Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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 5,528,502                :
: Positions                                                                                                    :
:2,794,449 1,242,584   564,400 3,185,114   212,667   660,600    15,133   197,934   450,026    54,901   607,812 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:  -56,439    -6,780   -12,530   -64,444    -2,325   -23,485     7,087   -41,423    31,899     4,328   -44,017 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      22.5      10.2      57.6       3.8      11.9       0.3       3.6       8.1       1.0      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      107        99         7        20        20        18         5        17        49         8        41 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   224,999                :
: Positions                                                                                                    :
:   22,550    53,222   101,447    31,594    24,020     1,376    79,190    12,309    43,419     6,807    17,447 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:  -29,430    -5,266    20,070    -1,410   -17,718       387    25,868   -30,326    12,486   -14,930   -11,825 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      23.7      45.1      14.0      10.7       0.6      35.2       5.5      19.3       3.0       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       14        12        12         5        10         .         5         5         8         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   193,484                :
: Positions                                                                                                    :
:  124,365   166,146    40,990    10,757     5,997     1,571       761     1,384         0     1,338     1,608 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    3,061     5,852    -1,743    -3,284     1,720         0       -31        31      -152      -981       432 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      85.9      21.2       5.6       3.1       0.8       0.4       0.7       0.0       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        25         5         .         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   102,779                :
: Positions                                                                                                    :
:   90,060    76,145     3,480    19,706     1,866         0         0         0     2,912         0       248 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    4,473     2,230        28      -642       -30         0         0         0       209         0       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      74.1       3.4      19.2       1.8       0.0       0.0       0.0       2.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       26        26         .         4         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   196,022                :
: Positions                                                                                                    :
:  142,698    80,822    24,747    88,869    12,035     1,440         0     1,928         0     1,535       434 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   31,263     1,256     8,718    35,658       591       642         0       244         0       275      -272 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      41.2      12.6      45.3       6.1       0.7       0.0       1.0       0.0       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        18         5         5         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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 1,037,480                :
: Positions                                                                                                    :
:  946,122   227,059    27,014   738,313    42,595         0       276     5,595       717    16,013     4,482 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:  -27,344    -7,305    -3,988   -23,486       626         0    -1,210        93       416        21       277 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      21.9       2.6      71.2       4.1       0.0       0.0       0.5       0.1       1.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        23         6        10        14         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   461,266                :
: Positions                                                                                                    :
:  378,754   321,412    29,779   103,636    28,483     1,908         0       340     6,310         0       184 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   16,649    11,448     4,010     6,438    -1,891    -1,462         0        88       249         0       184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      69.7       6.5      22.5       6.2       0.4       0.0       0.1       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        36         4         9         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   370,269                :
: Positions                                                                                                    :
:  293,060   245,248    29,862    97,226    20,113       988         0     1,509     5,097         0       543 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -2,156        73        43       408      -407      -703         0       122      -440         0       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      66.2       8.1      26.3       5.4       0.3       0.0       0.4       1.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        32         4         9        10         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 2017                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   177,268                :
: Positions                                                                                                    :
:  154,994    94,620     4,850    55,850    12,358         0     1,029     1,054       310     2,492       173 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    7,546     8,898     3,395     3,211    -1,216         0       657        53       310       272       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      53.4       2.7      31.5       7.0       0.0       0.6       0.6       0.2       1.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        21         .         8         8         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   111,061                :
: Positions                                                                                                    :
:   66,847    92,875    26,155     5,112     3,188     4,507     2,758         0     4,921     1,351       985 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:      832      -202       120         0      -151       759        62         0         0     1,126      -331 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      83.6      23.6       4.6       2.9       4.1       2.5       0.0       4.4       1.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        19         6         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    36,818                :
: Positions                                                                                                    :
:   34,745    29,243         0     5,706       727         0         0         0         0       479        31 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    1,177     1,213         0        31       124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      79.4       0.0      15.5       2.0       0.0       0.0       0.0       0.0       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        15         0         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   108,132                :
: Positions                                                                                                    :
:   85,558    36,712     8,976    58,600     3,532       693         0     1,311         0       992       123 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -245     2,937     5,842     2,294    -3,659      -582         0       310         0       -30        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      34.0       8.3      54.2       3.3       0.6       0.0       1.2       0.0       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        12         .         6         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   168,116                :
: Positions                                                                                                    :
:  119,564    89,077    35,958    71,620     4,147         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -161      -893       338       802    -1,409         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      53.0      21.4      42.6       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        16         5         7         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    70,746                :
: Positions                                                                                                    :
:   60,942    39,049         0    23,544       796         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    8,073     6,565         0        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      55.2       0.0      33.3       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        13         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    25,378                :
: Positions                                                                                                    :
:   20,744    22,059       900       210         0       720     1,442         0     2,376         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:      620       139         0         0         0         0         0         0       403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      86.9       3.5       0.8       0.0       2.8       5.7       0.0       9.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        15         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   601,098                :
: Positions                                                                                                    :
:  441,222   210,017    51,129   322,503    42,342    10,417     8,718     8,657    38,168       483       525 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   14,945       739    -3,063    19,274      -143      -799       846     2,194     8,226        70       -32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      34.9       8.5      53.7       7.0       1.7       1.5       1.4       6.3       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       43        40         4        11         9         .         .         4         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   137,069                :
: Positions                                                                                                    :
:  107,337    74,979     5,807    32,966    13,574         0     1,571        90         0     2,993        90 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    4,606     5,573    -4,102    -1,759       406         0       -58      -796         0      -342       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      54.7       4.2      24.1       9.9       0.0       1.1       0.1       0.0       2.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        13         .         5         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    83,871                :
: Positions                                                                                                    :
:   37,301    51,797    37,811    21,091     5,346         0         0         0         0     1,073       372 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -125     2,116     2,287      -428       242         0         0         0         0       825       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.5      61.8      45.1      25.1       6.4       0.0       0.0       0.0       0.0       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        11         6         5         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   167,718                :
: Positions                                                                                                    :
:   98,561   126,440    11,701    20,534     7,980    29,525       867         0    16,492     3,100         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    2,185    19,297     2,015       279       -31    17,081      -243         0     2,139     2,046         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      75.4       7.0      12.2       4.8      17.6       0.5       0.0       9.8       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       13        31         4         4         .         6         .         0         4         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   195,711                :
: Positions                                                                                                    :
:   89,692   160,236    22,744    15,994     2,080    55,719     1,688       527    18,660     9,375       243 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    3,475    19,613     1,922       899       -31    16,523      -770       527    -1,159     3,173        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      81.9      11.6       8.2       1.1      28.5       0.9       0.3       9.5       4.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       25        43         .         .         .         5         .         .         4        10         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    80,625                :
: Positions                                                                                                    :
:   76,716    76,057     2,307     1,029       155         0         0         0       621         0        60 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:       66       593         0         0         0         0         0         0       402         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      94.3       2.9       1.3       0.2       0.0       0.0       0.0       0.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        21         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   287,521                :
: Positions                                                                                                    :
:  205,487   244,370    49,666    15,993    18,201       186         0       824         0       465         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:      240     2,137    -6,339    -3,393     3,745       186      -542      -122         0      -341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      85.0      17.3       5.6       6.3       0.1       0.0       0.3       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       28        26         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    28,178                :
: Positions                                                                                                    :
:   21,965    22,362     1,157       328       248       946     1,242         0       510     1,398         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -692      -248       -31       -62        62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      79.4       4.1       1.2       0.9       3.4       4.4       0.0       1.8       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        10         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   132,139                :
: Positions                                                                                                    :
:  118,690   103,727         0    11,739     6,908         0     2,241       149         0     2,499         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    2,569     1,609         0      -381    -1,164         0         0         0         0       608      -306 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      78.5       0.0       8.9       5.2       0.0       1.7       0.1       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        16         0         5         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #0233BA                                                    Open Interest is    33,965                :
: Positions                                                                                                    :
:   26,380     9,110       933    17,929     4,060         0     1,253       269         0       271       217 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -213       215         0       428         0         0      -608        67         0        62       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      26.8       2.7      52.8      12.0       0.0       3.7       0.8       0.0       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        10         .         4         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   147,023                :
: Positions                                                                                                    :
:  106,891   131,733    25,019     3,510     3,697         0       765       688     3,965       930        31 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    2,772       757    -2,140         0         0         0       180      -171       241      -709        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      89.6      17.0       2.4       2.5       0.0       0.5       0.5       2.7       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        13         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   127,084                :
: Positions                                                                                                    :
:   93,357   114,704    21,791     5,779     3,322         0         0         0       132         0       240 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    2,585     1,983      -154       366         0         0         0         0       132         0       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      90.3      17.1       4.5       2.6       0.0       0.0       0.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        11         5         .         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    72,604                :
: Positions                                                                                                    :
:   71,408    70,693       457       372         0         0         0         0         0       207        93 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    1,460       740         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.4      97.4       0.6       0.5       0.0       0.0       0.0       0.0       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        14         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   120,028                :
: Positions                                                                                                    :
:   95,264    98,110     2,290       104    14,426         0         0         0         0       862        62 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    1,194     1,742       856      -667       453         0         0         0         0       129      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      81.7       1.9       0.1      12.0       0.0       0.0       0.0       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        17         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   171,747                :
: Positions                                                                                                    :
:  119,218    86,982    14,172    43,815    16,518         0       677     8,491         0     5,981       163 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    6,713     3,801      -434     3,437     1,364       -31       677     1,804         0       552       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      50.6       8.3      25.5       9.6       0.0       0.4       4.9       0.0       3.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        16         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    18,329                :
: Positions                                                                                                    :
:   17,930    14,572         0     3,181         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:       91       153         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.8      79.5       0.0      17.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         0         4         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    25,553                :
: Positions                                                                                                    :
:   23,159    23,788         0       750         0         0       217         0         0       217         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:       31        93         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      93.1       0.0       2.9       0.0       0.0       0.8       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    31,447                :
: Positions                                                                                                    :
:   14,659    29,915    10,568         0         0     1,678         0         0     2,144         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -391       -31         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      95.1      33.6       0.0       0.0       5.3       0.0       0.0       6.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   198,397                :
: Positions                                                                                                    :
:   97,704   137,234    63,558    32,600     4,938     1,780     7,733     1,731    17,607     3,829       848 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -1,483     1,607     1,211    -2,443    -2,017         0     2,926         0       180        24         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.2      69.2      32.0      16.4       2.5       0.9       3.9       0.9       8.9       1.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        24         4         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 2017                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV   mmbtu                                                  :
CFTC Code #0233CS                                                    Open Interest is    29,188                :
: Positions                                                                                                    :
:   23,493    26,126     2,545     1,296     1,162         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:      744      -391      -988      -182       554         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      89.5       8.7       4.4       4.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    85,611                :
: Positions                                                                                                    :
:   62,491    56,121     1,675    13,421     6,469         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -486     2,745       -60    -3,280       -91         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      65.6       2.0      15.7       7.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   107,865                :
: Positions                                                                                                    :
:   66,302    88,029    33,075    13,816     1,980         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    3,650     5,100     2,366     1,284       122         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      81.6      30.7      12.8       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        15         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 2017                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    38,635                :
: Positions                                                                                                    :
:   32,631    32,172       720         0         0         0         0         0     1,369         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:      362    -5,160         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      83.3       1.9       0.0       0.0       0.0       0.0       0.0       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   122,876                :
: Positions                                                                                                    :
:   97,533    15,927     8,052    91,864     4,212         0         0         0     2,409         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    1,802      -184       172     2,898      -125         0         0         0       287         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      13.0       6.6      74.8       3.4       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         6         .         8         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    78,004                :
: Positions                                                                                                    :
:   26,226    49,360    25,595    12,665    11,785     6,256         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    1,850     2,657    -1,488     2,012     1,328         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      63.3      32.8      16.2      15.1       8.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         .         4         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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 1,519,525                :
: Positions                                                                                                    :
:  232,004   338,627   122,904    69,375   141,461   303,627    98,444   366,416    49,884   234,145   230,997 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   18,415    38,023     1,583     8,462    -3,542    17,389    -7,062    17,000     2,121     2,580    15,702 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      22.3       8.1       4.6       9.3      20.0       6.5      24.1       3.3      15.4      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   295                     :
:       39        34        21        12        26        79        37        78        52        44        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   374,703                :
: Positions                                                                                                    :
:  135,853    77,119     6,525    88,395    36,435     8,510    12,412    11,433   142,263   118,762    22,034 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -1,641   -12,040    -1,547    -2,789    -4,385    -6,066      -227    -1,621   -11,217    -5,263    -6,473 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      20.6       1.7      23.6       9.7       2.3       3.3       3.1      38.0      31.7       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       23        25         .        12        14         .         6         6        13        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   126,709                :
: Positions                                                                                                    :
:   25,343    15,415    37,746    18,197    19,164     5,056    26,165     9,376     8,277    17,108    10,352 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -4,706    -3,975    -2,115    -1,501    -2,867    -3,816   -12,024       810   -11,347    -2,858    -2,790 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      12.2      29.8      14.4      15.1       4.0      20.6       7.4       6.5      13.5       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:        9        10        11         4        12         6         6         5         7         6        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    30,900                :
: Positions                                                                                                    :
:    2,682     3,053    14,328    13,519     4,663     1,198         0     3,949     1,086     2,576     2,915 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:      214        56       926    -1,405      -919       -88    -1,502       -35    -3,628       853    -2,238 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7       9.9      46.4      43.8      15.1       3.9       0.0      12.8       3.5       8.3       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         .         4         .         6         4         0         .         5         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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 1,269,842                :
: Positions                                                                                                    :
:  276,622   217,687    84,239   823,605   122,802   161,272     1,544    50,078   522,079    14,229    23,582 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:     -710   -16,376      -419   -17,504    -2,841     2,326      -373    -5,198   -33,592       359    -3,877 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      17.1       6.6      64.9       9.7      12.7       0.1       3.9      41.1       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       29        27         4        15        13         9         .         6        13         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   246,219                :
: Positions                                                                                                    :
:   49,049    39,997   147,641   107,634    19,655     1,106    21,812    10,171     3,043    30,991    11,010 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -8,026    -2,799    -7,724   -11,378    -1,302    -3,146    -1,071    -2,087      -970    -3,183    -1,913 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.9      16.2      60.0      43.7       8.0       0.4       8.9       4.1       1.2      12.6       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       14        16        16         4         9         .         7         6         .        11        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 2017                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    24,288                :
: Positions                                                                                                    :
:   23,912     9,565         0    12,531         0         0         0         0       186     1,841         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -3,021    -2,403         0      -964      -166         0         0         0      -454       -92       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.5      39.4       0.0      51.6       0.0       0.0       0.0       0.0       0.8       7.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        18         0         7         0         0         0         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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   107,029                :
: Positions                                                                                                    :
:   76,702    82,207     9,410    12,702     7,447     6,154        20       528     3,857     1,893     1,764 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:    3,958     3,341       112       970       282        65         0       260        62        40         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      76.8       8.8      11.9       7.0       5.7       0.0       0.5       3.6       1.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       49        45         6         7         9         7         .         4         9         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    79,269                :
: Positions                                                                                                    :
:   46,744    59,711     7,503     6,485     8,575     3,062       300       830    12,500     2,618         0 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -4,434    -3,801       731      -271      -731      -134         0         0      -470      -316         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      75.3       9.5       8.2      10.8       3.9       0.4       1.0      15.8       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        23         4         .         4         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    36,438                :
: Positions                                                                                                    :
:   32,860    24,026        15     7,169     2,238       160         0       125       260     1,306       645 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -1,935       -41         0    -1,749       327       -75         0         0        88      -166       144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      65.9       0.0      19.7       6.1       0.4       0.0       0.3       0.7       3.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       25        28         .         7         5         .         0         .         4         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 2017                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,313                :
: Positions                                                                                                    :
:    4,760     4,429     2,968     3,257       110         0         0         0     1,023        77       303 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -1,124    -1,333      -351      -176         0         0         0         0       -27        45       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      47.6      31.9      35.0       1.2       0.0       0.0       0.0      11.0       0.8       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        13         .         5         .         0         0         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 2, 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    12,735                :
: Positions                                                                                                    :
:   10,810     5,669       222     5,934        74         0         0         0       569       458       228 :
:                                                                                                              :
: Changes from:     April 25, 2017                                                                             :
:   -1,143      -336        19      -229        -4         0         0         0       246      -134        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      44.5       1.7      46.6       0.6       0.0       0.0       0.0       4.5       3.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        12         .         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------



Updated May 5, 2017