Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 5,497,225                :
: Positions                                                                                                    :
:2,943,733 1,230,607   437,169 3,101,308   304,252   677,058    11,967   216,361   288,686    33,671   589,591 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:  -12,629    12,714   -12,865    48,553    -2,847    -3,625     2,412       586    45,567   -44,134    -5,003 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      22.4       8.0      56.4       5.5      12.3       0.2       3.9       5.3       0.6      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:      113       102         7        20        21        24         4        19        44        13        41 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   326,986                :
: Positions                                                                                                    :
:   34,699    56,867   116,432    60,305    39,270     6,326    85,869    40,601    44,957     6,091    37,313 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    7,544     3,992   -19,333    -9,208    16,809     5,974    16,104   -14,359     8,590    -3,856     4,707 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      17.4      35.6      18.4      12.0       1.9      26.3      12.4      13.7       1.9      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       25        14        12         5        14         .         8         7        10        10        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   209,973                :
: Positions                                                                                                    :
:  102,966   186,246    73,697     9,580     4,309     5,348     2,349     2,086     5,771     1,439     1,540 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,628     6,399       245      -942       -89       124      -584       -37       684     1,383       449 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      88.7      35.1       4.6       2.1       2.5       1.1       1.0       2.7       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        26         4         .         6         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   103,111                :
: Positions                                                                                                    :
:   92,395    71,147        68    22,563     4,524         0         0         0     1,268       615       515 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    2,101     1,156    -1,690       606     2,482         0         0         0       235      -267        52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      69.0       0.1      21.9       4.4       0.0       0.0       0.0       1.2       0.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        25         .         5         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   234,480                :
: Positions                                                                                                    :
:  178,366    78,267    21,842   126,053    18,352         0       313     1,618         0     1,739       665 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:   11,478     1,054    -2,899     6,629    -1,266         0      -332      -303      -347     1,128       206 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      33.4       9.3      53.8       7.8       0.0       0.1       0.7       0.0       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        17         5         7         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 1,015,895                :
: Positions                                                                                                    :
:  918,120   175,652    21,255   752,232    52,832         0     1,847     3,042     1,429    16,617     7,311 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:  -10,820    -3,811       248    -6,453      -122         0       339      -152      -105         0       451 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      17.3       2.1      74.0       5.2       0.0       0.2       0.3       0.1       1.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       38        23         6         9        13         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   460,944                :
: Positions                                                                                                    :
:  373,001   319,767    27,863    96,960    35,769       995         0       755     6,673       386       620 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    3,712     1,981       253     2,380    -1,627      -462         0       213       312      -217       341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      69.4       6.0      21.0       7.8       0.2       0.0       0.2       1.4       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       30        36         4         9         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   414,650                :
: Positions                                                                                                    :
:  341,547   283,396    27,659   100,393    23,882       682         0     1,353     3,630         0       341 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:   20,923    12,607       -51     9,674      -105      -282         0       -37     2,014         0       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      68.3       6.7      24.2       5.8       0.2       0.0       0.3       0.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       27        32         5         8        11         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   198,119                :
: Positions                                                                                                    :
:  166,201   113,262    20,223    71,633     3,729         0       161     1,572       500     1,039     1,439 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    6,825     8,056     2,016      -768       278      -662       161       376      -466     1,039       928 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      57.2      10.2      36.2       1.9       0.0       0.1       0.8       0.3       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        21         .         9         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   103,089                :
: Positions                                                                                                    :
:   72,357    83,666    19,512     3,526     2,502       409     1,933       887     5,044     4,850         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,557       141       800         0       -96       155        28         0      -491       922      -162 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      81.2      18.9       3.4       2.4       0.4       1.9       0.9       4.9       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        19         6         .         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    34,611                :
: Positions                                                                                                    :
:   32,899    26,916         0     7,112         0         0         0         0     1,013         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      744       802         0       -31         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.1      77.8       0.0      20.5       0.0       0.0       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   102,515                :
: Positions                                                                                                    :
:   80,116    36,816    10,091    54,745     2,954       796         0     1,227         0     1,488         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,473     2,913       100       635        46         3         0        33         0     1,209         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      35.9       9.8      53.4       2.9       0.8       0.0       1.2       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         .         6         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   170,666                :
: Positions                                                                                                    :
:  130,222    83,004    26,929    78,513     6,573         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,973     3,390     1,146     2,796       810         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      48.6      15.8      46.0       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        16         6         7         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    68,540                :
: Positions                                                                                                    :
:   62,539    45,342         0    18,419       549         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      124        93         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      66.2       0.0      26.9       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        13         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    22,488                :
: Positions                                                                                                    :
:   19,680    19,264         0     1,216         0       420     1,058         0       990         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,177     3,317         0       496         0         0       248         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      85.7       0.0       5.4       0.0       1.9       4.7       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        18         0         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   588,512                :
: Positions                                                                                                    :
:  440,383   192,363    56,438   344,584    34,730     9,137     2,604     2,814    37,337     2,159       211 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,735     1,448       234     2,343      -791    -1,239    -1,015      -374      -281       131       181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      32.7       9.6      58.6       5.9       1.6       0.4       0.5       6.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       45        43         4        12        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   117,938                :
: Positions                                                                                                    :
:   84,438    68,977     5,967    21,316    18,293       935     1,661       517         0       862       279 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,376     3,207    -2,474    -2,905     2,640      -434         0       -66         0       225       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      58.5       5.1      18.1      15.5       0.8       1.4       0.4       0.0       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        18         .         5         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    17,941                :
: Positions                                                                                                    :
:   11,531    14,984     3,179     1,294       120         0         0         0     1,156         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      83.5      17.7       7.2       0.7       0.0       0.0       0.0       6.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    76,761                :
: Positions                                                                                                    :
:   37,404    48,658    32,090    18,886     4,854         0         0         0         0       948       155 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,619     1,213       431         0      -369         0         0         0       -44       948      -297 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      63.4      41.8      24.6       6.3       0.0       0.0       0.0       0.0       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6        10         6         5         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   129,336                :
: Positions                                                                                                    :
:   95,731    98,138    11,943    18,576     7,379     9,920     2,914         0     3,658       310         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    9,641    29,469     8,153       915        93     9,920     2,914         0     3,658       310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      75.9       9.2      14.4       5.7       7.7       2.3       0.0       2.8       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       17        27         4         5         4         .         .         0         6         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   161,260                :
: Positions                                                                                                    :
:   89,601   131,317    18,082    16,005       607    34,486     4,534     2,670    13,708     2,922     1,470 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:   11,210    29,378     8,370      -279       -62     7,400       244     2,670     2,188    -1,098     1,470 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      81.4      11.2       9.9       0.4      21.4       2.8       1.7       8.5       1.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       26        43         .         4         .         6         .         .         8         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   139,441                :
: Positions                                                                                                    :
:  135,736   132,213     1,992         0         0         0         0         0         0     2,564         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:   23,753    24,538       341         0         0         0         0         0         0      -372         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.3      94.8       1.4       0.0       0.0       0.0       0.0       0.0       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        23         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   273,165                :
: Positions                                                                                                    :
:  197,912   215,148    47,414    30,555    17,326         0       108       928         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    6,252     2,464     1,450     4,128        -4         0      -163       153         0      -713         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      78.8      17.4      11.2       6.3       0.0       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        30         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    22,373                :
: Positions                                                                                                    :
:   16,216    18,210     1,285         0         0       781       916         0       519       368         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      717     2,135       558         0         0        31       310         0       155      -186         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      81.4       5.7       0.0       0.0       3.5       4.1       0.0       2.3       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        11         .         0         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   125,600                :
: Positions                                                                                                    :
:  111,146    98,095         0    14,859     7,431         0       914     2,109         0       248         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    2,080       744         0      -248         0      -422       914       422         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      78.1       0.0      11.8       5.9       0.0       0.7       1.7       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        18         0         6         6         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   145,444                :
: Positions                                                                                                    :
:   99,869   130,292    29,037     3,053     3,232       652         0       749     4,311       620        31 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,782      -130      -221         0       372       652       -51      -131       -66       620         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      89.6      20.0       2.1       2.2       0.4       0.0       0.5       3.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        12         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   127,582                :
: Positions                                                                                                    :
:   86,912   117,169    26,352     6,051     2,048         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,096       980         3       887       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      91.8      20.7       4.7       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        14         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    73,661                :
: Positions                                                                                                    :
:   71,104    71,826     1,587     1,130         0         0         0         0       178         0        62 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    2,019     1,302       124       620         0         0         0         0       -62         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.5      97.5       2.2       1.5       0.0       0.0       0.0       0.0       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        14         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   119,246                :
: Positions                                                                                                    :
:   92,077    88,743     3,309    11,414    14,881         0         0         0       613         0       682 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    3,764       817         0     1,708       275         0         0         0       210      -468       282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      74.4       2.8       9.6      12.5       0.0       0.0       0.0       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        18         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   164,616                :
: Positions                                                                                                    :
:  113,737    91,390    13,137    28,347    18,870         0       826     8,033         0     5,713       277 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,736       301       -31     1,097       275         0       214      -400         0     3,217      -167 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      55.5       8.0      17.2      11.5       0.0       0.5       4.9       0.0       3.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        17         .         5         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    28,255                :
: Positions                                                                                                    :
:   20,668    23,635     1,667       401     1,173       372         0         0     1,909     1,381       720 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    4,080     6,095       270      -319       753       372         0         0     1,909       241       720 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      83.6       5.9       1.4       4.2       1.3       0.0       0.0       6.8       4.9       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    28,781                :
: Positions                                                                                                    :
:   17,044    26,325     7,336       527         0     1,318         0         0     2,130       427        62 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    3,687     3,468      -186       527         0       774         0         0         0       279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      91.5      25.5       1.8       0.0       4.6       0.0       0.0       7.4       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        14         .         .         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   193,185                :
: Positions                                                                                                    :
:   98,628   143,741    65,998    28,675     7,260     1,722     1,007       493    12,207     2,151       600 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,714     9,916     6,214      -909     1,029         0      -495       279      -121       123         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      74.4      34.2      14.8       3.8       0.9       0.5       0.3       6.3       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        27         .         6         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    20,097                :
: Positions                                                                                                    :
:   17,343    18,681     1,899       928       488         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      93.0       9.4       4.6       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    89,159                :
: Positions                                                                                                    :
:   71,081    62,500       864    13,033     7,161       556         0         0       890         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    2,643     3,426       555     1,520       192         0         0         0       890         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      70.1       1.0      14.6       8.0       0.6       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        18         .         4         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   100,749                :
: Positions                                                                                                    :
:   56,834    80,661    34,465    14,743       729         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    2,287       616      -868       558       341         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.4      80.1      34.2      14.6       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        13         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 2017              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    67,969                :
: Positions                                                                                                    :
:   36,566    42,706    15,654    11,151     6,682         0       617         0     2,780         0       300 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,503     2,955      -121      -275         0         0         0         0       586         0       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      62.8      23.0      16.4       9.8       0.0       0.9       0.0       4.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        12         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    39,585                :
: Positions                                                                                                    :
:   34,898    37,967         0       605       248         0         0         0     3,829       148        62 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,426     2,077         0       275       248         0         0         0     1,147       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      95.9       0.0       1.5       0.6       0.0       0.0       0.0       9.7       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        13         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   120,422                :
: Positions                                                                                                    :
:   94,822    14,676     6,572    90,601     5,835     1,255         0         0     2,282         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,587       -93         0     1,406       -61     1,255         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      12.2       5.5      75.2       4.8       1.0       0.0       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18         6         .         9         7         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    77,882                :
: Positions                                                                                                    :
:   27,119    50,348    27,749     8,659    12,850         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      523       299        -7       217       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      64.6      35.6      11.1      16.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         7         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 1,336,463                :
: Positions                                                                                                    :
:  158,025   228,953   150,686    77,926   156,836   269,075   188,360   288,779    78,958   189,978   163,465 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:  -13,375   -29,945      -817     1,748    -8,820    14,926   -11,621    -7,528   -23,404    16,711    -8,392 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      17.1      11.3       5.8      11.7      20.1      14.1      21.6       5.9      14.2      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   316                     :
:       38        33        21        10        24        68        60        75        60        42        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   401,075                :
: Positions                                                                                                    :
:  120,005    68,881     8,181   107,416    39,117    17,893    12,104    11,282   168,304   131,555    22,830 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:  -12,352    -2,776     4,383     1,569       275     1,020     1,823    -2,308     3,603    -4,001     3,410 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.9      17.2       2.0      26.8       9.8       4.5       3.0       2.8      42.0      32.8       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       26        28         4        13        16         7         4         8        20         9        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   161,687                :
: Positions                                                                                                    :
:   37,430    24,015    31,443     8,432    33,388     3,625    35,734    14,035    14,142    22,731    15,709 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    9,214     6,303      -256    -2,085     4,705     1,283     6,046     2,410     3,520      -823     4,140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      14.9      19.4       5.2      20.6       2.2      22.1       8.7       8.7      14.1       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       14        13        10         .        12         6        10        10         8        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    71,964                :
: Positions                                                                                                    :
:    5,876     6,053    18,121    17,634     6,534       751     5,078     2,378     9,013     5,952     5,255 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,545      -573     1,304     4,500     1,141       187     3,909    -1,945     7,428     3,819       918 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.2       8.4      25.2      24.5       9.1       1.0       7.1       3.3      12.5       8.3       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        4         4         4         .         7         4         .         .         7         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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 1,313,705                :
: Positions                                                                                                    :
:  292,256   213,585    81,184   846,538   116,921   149,256    31,121    48,252   565,109    10,960    29,798 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      923     1,060       -25     1,261      -193        14     8,716       -85     7,713      -196       877 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.2      16.3       6.2      64.4       8.9      11.4       2.4       3.7      43.0       0.8       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       32        28         .        16        14         7         .         7        15         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   266,424                :
: Positions                                                                                                    :
:   54,941    41,176   145,155   116,614    22,300     3,008    20,834    16,048     8,375    31,879    14,260 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    2,634       551     1,688     4,160      -114       -40     2,074     1,370     1,468      -828       194 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.6      15.5      54.5      43.8       8.4       1.1       7.8       6.0       3.1      12.0       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       17        20        15         5        11         6         5         8         7         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    24,483                :
: Positions                                                                                                    :
:   22,312     9,399       389    11,614       807         0         0         0       425     2,184       208 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:    1,165       994         0       224       807         0         0         0       -87         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      38.4       1.6      47.4       3.3       0.0       0.0       0.0       1.7       8.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        19         .         6         .         0         0         0         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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   106,013                :
: Positions                                                                                                    :
:   76,094    84,004     8,846     9,284     8,370     6,585        81       658     2,776     1,701     1,665 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:   -1,951      -459       558      -410      -131       465       -31        29       -35        82       195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      79.2       8.3       8.8       7.9       6.2       0.1       0.6       2.6       1.6       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   102                     :
:       50        51         6         7         9         .         .         4        11        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    76,976                :
: Positions                                                                                                    :
:   44,928    58,350     9,389     5,819     7,469     2,179       895       830    12,080     2,813         0 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:     -208      -490       570         0      -311      -324       420         0        90        15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      75.8      12.2       7.6       9.7       2.8       1.2       1.1      15.7       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       18        23         4         .         4         .         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    39,223                :
: Positions                                                                                                    :
:   35,061    26,430         0     6,876     1,442         0       150         0     1,475     2,488     1,052 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      845       907         0       -50       -23         0       150         0       238       207       246 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      67.4       0.0      17.5       3.7       0.0       0.4       0.0       3.8       6.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       28        32         0         7         6         0         .         0         7         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    10,075                :
: Positions                                                                                                    :
:    5,929     5,171     2,587     2,954       110         0         0         0       956        93       361 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      380       279         0         0         0         0         0         0         0       -49        52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      51.3      25.7      29.3       1.1       0.0       0.0       0.0       9.5       0.9       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        18         .         5         .         0         0         0         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 27, 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    17,166                :
: Positions                                                                                                    :
:   14,261     8,569       453     6,414        57         0         0         0       865       905       727 :
:                                                                                                              :
: Changes from:     June 20, 2017                                                                              :
:      296       208         0        95         0         0         0         0        13        13        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      49.9       2.6      37.4       0.3       0.0       0.0       0.0       5.0       5.3       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        13         .         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 30, 2017