Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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 4,889,458                :
: Positions                                                                                                    :
:2,467,328 1,183,544   579,936 2,861,386   206,385   468,671    23,116   265,373   535,462     4,567   331,449 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  152,525    96,540     8,836   152,219     7,625    25,401    -4,281    15,422    52,470    -1,301    12,737 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      24.2      11.9      58.5       4.2       9.6       0.5       5.4      11.0       0.1       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      116       103         7        20        20        18         5        19        38         7        38 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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 1,707,667                :
: Positions                                                                                                    :
:  264,212   251,698    16,531    63,047   564,127    81,549     5,065   411,795     5,435    49,447   360,918 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   25,627    22,846    -2,710   -12,913    58,561    -3,803       856    72,828     1,735     9,827    65,480 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      14.7       1.0       3.7      33.0       4.8       0.3      24.1       0.3       2.9      21.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       38        36         6        13        19         8         7        14        10        12        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   198,481                :
: Positions                                                                                                    :
:  127,540   176,281    36,776     7,880     7,483       568       465       390     2,518       538       191 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -6,144   -17,736    -3,258       517      -346        62         0      -465    -5,477       538       161 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      88.8      18.5       4.0       3.8       0.3       0.2       0.2       1.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        23         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   109,708                :
: Positions                                                                                                    :
:  103,202    82,128       590    21,164     2,687         0         0         0       134         0       248 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -11,161    -8,433       589    -4,142      -842         0         0         0    -1,262      -292      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      74.9       0.5      19.3       2.4       0.0       0.0       0.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        25         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   146,200                :
: Positions                                                                                                    :
:  115,192    57,642     6,676    70,741     7,077       858         0     1,475         0     1,645       242 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -12,708   -10,920    -4,227    -6,719      -601      -231    -1,015       123      -973       478      -525 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      39.4       4.6      48.4       4.8       0.6       0.0       1.0       0.0       1.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        19         .         9         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   867,002                :
: Positions                                                                                                    :
:  780,520   159,153    23,313   657,459    41,551       451       483     1,938         2        64     1,431 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -9,885    -5,722     4,268     1,771    -1,919       451      -644      -236      -215      -317       521 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      18.4       2.7      75.8       4.8       0.1       0.1       0.2       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       35        22         4         9        11         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   359,477                :
: Positions                                                                                                    :
:  289,829   228,048    19,739    85,490    34,664       573     1,645     1,158     5,647         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -12,392   -15,606    -8,654    -1,977     5,159      -285    -1,768        13       286      -279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      63.4       5.5      23.8       9.6       0.2       0.5       0.3       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        31         .         9         6         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   265,583                :
: Positions                                                                                                    :
:  204,975   161,178    22,268    72,422    24,730         0        55     1,313         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -15,252   -13,684     1,750     1,218    -3,547       -50        55      -126         0      -648      -749 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      60.7       8.4      27.3       9.3       0.0       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        23         5         8        10         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   104,013                :
: Positions                                                                                                    :
:   97,770    36,210         0    48,838     2,092         0     1,710     1,158       340         0       248 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -2,399    -6,770      -143     1,520        89         0     1,250      -160      -123      -496       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      34.8       0.0      47.0       2.0       0.0       1.6       1.1       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         0         8         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   103,037                :
: Positions                                                                                                    :
:   82,373    77,386     3,894     1,612     6,904         0     1,894       120     3,130     8,840       247 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -8,881    -1,966    -1,819       -30      -409         0     1,894       120        93    -9,039       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      75.1       3.8       1.6       6.7       0.0       1.8       0.1       3.0       8.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        18         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    96,490                :
: Positions                                                                                                    :
:   80,026    15,526     3,647    75,281       865       918         0       282         0       819         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -11,378    -2,401       992    -4,101      -304      -196         0      -256         0    -2,577         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      16.1       3.8      78.0       0.9       1.0       0.0       0.3       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   152,296                :
: Positions                                                                                                    :
:  105,126    75,273    36,265    67,200     4,549         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -6,508     1,670     4,123    -2,519    -1,777         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      49.4      23.8      44.1       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        12         5         6         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   422,055                :
: Positions                                                                                                    :
:  308,069   156,697    61,772   221,594    26,208     7,440     3,852        93     6,102         0       830 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -9,417   -14,920       252    -2,463    -5,946      -505     3,852      -465    -4,203    -1,588       138 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      37.1      14.6      52.5       6.2       1.8       0.9       0.0       1.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       40        29         .         9         8         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    70,324                :
: Positions                                                                                                    :
:   52,380    23,728         0    31,882     5,654         0       231     1,196       264       802       294 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -8,466    -8,462         0       788     1,390    -1,094       231       389       264      -188      -278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      33.7       0.0      45.3       8.0       0.0       0.3       1.7       0.4       1.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         0         6         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    65,701                :
: Positions                                                                                                    :
:   29,380    43,559    25,475    11,758     4,644       726         0     1,126         0       382       279 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:     -319       336    -2,167    -3,009       710       726         0     1,126      -571       382      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      66.3      38.8      17.9       7.1       1.1       0.0       1.7       0.0       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10         8         5         .         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    88,211                :
: Positions                                                                                                    :
:   52,749    54,113     8,750    15,044     8,862    15,940     6,200         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -13,206   -32,878    -2,438       279    -2,964   -19,499     2,108         0    -1,178    -6,386         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      61.3       9.9      17.1      10.0      18.1       7.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        10         .         4         4         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    88,327                :
: Positions                                                                                                    :
:   35,140    57,155     8,167    11,082     2,792    34,199     4,092     6,200     1,178     6,386         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -35,045   -42,016    -3,164       372    -1,396     1,220       240      -580    -3,397       348    -1,643 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      64.7       9.2      12.5       3.2      38.7       4.6       7.0       1.3       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       17        28         4         .         .         4         .         .         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    35,376                :
: Positions                                                                                                    :
:   30,885    32,936     3,468         0         0         0         0         0       279         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -15,810   -16,578       320      -334         0         0         0         0      -816         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      93.1       9.8       0.0       0.0       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        19         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   245,983                :
: Positions                                                                                                    :
:  196,562   165,526    18,425    43,604    24,387         0       311       625         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -11,059    -8,143       259      -703     5,381         0      -253        41         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      67.3       7.5      17.7       9.9       0.0       0.1       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       29        28         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    75,749                :
: Positions                                                                                                    :
:   53,809    62,326     5,808     3,859     4,203       442         0       483     1,623         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:    2,423     4,516    -1,710       202      -171       442      -670      -301       119         0      -305 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      82.3       7.7       5.1       5.5       0.6       0.0       0.6       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    79,111                :
: Positions                                                                                                    :
:   67,590    53,222     3,725    12,621     2,736         0     2,493       564       219         0       168 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -2,618      -656      -626    -3,443    -1,006         0       -20      -208       219    -1,487        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      67.3       4.7      16.0       3.5       0.0       3.2       0.7       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        15         .         4         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   126,187                :
: Positions                                                                                                    :
:   80,434   115,791    30,273     2,556       655     1,052       262       909     3,694         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -2,421    -3,759        32        91       -94      -186       123      -123      -496      -127      -121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      91.8      24.0       2.0       0.5       0.8       0.2       0.7       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   108,774                :
: Positions                                                                                                    :
:   92,295    93,766     3,143     8,392     5,315         0         0         0     1,664         0       155 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -11,049    -7,455       341      -506       -18         0         0         0      -747         0       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      86.2       2.9       7.7       4.9       0.0       0.0       0.0       1.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   132,356                :
: Positions                                                                                                    :
:   99,336    61,613     8,776    50,372     6,469         0       802     1,571         0     1,062         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -12,842    -8,122      -690    -1,470      -802    -1,538       802        59      -682    -3,057         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      46.6       6.6      38.1       4.9       0.0       0.6       1.2       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        14         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    20,073                :
: Positions                                                                                                    :
:   12,750    19,549     2,711         0         0       403         0         0     1,588         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -11,007   -12,406       -90      -510      -930         0         0         0    -2,000         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      97.4      13.5       0.0       0.0       2.0       0.0       0.0       7.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    23,533                :
: Positions                                                                                                    :
:   16,437    19,782     5,651       930         0         0         0         0       403     2,108         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -4,684    -6,812    -1,410       360      -360         0         0         0      -633         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      84.1      24.0       4.0       0.0       0.0       0.0       0.0       1.7       9.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   183,138                :
: Positions                                                                                                    :
:  127,400    94,417    16,951    62,305    14,528         0     1,482     1,030    10,003       605       631 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:  -11,800    -4,156     2,567    -1,073      -243         0      -790       108    -2,513    -2,108        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      51.6       9.3      34.0       7.9       0.0       0.8       0.6       5.5       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        22         4         5         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    88,924                :
: Positions                                                                                                    :
:   70,589    50,987     6,387    25,344     3,314         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -3,642    -2,169       747      -117    -1,049         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      57.3       7.2      28.5       3.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    93,264                :
: Positions                                                                                                    :
:   53,218    70,691    32,833    15,232     2,351         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -3,730    -1,713       249    -1,956      -217         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      75.8      35.2      16.3       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   124,086                :
: Positions                                                                                                    :
:   88,431    35,214     7,760    77,328     3,923     1,800         0         0     2,947         0         0 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -4,911    -5,008      -139     1,158       -60      -186         0         0      -378         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      28.4       6.3      62.3       3.2       1.5       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         5         .         8         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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 1,234,698                :
: Positions                                                                                                    :
:  181,321   242,170   152,251    60,876   116,617   242,667   139,649   266,771    48,620   218,571   153,086 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   32,570    33,307   -17,980     4,010    -1,168     9,559   -37,715     7,326    -5,929    29,834    26,552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.7      19.6      12.3       4.9       9.4      19.7      11.3      21.6       3.9      17.7      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   338                     :
:       49        42        23         9        21        83        34        72        63        62        83 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   735,760                :
: Positions                                                                                                    :
:  169,753   164,120    93,338   118,695   191,040    32,506    31,937    88,047    21,065     6,611   132,009 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   23,320    21,951    15,278     9,606    12,456    -2,852     9,363    12,582     3,825    -2,561    29,074 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      22.3      12.7      16.1      26.0       4.4       4.3      12.0       2.9       0.9      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   131                     :
:       39        36         .        18        21        23         8        27        23        14        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   310,608                :
: Positions                                                                                                    :
:   73,629    45,661    22,333    39,696    50,023     3,661    13,559    16,517   115,272   117,969    19,210 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:     -953    12,321      -567    -1,163     7,098       527      -778    -1,224     8,599    -2,747      -213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.7      14.7       7.2      12.8      16.1       1.2       4.4       5.3      37.1      38.0       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       20        23         5         9        13         .         4         6        14        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   110,584                :
: Positions                                                                                                    :
:   19,701    23,138    41,241    36,189    12,887     6,222     6,717     9,666     5,616     8,102     8,153 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -2,799       174     1,568        65      -271       541       436       910       390    -2,406     1,526 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      20.9      37.3      32.7      11.7       5.6       6.1       8.7       5.1       7.3       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       13        13        14         .        14         8         6         7         5         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   186,630                :
: Positions                                                                                                    :
:   22,054    18,418     3,594     6,554    96,954     1,654     4,742    27,639     3,075       926    30,940 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:    3,399     3,030      -794        33    14,296      -790      -292     6,959       952        40     9,420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8       9.9       1.9       3.5      51.9       0.9       2.5      14.8       1.6       0.5      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        6         6         4         4         8         4         6         9         6         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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 1,364,018                :
: Positions                                                                                                    :
:  373,903   247,937    75,513   806,636   169,748   106,625     6,038    55,566   524,655    32,985    27,738 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -3,221    10,825    -6,245     6,710     7,022    -1,323         0    12,107    28,794     2,313     2,444 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      18.2       5.5      59.1      12.4       7.8       0.4       4.1      38.5       2.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       35        32         4        14        13         6         .         4        14         5        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   297,504                :
: Positions                                                                                                    :
:   65,417    63,633   176,260   151,431    16,186     9,607    11,658    12,624     7,121    31,680     6,887 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:    2,452     2,116     4,839    -3,348       964      -447       214     2,755    -1,173     1,502     1,065 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.0      21.4      59.2      50.9       5.4       3.2       3.9       4.2       2.4      10.6       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       14        19        14         6        13        10         4        10         7        11        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    33,708                :
: Positions                                                                                                    :
:   30,877    25,515       303     6,308        88         0         0         0     2,378     1,099        62 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -5,413    -4,774        76      -550         0         0         0         0       349       163      -176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      75.7       0.9      18.7       0.3       0.0       0.0       0.0       7.1       3.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        21         .         5         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   136,758                :
: Positions                                                                                                    :
:  106,925   108,176     9,251    15,959     5,669     3,130        85     3,652     6,405     1,893       996 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -1,618    -4,574    -2,293       610       333      -360        -5        75        81        38      -483 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      79.1       6.8      11.7       4.1       2.3       0.1       2.7       4.7       1.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       48        48         4         8         9         5         .         4        14        10         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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   102,842                :
: Positions                                                                                                    :
:   69,230    82,118    10,059     4,188     8,628     1,974     2,700         0    12,860     4,058         1 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -2,230    -2,477      -377       -33       136         7      -216        -7        55      -136      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      79.8       9.8       4.1       8.4       1.9       2.6       0.0      12.5       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        23         4         .         5         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    33,182                :
: Positions                                                                                                    :
:   29,825    26,248        67     3,930       800       155         0         0     1,483     1,185       557 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -2,872    -4,758      -158     1,510      -305      -155         0         0      -257       190      -133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      79.1       0.2      11.8       2.4       0.5       0.0       0.0       4.5       3.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        28         .         7         5         .         0         0         8         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             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    16,050                :
: Positions                                                                                                    :
:    7,793    12,069     4,928     2,671       420         0         0         0     2,492       103        98 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:       -5      -787      -391       428       188         0         0         0      -320        -5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      75.2      30.7      16.6       2.6       0.0       0.0       0.0      15.5       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        21         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,385                :
: Positions                                                                                                    :
:   14,564     8,602       461     6,488        45       128         0        20       355       448       285 :
:                                                                                                              :
: Changes from:     November 29, 2016                                                                          :
:   -1,197      -643        23      -426       -40        22       -40         5        19       -52        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      52.5       2.8      39.6       0.3       0.8       0.0       0.1       2.2       2.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        17         .         5         .         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------



Updated December 9, 2016