NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,561,420: 2,871,840  1,214,272    427,879  3,184,264    261,349    685,660     10,081    237,508    438,294     44,752    599,978:   38,912     9,216
Old  : 5,561,420: 2,871,840  1,214,272    427,879  3,184,264    261,349    685,660     10,081    237,508    438,294     44,752    599,978:   38,912     9,216
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :   -13,409:     2,061    -44,616    -11,945     37,548     35,066     -9,575     -4,313      1,596    -27,829    -33,639     -3,664:      881    -1,387
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.6       21.8        7.7       57.3        4.7       12.3        0.2        4.3        7.9        0.8       10.8:      0.7       0.2
Old  :     100.0:      51.6       21.8        7.7       57.3        4.7       12.3        0.2        4.3        7.9        0.8       10.8:      0.7       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:       110        101          7         20         20         26          .         22         46         11         42:
Old  :       230:       110        101          7         20         20         26          .         22         46         11         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       31.5       43.4       46.6       22.6       30.9       34.8       41.7
Old  :                 27.1       31.5       43.4       46.6       22.6       30.9       34.8       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   286,382:    25,212     53,842    136,858     22,051     35,211      1,130    119,266     14,380     48,415     18,848     22,374:    2,802       410
Old  :   286,382:    25,212     53,842    136,858     22,051     35,211      1,130    119,266     14,380     48,415     18,848     22,374:    2,802       410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    25,152:       212     -1,721     14,811     -6,927      6,053        168     11,592      3,328       -699     11,821      1,006:      273         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.8       18.8       47.8        7.7       12.3        0.4       41.6        5.0       16.9        6.6        7.8:      1.0       0.1
Old  :     100.0:       8.8       18.8       47.8        7.7       12.3        0.4       41.6        5.0       16.9        6.6        7.8:      1.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        15         12         13          4         10          .          7          5          8         10         12:
Old  :        62:        15         12         13          4         10          .          7          5          8         10         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       59.5       66.6       75.6       45.0       52.5       56.5       65.2
Old  :                 51.2       59.5       66.6       75.6       45.0       52.5       56.5       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   209,141:   109,019    184,484     69,607      8,977      6,540      1,848        668      1,200      3,033      1,625      1,158:   16,736     4,489
Old  :   209,141:   109,019    184,484     69,607      8,977      6,540      1,848        668      1,200      3,033      1,625      1,158:   16,736     4,489
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    -6,731:    -7,635     -7,145        716         -4         55        187       -485       -753      1,046        846       -722:      375     1,477
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       88.2       33.3        4.3        3.1        0.9        0.3        0.6        1.5        0.8        0.6:      8.0       2.1
Old  :     100.0:      52.1       88.2       33.3        4.3        3.1        0.9        0.3        0.6        1.5        0.8        0.6:      8.0       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         26          5          .          6          .          .          .          .          .          4:
Old  :        47:        27         26          5          .          6          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       57.5       59.1       76.7       40.4       50.8       52.0       64.6
Old  :                 42.6       57.5       59.1       76.7       40.4       50.8       52.0       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   104,019:    92,880     76,866      2,905     20,982      1,728          0          0          0      2,055        794        155:    4,296     3,494
Old  :   104,019:    92,880     76,866      2,905     20,982      1,728          0          0          0      2,055        794        155:    4,296     3,494
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,525:       778      1,399          0        850          0          0          0          0      1,505         93          1:      241       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       73.9        2.8       20.2        1.7        0.0        0.0        0.0        2.0        0.8        0.1:      4.1       3.4
Old  :     100.0:      89.3       73.9        2.8       20.2        1.7        0.0        0.0        0.0        2.0        0.8        0.1:      4.1       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        25         25          .          4          4          0          0          0          .          .          .:
Old  :        38:        25         25          .          4          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       41.1       76.2       65.8       40.9       39.7       56.3       54.9
Old  :                 50.8       41.1       76.2       65.8       40.9       39.7       56.3       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   198,513:   143,463     83,577     20,413     86,303     18,656      1,305          0      1,317          0        203        310:   13,049     8,147
Old  :   198,513:   143,463     83,577     20,413     86,303     18,656      1,305          0      1,317          0        203        310:   13,049     8,147
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     3,732:     1,055      1,079        146      1,025      1,470        213          0       -113       -758       -869        -93:    1,812     1,233
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       42.1       10.3       43.5        9.4        0.7        0.0        0.7        0.0        0.1        0.2:      6.6       4.1
Old  :     100.0:      72.3       42.1       10.3       43.5        9.4        0.7        0.0        0.7        0.0        0.1        0.2:      6.6       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        22         18          6          6          5          .          0          .          0          .          .:
Old  :        38:        22         18          6          6          5          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       52.4       71.4       69.9       49.1       52.1       60.2       63.2
Old  :                 53.2       52.4       71.4       69.9       49.1       52.1       60.2       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,091,303:   997,747    218,845     24,883    797,592     45,531          0        301      4,949      2,078     15,831      4,702:   11,413     3,552
Old  : 1,091,303:   997,747    218,845     24,883    797,592     45,531          0        301      4,949      2,078     15,831      4,702:   11,413     3,552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    11,185:    11,004     -2,292       -182     14,328        114          0       -591       -362        531       -182         83:       -3        87
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       20.1        2.3       73.1        4.2        0.0        0.0        0.5        0.2        1.5        0.4:      1.0       0.3
Old  :     100.0:      91.4       20.1        2.3       73.1        4.2        0.0        0.0        0.5        0.2        1.5        0.4:      1.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        36         23          6         10         14          0          .          .          .          .          .:
Old  :        61:        36         23          6         10         14          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       56.1       60.8       78.0       33.7       55.7       52.4       73.4
Old  :                 41.2       56.1       60.8       78.0       33.7       55.7       52.4       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   465,934:   374,550    333,462     34,161     92,876     31,304          0          0          0      6,879          0         90:   18,950     8,202
Old  :   465,934:   374,550    333,462     34,161     92,876     31,304          0          0          0      6,879          0         90:   18,950     8,202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     6,826:     2,381      6,605      4,304        600       -863          0          0          0      1,221       -237         -3:     -214       724
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       71.6        7.3       19.9        6.7        0.0        0.0        0.0        1.5        0.0        0.0:      4.1       1.8
Old  :     100.0:      80.4       71.6        7.3       19.9        6.7        0.0        0.0        0.0        1.5        0.0        0.0:      4.1       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        28         33          .          9          6          0          0          0          .          0          .:
Old  :        53:        28         33          .          9          6          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       38.0       78.9       58.1       57.6       36.1       70.9       55.8
Old  :                 59.8       38.0       78.9       58.1       57.6       36.1       70.9       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   376,915:   305,446    258,241     29,085     91,320     21,033      1,037          0      1,756      3,554          0        155:   14,849     4,410
Old  :   376,915:   305,446    258,241     29,085     91,320     21,033      1,037          0      1,756      3,554          0        155:   14,849     4,410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    15,150:    14,848     13,607     -1,139      1,331        279       -868          0        330      1,660          0       -114:      154      -283
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       68.5        7.7       24.2        5.6        0.3        0.0        0.5        0.9        0.0        0.0:      3.9       1.2
Old  :     100.0:      81.0       68.5        7.7       24.2        5.6        0.3        0.0        0.5        0.9        0.0        0.0:      3.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        27         31          4          9         10          .          0          .          .          0          .:
Old  :        55:        27         31          4          9         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       42.2       73.9       62.3       58.3       40.9       70.2       59.8
Old  :                 58.8       42.2       73.9       62.3       58.3       40.9       70.2       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   182,676:   157,450    101,333     12,029     69,275      3,919        230          0      1,352      1,140        540          0:    6,556     6,257
Old  :   182,676:   157,450    101,333     12,029     69,275      3,919        230          0      1,352      1,140        540          0:    6,556     6,257
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     3,282:     2,994      3,671       -706      2,346          8        230       -840        190      1,140        290       -322:     -252    -2,061
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       55.5        6.6       37.9        2.1        0.1        0.0        0.7        0.6        0.3        0.0:      3.6       3.4
Old  :     100.0:      86.2       55.5        6.6       37.9        2.1        0.1        0.0        0.7        0.6        0.3        0.0:      3.6       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         22          .          9          7          .          0          .          .          .          0:
Old  :        46:        23         22          .          9          7          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       39.7       77.3       63.3       60.7       39.6       74.2       60.9
Old  :                 61.2       39.7       77.3       63.3       60.7       39.6       74.2       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   107,276:    66,007     91,552     23,494      4,306      3,070      3,841      2,295          0      5,554        155      1,633:    3,677     4,265
Old  :   107,276:    66,007     91,552     23,494      4,306      3,070      3,841      2,295          0      5,554        155      1,633:    3,677     4,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       403:       215        854        346          0       -184         90       -213          0        509        155       -267:     -306        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       85.3       21.9        4.0        2.9        3.6        2.1        0.0        5.2        0.1        1.5:      3.4       4.0
Old  :     100.0:      61.5       85.3       21.9        4.0        2.9        3.6        2.1        0.0        5.2        0.1        1.5:      3.4       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        16         18          6          .          5          .          .          0          .          .          .:
Old  :        36:        16         18          6          .          5          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       43.0       72.9       64.6       56.0       42.0       67.9       62.4
Old  :                 57.2       43.0       72.9       64.6       56.0       42.0       67.9       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    36,332:    34,217     28,133          0      7,860        217          0          0          0          0          0          0:    1,898       122
Old  :    36,332:    34,217     28,133          0      7,860        217          0          0          0          0          0          0:    1,898       122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     3,720:     3,540      3,120          0      1,088         93          0          0          0          0          0          0:       87      -581
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.2       77.4        0.0       21.6        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      5.2       0.3
Old  :     100.0:      94.2       77.4        0.0       21.6        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      5.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         13          0          .          .          0          0          0          0          0          0:
Old  :        24:        12         13          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       62.6       89.9       88.6       69.3       60.0       88.5       85.4
Old  :                 69.3       62.6       89.9       88.6       69.3       60.0       88.5       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   102,187:    81,268     35,756      9,829     56,218      2,998        293          0      1,312          0      1,000          0:    6,487     4,903
Old  :   102,187:    81,268     35,756      9,829     56,218      2,998        293          0      1,312          0      1,000          0:    6,487     4,903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     3,226:     3,959      3,121        991        731       -272        245          0       -214          0        719        -60:   -1,423      -799
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       35.0        9.6       55.0        2.9        0.3        0.0        1.3        0.0        1.0        0.0:      6.3       4.8
Old  :     100.0:      79.5       35.0        9.6       55.0        2.9        0.3        0.0        1.3        0.0        1.0        0.0:      6.3       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         13          .          6          4          .          0          .          0          .          0:
Old  :        30:        17         13          .          6          4          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       60.4       75.9       84.4       44.9       59.7       69.7       75.3
Old  :                 46.3       60.4       75.9       84.4       44.9       59.7       69.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   167,281:   126,563     79,110     26,207     78,912      6,955          0          0          0          0          0          0:    7,556     2,304
Old  :   167,281:   126,563     79,110     26,207     78,912      6,955          0          0          0          0          0          0:    7,556     2,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     3,794:     3,069       -767        383      4,251        241          0          0          0          0          0          0:      101        69
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       47.3       15.7       47.2        4.2        0.0        0.0        0.0        0.0        0.0        0.0:      4.5       1.4
Old  :     100.0:      75.7       47.3       15.7       47.2        4.2        0.0        0.0        0.0        0.0        0.0        0.0:      4.5       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        19         15          5          7          6          0          0          0          0          0          0:
Old  :        38:        19         15          5          7          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       71.8       69.9       84.4       51.0       71.7       67.2       83.7
Old  :                 53.7       71.8       69.9       84.4       51.0       71.7       67.2       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    72,573:    66,002     47,845          0     20,917        639          0          0          0          0          0          0:    5,932     3,172
Old  :    72,573:    66,002     47,845          0     20,917        639          0          0          0          0          0          0:    5,932     3,172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     5,098:     6,322      7,571          0        120       -120          0          0          0          0          0          0:   -1,104    -2,473
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.9       65.9        0.0       28.8        0.9        0.0        0.0        0.0        0.0        0.0        0.0:      8.2       4.4
Old  :     100.0:      90.9       65.9        0.0       28.8        0.9        0.0        0.0        0.0        0.0        0.0        0.0:      8.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        17         15          0          .          .          0          0          0          0          0          0:
Old  :        25:        17         15          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       47.9       73.9       72.8       37.9       42.9       51.5       56.7
Old  :                 52.0       47.9       73.9       72.8       37.9       42.9       51.5       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    22,318:    18,546     19,521          0          0          0          0      1,412          0      2,346          0          0:    1,426     1,385
Old  :    22,318:    18,546     19,521          0          0          0          0      1,412          0      2,346          0          0:    1,426     1,385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     4,710:     3,575      3,822          0          0          0          0         60          0        990          0          0:      145       828
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       87.5        0.0        0.0        0.0        0.0        6.3        0.0       10.5        0.0        0.0:      6.4       6.2
Old  :     100.0:      83.1       87.5        0.0        0.0        0.0        0.0        6.3        0.0       10.5        0.0        0.0:      6.4       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         14          0          0          0          0          .          0          .          0          0:
Old  :        25:        13         14          0          0          0          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       60.0       80.8       80.6       45.7       60.0       74.7       80.6
Old  :                 50.1       60.0       80.8       80.6       45.7       60.0       74.7       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   602,956:   434,391    199,977     57,524    342,752     35,932     12,154      7,872      7,172     46,084          0        523:    9,176     8,728
Old  :   602,956:   434,391    199,977     57,524    342,752     35,932     12,154      7,872      7,172     46,084          0        523:    9,176     8,728
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    10,330:     7,158      5,767       -146      3,825        113      1,719          0       -120      1,401          0        186:       19       559
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       33.2        9.5       56.8        6.0        2.0        1.3        1.2        7.6        0.0        0.1:      1.5       1.4
Old  :     100.0:      72.0       33.2        9.5       56.8        6.0        2.0        1.3        1.2        7.6        0.0        0.1:      1.5       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        42         38          6         10         10          5          .          4          8          0          .:
Old  :        79:        42         38          6         10         10          5          .          4          8          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       53.0       48.1       65.7       27.6       50.6       40.8       59.7
Old  :                 29.3       53.0       48.1       65.7       27.6       50.6       40.8       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   128,236:    95,528     73,321      8,323     28,185     13,781          0      1,661          0         22        632        586:    9,996    10,070
Old  :   128,236:    95,528     73,321      8,323     28,185     13,781          0      1,661          0         22        632        586:    9,996    10,070
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    -4,078:    -3,040     -3,302       -548       -246       -368          0          0          0       -326          0        -30:      234      -132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       57.2        6.5       22.0       10.7        0.0        1.3        0.0        0.0        0.5        0.5:      7.8       7.9
Old  :     100.0:      74.5       57.2        6.5       22.0       10.7        0.0        1.3        0.0        0.0        0.5        0.5:      7.8       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16         15          .          5          6          0          .          0          .          .          .:
Old  :        32:        16         15          .          5          6          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       53.7       69.6       75.0       39.9       51.5       58.9       66.5
Old  :                 43.9       53.7       69.6       75.0       39.9       51.5       58.9       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    18,453:    12,771     17,515      3,338        240         60          0          0          0        540          0          0:    1,744       638
Old  :    18,453:    12,771     17,515      3,338        240         60          0          0          0        540          0          0:    1,744       638
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       94.9       18.1        1.3        0.3        0.0        0.0        0.0        2.9        0.0        0.0:      9.5       3.5
Old  :     100.0:      69.2       94.9       18.1        1.3        0.3        0.0        0.0        0.0        2.9        0.0        0.0:      9.5       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8         11          .          .          .          0          0          0          .          0          0:
Old  :        20:         8         11          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       71.9       81.5       90.1       64.7       67.6       77.8       83.8
Old  :                 66.6       71.9       81.5       90.1       64.7       67.6       77.8       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    78,354:    38,357     48,567     31,861     20,144      5,313          0          0          0          0        176        462:    2,361     3,692
Old  :    78,354:    38,357     48,567     31,861     20,144      5,313          0          0          0          0        176        462:    2,361     3,692
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :      -512:      -570       -420          0          0          0          0          0          0          0        -30         30:       28       -92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.0       62.0       40.7       25.7        6.8        0.0        0.0        0.0        0.0        0.2        0.6:      3.0       4.7
Old  :     100.0:      49.0       62.0       40.7       25.7        6.8        0.0        0.0        0.0        0.0        0.2        0.6:      3.0       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         6         10          6          5          7          0          0          0          0          .          .:
Old  :        22:         6         10          6          5          7          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       57.0       86.4       78.7       61.8       55.3       80.3       75.2
Old  :                 63.9       57.0       86.4       78.7       61.8       55.3       80.3       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   127,944:   100,286     94,783      1,256     18,537     10,276     13,076          0          0      1,860        750          0:    1,190     3,598
Old  :   127,944:   100,286     94,783      1,256     18,537     10,276     13,076          0          0      1,860        750          0:    1,190     3,598
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    17,610:     3,960     15,192     -3,960       -150      2,340     13,076          0          0      1,860        510          0:      334      -282
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       74.1        1.0       14.5        8.0       10.2        0.0        0.0        1.5        0.6        0.0:      0.9       2.8
Old  :     100.0:      78.4       74.1        1.0       14.5        8.0       10.2        0.0        0.0        1.5        0.6        0.0:      0.9       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        11         24          .          5          .          .          0          0          .          .          0:
Old  :        43:        11         24          .          5          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       62.2       82.1       78.6       52.5       60.6       73.8       68.9
Old  :                 55.0       62.2       82.1       78.6       52.5       60.6       73.8       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   158,482:    82,073    131,013     11,619     15,219      2,555     42,421        867        180     18,693      6,733         93:      848     1,822
Old  :   158,482:    82,073    131,013     11,619     15,219      2,555     42,421        867        180     18,693      6,733         93:      848     1,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    18,480:     4,770     16,309     -3,960       -150      2,400     12,896          0        180      1,953        510          0:      241      -769
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       82.7        7.3        9.6        1.6       26.8        0.5        0.1       11.8        4.2        0.1:      0.5       1.1
Old  :     100.0:      51.8       82.7        7.3        9.6        1.6       26.8        0.5        0.1       11.8        4.2        0.1:      0.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        17         40          .          4          .          7          .          .          5         10          .:
Old  :        77:        17         40          .          4          .          7          .          .          5         10          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       47.9       68.3       63.4       35.5       44.8       61.3       56.5
Old  :                 40.6       47.9       68.3       63.4       35.5       44.8       61.3       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    79,837:    76,678     75,117      1,862        367          0          0          0          0        433        562        248:      616     3,543
Old  :    79,837:    76,678     75,117      1,862        367          0          0          0          0        433        562        248:      616     3,543
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     9,350:     9,200      9,737          0        150          0          0          0          0       -218        202        248:      120      -987
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.0       94.1        2.3        0.5        0.0        0.0        0.0        0.0        0.5        0.7        0.3:      0.8       4.4
Old  :     100.0:      96.0       94.1        2.3        0.5        0.0        0.0        0.0        0.0        0.5        0.7        0.3:      0.8       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        15         23          .          .          0          0          0          0          .          .          .:
Old  :        38:        15         23          .          .          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       63.6       87.7       81.5       68.5       62.7       87.0       79.4
Old  :                 68.7       63.6       87.7       81.5       68.5       62.7       87.0       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   275,934:   190,909    231,098     47,620     16,782     18,779        813          0        751      2,738        480          0:   14,324     8,044
Old  :   275,934:   190,909    231,098     47,620     16,782     18,779        813          0        751      2,738        480          0:   14,324     8,044
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :      -148:      -194       -379       -513        -59       -339        445          0       -216        213        480          0:      456       365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       83.8       17.3        6.1        6.8        0.3        0.0        0.3        1.0        0.2        0.0:      5.2       2.9
Old  :     100.0:      69.2       83.8       17.3        6.1        6.8        0.3        0.0        0.3        1.0        0.2        0.0:      5.2       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        27         26          .          .          .          .          0          .          .          .          0:
Old  :        38:        27         26          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       48.5       74.1       69.7       56.5       39.1       66.8       55.1
Old  :                 58.8       48.5       74.1       69.7       56.5       39.1       66.8       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    22,898:    17,552     18,054      1,037         58        248      1,216        792          0          0        558          0:    2,845     3,188
Old  :    22,898:    17,552     18,054      1,037         58        248      1,216        792          0          0        558          0:    2,845     3,188
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       78.8        4.5        0.3        1.1        5.3        3.5        0.0        0.0        2.4        0.0:     12.4      13.9
Old  :     100.0:      76.7       78.8        4.5        0.3        1.1        5.3        3.5        0.0        0.0        2.4        0.0:     12.4      13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7         10          .          .          .          .          .          0          0          .          0:
Old  :        21:         7         10          .          .          .          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       62.2       84.8       78.3       70.6       62.2       84.8       78.3
Old  :                 70.6       62.2       84.8       78.3       70.6       62.2       84.8       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   132,235:   118,529    104,818          0     14,329      7,941          0        525      1,194          0      1,200         93:    4,478     2,135
Old  :   132,235:   118,529    104,818          0     14,329      7,941          0        525      1,194          0      1,200         93:    4,478     2,135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     4,244:     3,210      2,167          0        797        302          0       -887        732          0      1,200         93:      -93      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       79.3        0.0       10.8        6.0        0.0        0.4        0.9        0.0        0.9        0.1:      3.4       1.6
Old  :     100.0:      89.6       79.3        0.0       10.8        6.0        0.0        0.4        0.9        0.0        0.9        0.1:      3.4       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        15         18          0          6          6          0          .          .          0          .          .:
Old  :        33:        15         18          0          6          6          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       56.4       81.3       73.3       56.0       54.1       72.6       67.2
Old  :                 60.4       56.4       81.3       73.3       56.0       54.1       72.6       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV                                                                         Code-0233BA
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    34,347:    25,708      9,512        964     18,592      4,105          0        533        532        940          0         93:    2,005       980
Old  :    34,347:    25,708      9,512        964     18,592      4,105          0        533        532        940          0         93:    2,005       980
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       27.7        2.8       54.1       12.0        0.0        1.6        1.5        2.7        0.0        0.3:      5.8       2.9
Old  :     100.0:      74.8       27.7        2.8       54.1       12.0        0.0        1.6        1.5        2.7        0.0        0.3:      5.8       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7         11          .          4          5          0          .          .          .          0          .:
Old  :        21:         7         11          .          4          5          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       67.7       84.2       81.8       56.4       58.6       68.2       65.8
Old  :                 66.2       67.7       84.2       81.8       56.4       58.6       68.2       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   143,194:   100,557    129,772     27,578      3,263      2,795        302          0        650      3,810        630         31:    7,471     6,053
Old  :   143,194:   100,557    129,772     27,578      3,263      2,795        302          0        650      3,810        630         31:    7,471     6,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       876:       836         33         30          0          0          0          0          0         40        630         31:      -61       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       90.6       19.3        2.3        2.0        0.2        0.0        0.5        2.7        0.4        0.0:      5.2       4.2
Old  :     100.0:      70.2       90.6       19.3        2.3        2.0        0.2        0.0        0.5        2.7        0.4        0.0:      5.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         11          .          .          .          .          0          .          .          .          .:
Old  :        27:        17         11          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       72.6       77.4       89.2       50.2       69.3       67.3       81.2
Old  :                 54.7       72.6       77.4       89.2       50.2       69.3       67.3       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   127,567:    92,235    115,821     21,740      5,435      2,984          0          0          0          0        381        279:   10,329     2,667
Old  :   127,567:    92,235    115,821     21,740      5,435      2,984          0          0          0          0        381        279:   10,329     2,667
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       942:       692      1,090        273       -152       -121          0          0          0          0        240          0:       98      -115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       90.8       17.0        4.3        2.3        0.0        0.0        0.0        0.0        0.3        0.2:      8.1       2.1
Old  :     100.0:      72.3       90.8       17.0        4.3        2.3        0.0        0.0        0.0        0.0        0.3        0.2:      8.1       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         12          4          .          6          0          0          0          0          .          .:
Old  :        24:        15         12          4          .          6          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       74.1       80.1       87.6       59.9       70.9       75.5       81.3
Old  :                 61.9       74.1       80.1       87.6       59.9       70.9       75.5       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    71,022:    69,466     69,768        697        882          0          0          0          0          0          0          0:      859       372
Old  :    71,022:    69,466     69,768        697        882          0          0          0          0          0          0          0:      859       372
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     1,260:       780        750        480        510          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.8       98.2        1.0        1.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.5
Old  :     100.0:      97.8       98.2        1.0        1.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         13          .          .          0          0          0          0          0          0          0:
Old  :        22:        10         13          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.7       83.9       96.6       93.6       88.7       81.0       92.0       89.1
Old  :                 88.7       83.9       96.6       93.6       88.7       81.0       92.0       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,740:    90,154     93,821      4,563      1,329     13,741          0          0          0        450        287        620:    6,212     5,942
Old  :   115,740:    90,154     93,821      4,563      1,329     13,741          0          0          0        450        287        620:    6,212     5,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,251:     2,373      1,273        270        790       -270          0          0          0        150       -163        186:     -458       435
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       81.1        3.9        1.1       11.9        0.0        0.0        0.0        0.4        0.2        0.5:      5.4       5.1
Old  :     100.0:      77.9       81.1        3.9        1.1       11.9        0.0        0.0        0.0        0.4        0.2        0.5:      5.4       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         17          .          .          .          0          0          0          .          .          .:
Old  :        29:        19         17          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       65.8       78.3       83.5       55.4       62.7       67.6       72.6
Old  :                 56.8       65.8       78.3       83.5       55.4       62.7       67.6       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   163,017:   111,589     86,063     13,909     35,107     17,820          0        593      8,013          0      4,270          0:   11,686    11,151
Old  :   163,017:   111,589     86,063     13,909     35,107     17,820          0        593      8,013          0      4,270          0:   11,686    11,151
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,660:     1,568       -213         31       -481        874          0     -1,443        167          0      2,722          0:       20     1,034
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       52.8        8.5       21.5       10.9        0.0        0.4        4.9        0.0        2.6        0.0:      7.2       6.8
Old  :     100.0:      68.5       52.8        8.5       21.5       10.9        0.0        0.4        4.9        0.0        2.6        0.0:      7.2       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        23         16          .          5          5          0          .          .          0          .          0:
Old  :        39:        23         16          .          5          5          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       63.1       54.1       78.6       30.5       51.1       43.6       62.0
Old  :                 37.4       63.1       54.1       78.6       30.5       51.1       43.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,083:    18,638     17,936          0      1,326          0          0        217          0        300      1,391          0:    2,145       213
Old  :    21,083:    18,638     17,936          0      1,326          0          0        217          0        300      1,391          0:    2,145       213
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,490:     2,229      2,460          0        606          0          0          0          0        300       -390          0:      -39      -186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       85.1        0.0        6.3        0.0        0.0        1.0        0.0        1.4        6.6        0.0:     10.2       1.0
Old  :     100.0:      88.4       85.1        0.0        6.3        0.0        0.0        1.0        0.0        1.4        6.6        0.0:     10.2       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         10          0          .          0          0          .          0          .          .          0:
Old  :        27:        16         10          0          .          0          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       61.3       72.4       85.1       44.7       57.6       63.1       74.2
Old  :                 53.4       61.3       72.4       85.1       44.7       57.6       63.1       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,538:    13,637     26,491      8,828          0          0      1,078          0        210      3,374        210          0:    1,411     1,627
Old  :    28,538:    13,637     26,491      8,828          0          0      1,078          0        210      3,374        210          0:    1,411     1,627
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     4,708:     2,640      4,258       -240          0          0        330          0         90      2,010        210          0:     -122       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.8       92.8       30.9        0.0        0.0        3.8        0.0        0.7       11.8        0.7        0.0:      4.9       5.7
Old  :     100.0:      47.8       92.8       30.9        0.0        0.0        3.8        0.0        0.7       11.8        0.7        0.0:      4.9       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         12          .          0          0          .          0          .          .          .          0:
Old  :        25:        11         12          .          0          0          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       63.3       86.3       86.6       62.0       63.3       80.3       83.1
Old  :                 63.9       63.3       86.3       86.6       62.0       63.3       80.3       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   191,848:    92,924    138,325     57,378     29,056      3,661      1,712      7,324      1,278     28,120      3,107        600:    6,175     8,497
Old  :   191,848:    92,924    138,325     57,378     29,056      3,661      1,712      7,324      1,278     28,120      3,107        600:    6,175     8,497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     1,827:     3,091      4,215     -1,657     -2,279        -44        182        242       -453      1,047        306          0:     -339      -160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.4       72.1       29.9       15.1        1.9        0.9        3.8        0.7       14.7        1.6        0.3:      3.2       4.4
Old  :     100.0:      48.4       72.1       29.9       15.1        1.9        0.9        3.8        0.7       14.7        1.6        0.3:      3.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        28         24          4          4          7          .          .          .          .          .          .:
Old  :        48:        28         24          4          4          7          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       52.5       62.7       65.8       42.7       51.6       60.3       63.5
Old  :                 43.8       52.5       62.7       65.8       42.7       51.6       60.3       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                                                            Code-0233CS
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    24,312:    20,721     21,566        651      1,556        916          0          0          0          0          0          0:    2,024       274
Old  :    24,312:    20,721     21,566        651      1,556        916          0          0          0          0          0          0:    2,024       274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       510:       480        360          0          0          0          0          0          0          0          0          0:       30       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       88.7        2.7        6.4        3.8        0.0        0.0        0.0        0.0        0.0        0.0:      8.3       1.1
Old  :     100.0:      85.2       88.7        2.7        6.4        3.8        0.0        0.0        0.0        0.0        0.0        0.0:      8.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          7          .          .          .          0          0          0          0          0          0:
Old  :        20:        11          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       85.7       78.0       97.9       51.8       83.9       78.0       93.5
Old  :                 51.8       85.7       78.0       97.9       51.8       83.9       78.0       93.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    86,430:    65,147     60,452      1,185     12,565      7,452          0          0          0          0          0          0:   12,646     5,961
Old  :    86,430:    65,147     60,452      1,185     12,565      7,452          0          0          0          0          0          0:   12,646     5,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,117:       604      4,090        270       -300        120          0          0          0          0          0          0:    1,123    -1,793
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       69.9        1.4       14.5        8.6        0.0        0.0        0.0        0.0        0.0        0.0:     14.6       6.9
Old  :     100.0:      75.4       69.9        1.4       14.5        8.6        0.0        0.0        0.0        0.0        0.0        0.0:     14.6       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         16          .          .          4          0          0          0          0          0          0:
Old  :        29:        18         16          .          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       46.3       63.4       70.7       37.1       41.8       48.4       58.8
Old  :                 43.8       46.3       63.4       70.7       37.1       41.8       48.4       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   102,520:    59,816     85,588     36,524     12,770        370          0          0          0          0          0          0:    5,810     3,792
Old  :   102,520:    59,816     85,588     36,524     12,770        370          0          0          0          0          0          0:    5,810     3,792
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     1,088:       330      2,579        911       -600       -153          0          0          0          0          0          0:        0      -738
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       83.5       35.6       12.5        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      5.7       3.7
Old  :     100.0:      58.3       83.5       35.6       12.5        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      5.7       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         16          7          .          .          0          0          0          0          0          0:
Old  :        33:        17         16          7          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       68.2       61.4       82.6       34.9       67.3       55.7       78.5
Old  :                 40.6       68.2       61.4       82.6       34.9       67.3       55.7       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    66,087:    35,069     38,939     15,373     13,455      6,221      1,224          0          0      2,043          0          0:    6,157     7,472
Old  :    66,087:    35,069     38,939     15,373     13,455      6,221      1,224          0          0      2,043          0          0:    6,157     7,472
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.1       58.9       23.3       20.4        9.4        1.9        0.0        0.0        3.1        0.0        0.0:      9.3      11.3
Old  :     100.0:      53.1       58.9       23.3       20.4        9.4        1.9        0.0        0.0        3.1        0.0        0.0:      9.3      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8         10          .          .          .          .          0          0          .          0          0:
Old  :        20:         8         10          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       60.3       78.6       79.1       49.7       51.8       61.3       62.9
Old  :                 57.2       60.3       78.6       79.1       49.7       51.8       61.3       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    36,483:    31,980     35,756          0        299         31          0          0          0      2,843          0          0:    1,629       397
Old  :    36,483:    31,980     35,756          0        299         31          0          0          0      2,843          0          0:    1,629       397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.7       98.0        0.0        0.8        0.1        0.0        0.0        0.0        7.8        0.0        0.0:      4.5       1.1
Old  :     100.0:      87.7       98.0        0.0        0.8        0.1        0.0        0.0        0.0        7.8        0.0        0.0:      4.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         10          0          .          .          0          0          0          4          0          0:
Old  :        24:        11         10          0          .          .          0          0          0          4          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       83.6       85.8       96.0       68.1       83.6       83.3       94.6
Old  :                 68.1       83.6       85.8       96.0       68.1       83.6       83.3       94.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   119,484:    95,937     15,536      7,074     90,065      4,864          0          0          0      2,409          0          0:    9,200     9,019
Old  :   119,484:    95,937     15,536      7,074     90,065      4,864          0          0          0      2,409          0          0:    9,200     9,019
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,715:     3,142         -4       -272      3,790         -2          0          0          0          0          0          0:     -153    -1,069
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       13.0        5.9       75.4        4.1        0.0        0.0        0.0        2.0        0.0        0.0:      7.7       7.5
Old  :     100.0:      80.3       13.0        5.9       75.4        4.1        0.0        0.0        0.0        2.0        0.0        0.0:      7.7       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17          6          .          9          6          0          0          0          .          0          0:
Old  :        29:        17          6          .          9          6          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       65.2       66.4       82.9       41.3       62.9       62.3       75.3
Old  :                 42.5       65.2       66.4       82.9       41.3       62.9       62.3       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    77,005:    25,720     48,002     24,332     10,609     11,899      5,202          0          0          0          0          0:    9,852     6,495
Old  :    77,005:    25,720     48,002     24,332     10,609     11,899      5,202          0          0          0          0          0:    9,852     6,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,777:     1,101      2,751       -524     -1,132        426          0          0          0          0          0          0:    1,774       732
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       62.3       31.6       13.8       15.5        6.8        0.0        0.0        0.0        0.0        0.0:     12.8       8.4
Old  :     100.0:      33.4       62.3       31.6       13.8       15.5        6.8        0.0        0.0        0.0        0.0        0.0:     12.8       8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          8          .          .          4          .          0          0          0          0          0:
Old  :        22:        13          8          .          .          4          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       61.0       70.9       80.7       38.4       57.6       56.0       70.5
Old  :                 51.1       61.0       70.9       80.7       38.4       57.6       56.0       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,532,991:   258,172    378,858    121,887     90,277    152,146    331,374     96,929    335,050     52,195    233,970    210,151:   72,016    35,610
Old  : 1,532,991:   258,172    378,858    121,887     90,277    152,146    331,374     96,929    335,050     52,195    233,970    210,151:   72,016    35,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :   -29,373:    28,362     35,472      5,300     -6,229      3,844     -3,780      7,498    -52,976     -5,725    -13,055     -3,977:     -421        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       24.7        8.0        5.9        9.9       21.6        6.3       21.9        3.4       15.3       13.7:      4.7       2.3
Old  :     100.0:      16.8       24.7        8.0        5.9        9.9       21.6        6.3       21.9        3.4       15.3       13.7:      4.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       309:        38         35         21         13         25         86         33         73         56         47         74:
Old  :       309:        38         35         21         13         25         86         33         73         56         47         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       23.6       31.5       39.6        8.3       16.9       12.5       22.0
Old  :                 18.5       23.6       31.5       39.6        8.3       16.9       12.5       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   419,841:   144,012     91,020      6,289    100,892     37,446     17,862     14,475     11,536    160,396    127,177     29,415:   12,885     7,880
Old  :   419,841:   144,012     91,020      6,289    100,892     37,446     17,862     14,475     11,536    160,396    127,177     29,415:   12,885     7,880
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    24,650:     4,265      5,798          0      1,816        242      8,372      1,789       -175      5,690      9,700      5,445:      811        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       21.7        1.5       24.0        8.9        4.3        3.4        2.7       38.2       30.3        7.0:      3.1       1.9
Old  :     100.0:      34.3       21.7        1.5       24.0        8.9        4.3        3.4        2.7       38.2       30.3        7.0:      3.1       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        83:        26         26          .         14         15          7          5          7         16         11         21:
Old  :        83:        26         26          .         14         15          7          5          7         16         11         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       49.5       63.0       63.9       52.2       44.5       57.3       55.0
Old  :                 55.1       49.5       63.0       63.9       52.2       44.5       57.3       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   155,044:    33,072     19,272     32,633     10,671     28,702      4,058     30,419      9,027     18,308     33,387     14,770:   14,474     8,796
Old  :   155,044:    33,072     19,272     32,633     10,671     28,702      4,058     30,419      9,027     18,308     33,387     14,770:   14,474     8,796
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :    15,860:     2,956        611     -4,002     -4,990      6,664     -1,752      1,924     -1,028      9,734     11,947        552:    2,736       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.3       12.4       21.0        6.9       18.5        2.6       19.6        5.8       11.8       21.5        9.5:      9.3       5.7
Old  :     100.0:      21.3       12.4       21.0        6.9       18.5        2.6       19.6        5.8       11.8       21.5        9.5:      9.3       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        12         11          9          5         13          6          7          6          .         15         14:
Old  :        58:        12         11          9          5         13          6          7          6          .         15         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       37.2       55.4       52.8       32.6       22.7       42.3       33.9
Old  :                 39.7       37.2       55.4       52.8       32.6       22.7       42.3       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    39,039:     3,107      6,209     16,279     11,873      6,169      1,248          0      5,402      2,292      4,686      4,435:      107       265
Old  :    39,039:     3,107      6,209     16,279     11,873      6,169      1,248          0      5,402      2,292      4,686      4,435:      107       265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     4,959:       343        134        308       -424      1,844        165          0        688      1,572      2,675         86:      -47       -44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.0       15.9       41.7       30.4       15.8        3.2        0.0       13.8        5.9       12.0       11.4:      0.3       0.7
Old  :     100.0:       8.0       15.9       41.7       30.4       15.8        3.2        0.0       13.8        5.9       12.0       11.4:      0.3       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         4          4          5          .          7          4          0          .          7          8         12:
Old  :        30:         4          4          5          .          7          4          0          .          7          8         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       68.7       85.4       84.6       41.2       41.7       48.7       48.8
Old  :                 58.5       68.7       85.4       84.6       41.2       41.7       48.7       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,303,988:   290,139    230,217     79,855    841,788    122,092    161,238      1,543     50,149    547,768     16,055     23,789:   28,958    18,355
Old  : 1,303,988:   290,139    230,217     79,855    841,788    122,092    161,238      1,543     50,149    547,768     16,055     23,789:   28,958    18,355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     7,086:     1,006      2,881        462      1,480      1,141     -2,034         -1        342      6,369      1,459       -337:      137       121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.3       17.7        6.1       64.6        9.4       12.4        0.1        3.8       42.0        1.2        1.8:      2.2       1.4
Old  :     100.0:      22.3       17.7        6.1       64.6        9.4       12.4        0.1        3.8       42.0        1.2        1.8:      2.2       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        29         29          .         16         13          9          .          7         13          7         16:
Old  :        84:        29         29          .         16         13          9          .          7         13          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       38.3       66.9       62.5       51.8       36.1       61.3       59.2
Old  :                 54.4       38.3       66.9       62.5       51.8       36.1       61.3       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   261,481:    53,168     42,535    148,331    113,309     21,227      6,696     19,750     10,879      6,330     37,164     11,923:    2,927     4,694
Old  :   261,481:    53,168     42,535    148,331    113,309     21,227      6,696     19,750     10,879      6,330     37,164     11,923:    2,927     4,694
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     2,252:    -1,627        183        332      2,124       -343      4,102        600        -13       -170       -962         33:      -62       630
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.3       16.3       56.7       43.3        8.1        2.6        7.6        4.2        2.4       14.2        4.6:      1.1       1.8
Old  :     100.0:      20.3       16.3       56.7       43.3        8.1        2.6        7.6        4.2        2.4       14.2        4.6:      1.1       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        16         19         16          4         13          4          5          6          6          9         12:
Old  :        63:        16         19         16          4         13          4          5          6          6          9         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       53.2       47.2       64.9       27.3       51.4       44.4       59.4
Old  :                 27.9       53.2       47.2       64.9       27.3       51.4       44.4       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    25,045:    24,414     10,278         89     12,462        124          0          0          0        186      1,788         42:      190       351
Old  :    25,045:    24,414     10,278         89     12,462        124          0          0          0        186      1,788         42:      190       351
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       401:       146        462         89       -174        124          0          0          0          0        -53         42:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.5       41.0        0.4       49.8        0.5        0.0        0.0        0.0        0.7        7.1        0.2:      0.8       1.4
Old  :     100.0:      97.5       41.0        0.4       49.8        0.5        0.0        0.0        0.0        0.7        7.1        0.2:      0.8       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         19          .          6          .          0          0          0          .          4          .:
Old  :        37:        18         19          .          6          .          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       49.3       88.3       70.5       67.5       46.9       76.5       62.2
Old  :                 73.7       49.3       88.3       70.5       67.5       46.9       76.5       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   107,038:    77,645     84,113      9,712     10,903      7,690      6,224         92        682      2,262      1,544      1,582:    1,241       432
Old  :   107,038:    77,645     84,113      9,712     10,903      7,690      6,224         92        682      2,262      1,544      1,582:    1,241       432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :     4,490:     3,032      3,665        581          5        668         95         25        125        132          0        -40:     -103        42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       78.6        9.1       10.2        7.2        5.8        0.1        0.6        2.1        1.4        1.5:      1.2       0.4
Old  :     100.0:      72.5       78.6        9.1       10.2        7.2        5.8        0.1        0.6        2.1        1.4        1.5:      1.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        99:        48         47          6          7          9          6          .          4          9         10         11:
Old  :        99:        48         47          6          7          9          6          .          4          9         10         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       37.4       42.6       61.5       14.1       31.5       25.2       40.3
Old  :                 27.2       37.4       42.6       61.5       14.1       31.5       25.2       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    79,893:    47,722     60,484      7,697      6,485      8,381      2,612        300        830     12,500      2,573          0:      151       840
Old  :    79,893:    47,722     60,484      7,697      6,485      8,381      2,612        300        830     12,500      2,573          0:      151       840
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :      -418:        16       -194        344          0       -344       -500          0          0          0          0          0:       66       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.7       75.7        9.6        8.1       10.5        3.3        0.4        1.0       15.6        3.2        0.0:      0.2       1.1
Old  :     100.0:      59.7       75.7        9.6        8.1       10.5        3.3        0.4        1.0       15.6        3.2        0.0:      0.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        19         23          4          .          4          4          .          .          .          .          0:
Old  :        42:        19         23          4          .          4          4          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       53.9       79.1       72.4       38.9       38.6       49.8       46.6
Old  :                 52.0       53.9       79.1       72.4       38.9       38.6       49.8       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    39,423:    36,047     26,460          0      8,007      1,724        190          0          0        564      1,841        628:      270       763
Old  :    39,423:    36,047     26,460          0      8,007      1,724        190          0          0        564      1,841        628:      270       763
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       615:       880        297         -5        430       -375         70          0          0         80        298        -35:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       67.1        0.0       20.3        4.4        0.5        0.0        0.0        1.4        4.7        1.6:      0.7       1.9
Old  :     100.0:      91.4       67.1        0.0       20.3        4.4        0.5        0.0        0.0        1.4        4.7        1.6:      0.7       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        27         31          0          8          6          .          0          0          5          6          5:
Old  :        55:        27         31          0          8          6          .          0          0          5          6          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       38.2       72.2       60.4       40.9       30.6       52.1       41.8
Old  :                 49.3       38.2       72.2       60.4       40.9       30.6       52.1       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,540:     5,899      5,480      2,968      3,218        110          0          0          0      1,068         77        321:      174     1,334
Old  :    10,540:     5,899      5,480      2,968      3,218        110          0          0          0      1,068         77        321:      174     1,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       589:       517        438          0         75          0          0          0          0         45          0         12:       15        64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       52.0       28.2       30.5        1.0        0.0        0.0        0.0       10.1        0.7        3.0:      1.7      12.7
Old  :     100.0:      56.0       52.0       28.2       30.5        1.0        0.0        0.0        0.0       10.1        0.7        3.0:      1.7      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         16          .          5          .          0          0          0          6          .          4:
Old  :        36:        20         16          .          5          .          0          0          0          6          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       44.3       73.9       64.9       47.8       38.7       60.3       52.4
Old  :                 55.3       44.3       73.9       64.9       47.8       38.7       60.3       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, May 23, 2017                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    15,079:    12,867      7,006        333      6,504         92          0          0          0        594        681        386:      807       410
Old  :    15,079:    12,867      7,006        333      6,504         92          0          0          0        594        681        386:      807       410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 16, 2017                                                                     :
     :       674:       658        254          9        340         -9          0          0          0        -40         20         65:       -9         4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       46.5        2.2       43.1        0.6        0.0        0.0        0.0        3.9        4.5        2.6:      5.4       2.7
Old  :     100.0:      85.3       46.5        2.2       43.1        0.6        0.0        0.0        0.0        3.9        4.5        2.6:      5.4       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         14          .          5          .          0          0          0          5          .          .:
Old  :        34:        20         14          .          5          .          0          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       61.1       66.3       77.4       34.0       49.3       47.8       61.2
Old  :                 46.4       61.1       66.3       77.4       34.0       49.3       47.8       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 26, 2017