Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,472,376                :
: Positions                                                                                                    :
:2,698,829 1,240,695   649,847 3,193,090   204,103   659,205     4,634   235,277   458,301    51,245   529,170 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   52,069    31,740    14,833    56,598    -8,828   -36,784     2,191    -9,047    56,050    -2,492   -34,422 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      22.7      11.9      58.3       3.7      12.0       0.1       4.3       8.4       0.9       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   232                     :
:      112       105         7        20        21        22         .        20        44        12        44 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   313,331                :
: Positions                                                                                                    :
:   52,898    63,317    65,092    32,688    42,260     4,744    11,806    52,931    28,618    46,194    38,321 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    6,138     3,663    11,982    -5,572     3,383     4,299    -9,453    15,492   -12,742    21,909    16,668 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.9      20.2      20.8      10.4      13.5       1.5       3.8      16.9       9.1      14.7      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       17        15        14         4        14         4         5         8         9         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   194,806                :
: Positions                                                                                                    :
:  129,506   166,736    37,344    14,258     5,529     1,816       442     1,527     1,622     1,560       122 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    9,482     6,316      -777       122       -56      -789       220       294      -621       450        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      85.6      19.2       7.3       2.8       0.9       0.2       0.8       0.8       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        22         6         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   110,375                :
: Positions                                                                                                    :
:   96,646    85,641     4,965    20,935     1,167         0         0         0     1,586         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    1,520     2,508      -574       333         0         0         0         0     1,586       -28      -431 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      77.6       4.5      19.0       1.1       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       25        26         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   158,954                :
: Positions                                                                                                    :
:  114,687    82,173     7,602    47,600    17,402       185         0     1,117         0     1,749       797 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   12,930     8,427    -2,685       957     2,018       185      -152      -147         0       267       489 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      51.7       4.8      29.9      10.9       0.1       0.0       0.7       0.0       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        17         4         6         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is 1,072,842                :
: Positions                                                                                                    :
:  986,332   244,142    22,686   767,771    46,734         0     3,100     2,003        75     2,365     4,853 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   33,893     2,348       -60    28,749       437         0     1,417      -820       -31       754       283 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      22.8       2.1      71.6       4.4       0.0       0.3       0.2       0.0       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       38        24         6        10        14         0         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   433,377                :
: Positions                                                                                                    :
:  360,160   298,527    24,132    99,021    25,448       989         0       706     7,133     1,506       369 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   18,007    10,313         0     6,343    -1,552      -213         0       304     1,475       783       123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      68.9       5.6      22.8       5.9       0.2       0.0       0.2       1.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        35         .        10         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   333,186                :
: Positions                                                                                                    :
:  271,686   213,521    27,789    91,591    21,600     1,117         0     1,311     2,434         0     1,421 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   14,038    12,748     1,079     7,665    -1,510       968         0      -580     1,733      -321       409 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      64.1       8.3      27.5       6.5       0.3       0.0       0.4       0.7       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        31         5         9        12         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   166,380                :
: Positions                                                                                                    :
:  139,132    89,230    12,966    55,111     6,897       435         0     1,250         0     2,429       524 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   11,879    10,782     1,687     4,539        34       435      -300       110         0     2,365        42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      53.6       7.8      33.1       4.1       0.3       0.0       0.8       0.0       1.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        20         .         6         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   114,032                :
: Positions                                                                                                    :
:   72,979    92,900    26,241     5,892     2,574     2,080     3,138         0     6,039     4,327       981 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   -3,416     4,397     4,629         0       -98       490         0         0       701    -1,497      -173 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      81.5      23.0       5.2       2.3       1.8       2.8       0.0       5.3       3.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        17         6         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    36,235                :
: Positions                                                                                                    :
:   33,975    29,462       489     4,986       765         0         0         0         0       450         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    2,760     2,430       489        65       145         0         0         0         0       450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      81.3       1.3      13.8       2.1       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    93,543                :
: Positions                                                                                                    :
:   77,490    26,366       250    53,821     5,063     1,753         0       320         0     1,753         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    2,528     3,694       250      -821       209     1,218         0      -487         0     1,329       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      28.2       0.3      57.5       5.4       1.9       0.0       0.3       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         6         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   174,586                :
: Positions                                                                                                    :
:  126,814    92,569    36,566    76,082     3,799         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    5,510     4,527       264       610       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      53.0      20.9      43.6       2.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        17         5         7         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    59,909                :
: Positions                                                                                                    :
:   50,629    32,145         0    23,702       796         0         0         0     1,712         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      726     4,028         0       968      -458         0         0         0     1,712         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      53.7       0.0      39.6       1.3       0.0       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         0         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    23,650                :
: Positions                                                                                                    :
:   19,039    21,151       189       210       651     1,960       540         0     1,200         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      89.4       0.8       0.9       2.8       8.3       2.3       0.0       5.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        15         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   560,239                :
: Positions                                                                                                    :
:  404,585   208,443    68,124   289,559    37,762    14,501     7,805     5,433    20,353       335       890 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   18,735    21,813     1,124    -1,627     2,351    -3,969      -210       549     3,218       335        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      37.2      12.2      51.7       6.7       2.6       1.4       1.0       3.6       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       45        39         4         9         8         .         .         5         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   128,575                :
: Positions                                                                                                    :
:   94,321    67,661    12,784    33,449    12,270         0     2,183     1,531         0     2,623        62 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    6,459     4,078       916      -104     3,137      -182      -179      -415         0     1,995      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      52.6       9.9      26.0       9.5       0.0       1.7       1.2       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        12         .         5         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    20,517                :
: Positions                                                                                                    :
:   16,521    18,257     2,838     1,276         0         0         0         0         0       492         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    1,591       811         0       780         0         0         0         0         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      89.0      13.8       6.2       0.0       0.0       0.0       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        13         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    83,620                :
: Positions                                                                                                    :
:   40,790    51,827    35,349    23,111     3,970         0         0         0       925         0       120 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:     -402      -882      -118      -244       306         0         0         0       188         0        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      62.0      42.3      27.6       4.7       0.0       0.0       0.0       1.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        11         6         5         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   138,163                :
: Positions                                                                                                    :
:   88,689   104,968    15,084    19,750     6,850    21,502       316         0     5,490     2,310         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    5,298    36,108     8,834       102    -1,086    21,202       316         0     2,280     2,310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      76.0      10.9      14.3       5.0      15.6       0.2       0.0       4.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       15        26         4         4         4         .         .         0         5         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   183,304                :
: Positions                                                                                                    :
:   96,904   153,001    18,150    20,430     1,929    51,074       564         0    12,428     4,100     1,679 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    5,440    34,362     7,280      -720       720    21,107       316         0       691       907     1,619 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      83.5       9.9      11.1       1.1      27.9       0.3       0.0       6.8       2.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       23        42         .         5         4         5         .         0         7         8         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    79,261                :
: Positions                                                                                                    :
:   76,390    76,005     1,986       755         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    3,661     6,439         0      -445         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      95.9       2.5       1.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        26         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    21,371                :
: Positions                                                                                                    :
:   14,683    20,578     6,320       248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      96.3      29.6       1.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        13         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   284,005                :
: Positions                                                                                                    :
:  204,302   240,088    59,185    22,548    12,306       216         0     1,313         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    7,416    18,902     3,525    -6,449     2,377       216      -626       241         0      -330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      84.5      20.8       7.9       4.3       0.1       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       29        29         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    29,984                :
: Positions                                                                                                    :
:   26,129    23,679       631       669         0       357     1,180        93       633     1,358         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    3,291     3,533         0        30         0       180       870         0       633       660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      79.0       2.1       2.2       0.0       1.2       3.9       0.3       2.1       4.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         0         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   108,883                :
: Positions                                                                                                    :
:   95,214    85,375         0     9,479     5,415         0     2,884        93         0     1,140         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    8,698     5,078      -715     2,987    -1,189         0      -326        62         0       900         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      78.4       0.0       8.7       5.0       0.0       2.6       0.1       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        19         0         4         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   147,396                :
: Positions                                                                                                    :
:  105,453   134,305    23,962     3,781     3,091     2,050         0       473     3,502     1,537         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    3,155     3,354    -1,057         0      -174       725         0       151       365     1,537         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      91.1      16.3       2.6       2.1       1.4       0.0       0.3       2.4       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   120,642                :
: Positions                                                                                                    :
:   90,496   109,869    18,131     2,993     3,263         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   14,744    14,421        63        30       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      91.1      15.0       2.5       2.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        11         4         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    44,800                :
: Positions                                                                                                    :
:   43,546    44,073       178         0        62         0         0         0         0       270         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.2      98.4       0.4       0.0       0.1       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        15         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   117,232                :
: Positions                                                                                                    :
:   95,936    99,117     1,844     1,717    13,346       732         0       161         0       849        90 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:     -541    -1,948      -521     1,717      -553       732         0       161         0        26      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      84.5       1.6       1.5      11.4       0.6       0.0       0.1       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   152,498                :
: Positions                                                                                                    :
:  108,209    84,753    15,169    38,784    15,620       135         0     1,492       148     3,145       241 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    4,807       379      -727      -438     3,115      -681         0      -105       148     2,953      -279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      55.6       9.9      25.4      10.2       0.1       0.0       1.0       0.1       2.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        18         .         5         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    15,758                :
: Positions                                                                                                    :
:   15,049    12,001         0     2,871       372         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.5      76.2       0.0      18.2       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         0         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    26,119                :
: Positions                                                                                                    :
:   24,196    24,292         0     1,335         0         0         0         0         0       308         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:     -893    -1,104         0       482         0         0         0         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      93.0       0.0       5.1       0.0       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    34,956                :
: Positions                                                                                                    :
:   17,314    33,360    12,707       608       248       750         0         0     1,462         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    3,832     5,870       180         0         0       750         0         0       780         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      95.4      36.4       1.7       0.7       2.1       0.0       0.0       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   190,180                :
: Positions                                                                                                    :
:   97,182   117,045    61,819    45,793     6,841     2,222     4,472     1,731    11,922     2,071       600 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      494    -1,271       240        33      -686         0       300         0        62       844         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      61.5      32.5      24.1       3.6       1.2       2.4       0.9       6.3       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        23         4         4         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    86,605                :
: Positions                                                                                                    :
:   66,710    53,570     3,669    20,400     4,457       368         0       420         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      398     1,153       270      -607       115      -150         0       150         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      61.9       4.2      23.6       5.1       0.4       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        14         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    97,696                :
: Positions                                                                                                    :
:   55,502    79,102    32,527    13,462     1,100         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    1,454     1,098      -236       488        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      81.0      33.3      13.8       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        12         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   121,204                :
: Positions                                                                                                    :
:   95,354    20,925     6,321    84,889     3,588         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    1,706      -306       120       454       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      17.3       5.2      70.0       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17         6         .         7         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    63,668                :
: Positions                                                                                                    :
:   19,222    43,713    26,489     9,994     6,145     5,992         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    3,201     1,759    -3,646      -680     1,445     2,782         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      68.7      41.6      15.7       9.7       9.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         4         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,364,396                :
: Positions                                                                                                    :
:  208,809   298,335   141,072    54,502   147,415   280,181   130,277   261,240    55,586   228,337   205,852 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   23,070     8,510   -12,425    -2,172    19,080    -2,431   -13,828    -5,168    -3,994    13,175   -10,672 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      21.9      10.3       4.0      10.8      20.5       9.5      19.1       4.1      16.7      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   321                     :
:       40        38        24        10        24        77        38        76        65        47        82 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   407,862                :
: Positions                                                                                                    :
:  144,340    83,650     7,233    83,216    46,709    16,642     9,592    18,849   137,987   131,818    26,502 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    8,381     8,677       396     9,158     1,098     8,910     1,407    -1,054     4,322     1,821     2,349 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      20.5       1.8      20.4      11.5       4.1       2.4       4.6      33.8      32.3       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       27        25         .        16        17         8         4         9        16        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   147,621                :
: Positions                                                                                                    :
:   20,483    25,715    38,908    17,980    23,547    13,074    26,072     9,650    13,975    16,324    20,312 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    8,048     9,489       118    -2,447     4,294     3,866     2,980      -306     1,812     2,702     4,219 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9      17.4      26.4      12.2      16.0       8.9      17.7       6.5       9.5      11.1      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       10        13        12         4        13         7         5         8         7        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    70,298                :
: Positions                                                                                                    :
:    1,983     2,629    13,258    18,202     3,839     1,372         0     2,864     3,236     8,959     3,615 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      154      -444    -2,330       794      -447    -2,353         0     2,047       165     5,305       832 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.8       3.7      18.9      25.9       5.5       2.0       0.0       4.1       4.6      12.7       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        .         4         4         .         6         .         0         .         6         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,338,456                :
: Positions                                                                                                    :
:  295,961   239,537   105,890   846,533   116,577   139,494    17,247    54,448   564,428    20,020    28,852 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:   -2,860     1,890    -7,300    12,679     5,395     4,840    -2,472      -467    15,481     1,689     1,397 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.1      17.9       7.9      63.2       8.7      10.4       1.3       4.1      42.2       1.5       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       32        29         4        15        14         7         .         5        15         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   313,277                :
: Positions                                                                                                    :
:   70,654    45,625   156,663   138,605    26,738    16,381    19,097    18,771     4,714    43,709    17,032 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    5,092       542       953    -8,869       959    -7,265     1,692     7,152      -419     5,097     1,316 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.6      14.6      50.0      44.2       8.5       5.2       6.1       6.0       1.5      14.0       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       16        18        16         4        10         8         6         7         8        13        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     1,741                :
: Positions                                                                                                    :
:      909       738         0       272        38         0         0         0       135        50       120 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:       58        25         0        -5         0         0         0         0         3        29       -41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      42.4       0.0      15.6       2.2       0.0       0.0       0.0       7.8       2.9       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         0         .         .         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    31,245                :
: Positions                                                                                                    :
:   29,147    15,408         0    12,836       166         0         0         0     1,445     2,102       286 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      960       997         0       300         0         0         0         0       337         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      49.3       0.0      41.1       0.5       0.0       0.0       0.0       4.6       6.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        23         0         6         .         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   109,930                :
: Positions                                                                                                    :
:   80,938    84,761     8,511    13,461     7,135     6,057        40       120     4,662     2,295     1,761 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    1,712     2,441       262       147      -435       836       -29        64        22       105       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      77.1       7.7      12.2       6.5       5.5       0.0       0.1       4.2       2.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       52        48         4         8         9         5         .         .        11         9        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    86,298                :
: Positions                                                                                                    :
:   53,201    66,109     6,633     5,869     9,497     3,081       640         0    13,820     3,275         0 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:       57      -538      -585       360       150        60      -290         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      76.6       7.7       6.8      11.0       3.6       0.7       0.0      16.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        24         4         .         4         4         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    37,456                :
: Positions                                                                                                    :
:   33,847    22,947         0    10,100     1,494       100         0       425       973     1,168       479 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:    1,125     1,265         0       -90       532       -15         0       100        15        10        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      61.3       0.0      27.0       4.0       0.3       0.0       1.1       2.6       3.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       28        27         0         7         5         .         0         .         4         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    12,538                :
: Positions                                                                                                    :
:    6,889     7,395     3,672     3,711         0         0         0         0     1,672        85       267 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      184       134         0         0         0         0         0         0        -5         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      59.0      29.3      29.6       0.0       0.0       0.0       0.0      13.3       0.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        19         .         5         0         0         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 28, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    14,127                :
: Positions                                                                                                    :
:   12,946     6,358        26     6,533       118         0         0         0       360       618       184 :
:                                                                                                              :
: Changes from:     March 21, 2017                                                                             :
:      162      -181        24       195         0         0         0         0      -102        70         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      45.0       0.2      46.2       0.8       0.0       0.0       0.0       2.5       4.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        14         .         5         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------

Updated June 6, 2017