     4,621     2,587     2,954       110         0         0         0       894        30       316 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:     -541      -964      -381      -222         0         0         0         0      -242         5       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      49.0      27.4      31.3       1.2       0.0       0.0       0.0       9.5       0.3       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        14         .         5         .         0         0         0         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 6, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    15,192                :
: Positions                                                                                                    :
:   12,861     7,694       378     6,048        27         0         0         0       788       652       365 :
:                                                                                                              :
: Changes from:     May 30, 2017                                                                               :
:     -793       -40        45      -488       -65         0         0         0       178       -99        19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      50.6       2.5      39.8       0.2       0.0       0.0       0.0       5.2       4.3       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        14         .         4         .         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 9, 2017