Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 5,364,109                :
: Positions                                                                                                    :
:2,823,306 1,218,574   432,756 2,992,880   300,608   676,698    13,809   212,016   320,296    53,354   560,945 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
: -120,427   -12,033    -4,413  -108,428    -3,644      -360     1,842    -4,345    31,610    19,683   -28,646 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      22.7       8.1      55.8       5.6      12.6       0.3       4.0       6.0       1.0      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      112       101         6        20        21        20         4        17        43        12        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   278,457                :
: Positions                                                                                                    :
:   24,641    45,561   123,425    54,297    20,986       281    85,969    39,992    46,582    11,554    19,846 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:  -10,058   -11,306     6,993    -6,008   -18,284    -6,045       100      -609     1,625     5,463   -17,467 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      16.4      44.3      19.5       7.5       0.1      30.9      14.4      16.7       4.1       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       18        14        12         5        10         .         8         6         8         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   212,327                :
: Positions                                                                                                    :
:  103,498   188,385    75,378    10,398     3,916     5,195     1,951     2,056     5,888     1,809     1,425 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      532     2,139     1,681       818      -393      -153      -398       -30       117       370      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      88.7      35.5       4.9       1.8       2.4       0.9       1.0       2.8       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        26         4         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   103,879                :
: Positions                                                                                                    :
:   93,459    71,759         0    22,794     4,592         0         0         0     1,483       615       271 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,064       612       -68       231        68         0         0         0       215         0      -244 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      69.1       0.0      21.9       4.4       0.0       0.0       0.0       1.4       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        25         0         6         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   233,696                :
: Positions                                                                                                    :
:  179,324    79,510    20,275   126,054    17,880       357         0     1,523         0       349       606 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      958     1,243    -1,567         1      -472       357      -313       -95         0    -1,390       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      34.0       8.7      53.9       7.7       0.2       0.0       0.7       0.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        17         5         7         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 1,014,516                :
: Positions                                                                                                    :
:  914,001   172,438    20,894   749,818    55,980         0     2,493     3,078     1,475    16,617     6,757 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -4,119    -3,214      -361    -2,414     3,148         0       646        36        46         0      -554 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      17.0       2.1      73.9       5.5       0.0       0.2       0.3       0.1       1.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       37        23         7         8        13         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   458,996                :
: Positions                                                                                                    :
:  372,388   315,608    27,803   100,709    34,712       841         0       878     6,706         0       433 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -613    -4,159       -60     3,749    -1,057      -154         0       123        33      -386      -187 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      68.8       6.1      21.9       7.6       0.2       0.0       0.2       1.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        35         4         9         7         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   423,910                :
: Positions                                                                                                    :
:  351,228   291,963    27,177   101,463    24,062     1,476         0       779     2,449         0       358 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    9,681     8,567      -482     1,070       180       794         0      -574    -1,181         0        17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      68.9       6.4      23.9       5.7       0.3       0.0       0.2       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        34         5         8        11         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   199,705                :
: Positions                                                                                                    :
:  169,182   114,984    19,216    70,899     3,791         0       135     1,481       992     2,058     1,075 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    2,981     1,722    -1,007      -734        62         0       -26       -91       492     1,019      -364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      57.6       9.6      35.5       1.9       0.0       0.1       0.7       0.5       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        22         .         9         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   103,217                :
: Positions                                                                                                    :
:   72,412    84,089    19,491     3,526     2,502       471     1,445       887     5,074     5,133         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:       55       423       -21         0         0        62      -488         0        30       283         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      81.5      18.9       3.4       2.4       0.5       1.4       0.9       4.9       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        19         6         .         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    34,890                :
: Positions                                                                                                    :
:   33,147    27,164         0     7,112         0         0         0         0     1,013         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      248       248         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      77.9       0.0      20.4       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 July 3, 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   103,415                :
: Positions                                                                                                    :
:   81,168    37,191    10,091    54,715     2,954       430         0     1,441         0     1,829         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,052       375         0       -30         0      -366         0       214         0       341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      36.0       9.8      52.9       2.9       0.4       0.0       1.4       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        13         .         6         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   171,963                :
: Positions                                                                                                    :
:  131,273    83,275    27,785    80,034     5,931         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,051       271       856     1,521      -642         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      48.4      16.2      46.5       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        17         6         7         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    69,677                :
: Positions                                                                                                    :
:   64,070    45,724         0    19,778       369         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,531       382         0     1,359      -180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      65.6       0.0      28.4       0.5       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 July 3, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    23,542                :
: Positions                                                                                                    :
:   21,039    20,380         0     1,185         0       420       872         0       990         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,359     1,116         0       -31         0         0      -186         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      86.6       0.0       5.0       0.0       1.8       3.7       0.0       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        18         0         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   585,846                :
: Positions                                                                                                    :
:  437,897   185,275    55,848   350,765    34,582    10,566     2,604     2,236    37,814     1,888       391 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -2,486    -7,088      -590     6,181      -148     1,429         0      -578       477      -271       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      31.6       9.5      59.9       5.9       1.8       0.4       0.4       6.5       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       46        45         4        12         9         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   119,115                :
: Positions                                                                                                    :
:   85,843    68,307     5,501    25,573    17,508     1,763     1,661       317         0       800       155 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,405      -670      -466     4,257      -785       828         0      -200         0       -62      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      57.3       4.6      21.5      14.7       1.5       1.4       0.3       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        17         .         6         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 27, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: 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 July 3, 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    76,885                :
: Positions                                                                                                    :
:   37,983    48,230    31,511    18,735     5,005         0         0         0         0       948       155 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      579      -428      -579      -151       151         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      62.7      41.0      24.4       6.5       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 July 3, 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   153,764                :
: Positions                                                                                                    :
:  101,799   116,614    16,810    22,513     7,162    24,552     2,914         0     3,193     2,046         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    6,068    18,476     4,867     3,937      -217    14,632         0         0      -465     1,736         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      75.8      10.9      14.6       4.7      16.0       1.9       0.0       2.1       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       17        35         4         5         .         4         .         0         6         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   186,122                :
: Positions                                                                                                    :
:   93,924   150,286    22,168    19,310     1,171    49,118     4,534     2,670    13,325     5,354     1,388 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    4,323    18,969     4,086     3,305       564    14,632         0         0      -383     2,432       -82 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      80.7      11.9      10.4       0.6      26.4       2.4       1.4       7.2       2.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       24        45         .         5         4         6         .         .         7         8         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   140,301                :
: Positions                                                                                                    :
:  136,596   133,437     1,992         0         0         0         0         0         0     2,347         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      860     1,224         0         0         0         0         0         0         0      -217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.4      95.1       1.4       0.0       0.0       0.0       0.0       0.0       0.0       1.7       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 July 3, 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   274,529                :
: Positions                                                                                                    :
:  200,308   216,421    49,000    33,057    14,854         0       259     1,210         0         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    2,396     1,273     1,586     2,502    -2,472         0       151       282         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      78.8      17.8      12.0       5.4       0.0       0.1       0.4       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 July 3, 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    22,772                :
: Positions                                                                                                    :
:   16,154    18,210     1,285         0         0       874       916         0       519       833         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      -62         0         0         0         0        93         0         0         0       465         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      80.0       5.6       0.0       0.0       3.8       4.0       0.0       2.3       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        11         .         0         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   128,392                :
: Positions                                                                                                    :
:  113,845   100,244         0    14,859     7,431         0       852     2,109         0       340       217 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    2,699     2,149         0         0         0         0       -62         0         0        92       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      78.1       0.0      11.6       5.8       0.0       0.7       1.6       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        19         0         6         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   145,034                :
: Positions                                                                                                    :
:   99,244   129,605    28,886     3,053     3,232       652         0       749     4,462       682        31 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -625      -687      -151         0         0         0         0         0       151        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      89.4      19.9       2.1       2.2       0.4       0.0       0.5       3.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        12         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   127,979                :
: Positions                                                                                                    :
:   87,005   117,566    26,656     6,051     2,048         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:       93       397       304         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      91.9      20.8       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 July 3, 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 27, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: 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 July 3, 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   119,157                :
: Positions                                                                                                    :
:   92,781    84,650     4,041    17,158    13,600         0         0         0       521         0       682 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      704    -4,093       732     5,744    -1,281         0         0         0       -92         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      71.0       3.4      14.4      11.4       0.0       0.0       0.0       0.4       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 July 3, 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   163,320                :
: Positions                                                                                                    :
:  113,060    89,760    13,779    30,273    16,944         0       212     8,095         0     6,243       382 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -677    -1,630       642     1,926    -1,926         0      -614        62         0       530       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      55.0       8.4      18.5      10.4       0.0       0.1       5.0       0.0       3.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        17         .         5         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    28,193                :
: Positions                                                                                                    :
:   20,420    23,573     1,915       401     1,173       372         0         0     1,909     1,381       720 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -248       -62       248         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      83.6       6.8       1.4       4.2       1.3       0.0       0.0       6.8       4.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    28,998                :
: Positions                                                                                                    :
:   17,199    26,573     7,336       527         0     1,318         0         0     2,130       427        62 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      155       248         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      91.6      25.3       1.8       0.0       4.5       0.0       0.0       7.3       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 July 3, 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   194,519                :
: Positions                                                                                                    :
:   98,992   144,017    67,386    30,728     6,296     1,234     1,193       493    12,207     1,935       600 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      364       276     1,388     2,053      -964      -488       186         0         0      -216         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      74.0      34.6      15.8       3.2       0.6       0.6       0.3       6.3       1.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        26         4         5         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 27, 2017                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: 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 July 3, 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    89,497                :
: Positions                                                                                                    :
:   71,357    62,836     1,019    12,790     7,251       494         0         0       950         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      276       336       155      -243        90       -62         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      70.2       1.1      14.3       8.1       0.6       0.0       0.0       1.1       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 July 3, 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   101,878                :
: Positions                                                                                                    :
:   57,355    81,821    35,073    14,743       729         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      521     1,160       608         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      80.3      34.4      14.5       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 July 3, 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    69,239                :
: Positions                                                                                                    :
:   36,816    44,256    15,869    11,180     6,682         0       617         0     3,705         0       270 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      250     1,550       215        29         0         0         0         0       925         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      63.9      22.9      16.1       9.7       0.0       0.9       0.0       5.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        13         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    39,709                :
: Positions                                                                                                    :
:   34,774    38,091         0       605       248         0         0         0     3,953        86       124 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -124       124         0         0         0         0         0         0       124       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      95.9       0.0       1.5       0.6       0.0       0.0       0.0      10.0       0.2       0.3 :
:                                                                                                              :
: 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 July 3, 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   123,436                :
: Positions                                                                                                    :
:   96,654    14,676     6,358    92,798     6,683     1,255         0         0     2,282         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:    1,832         0      -214     2,197       848         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      11.9       5.2      75.2       5.4       1.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18         6         .         9         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    77,973                :
: Positions                                                                                                    :
:   27,271    50,439    27,657     8,628    12,881         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      152        91       -92       -31        31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      64.7      35.5      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 July 3, 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 1,347,273                :
: Positions                                                                                                    :
:  152,896   226,725   145,796    79,693   156,025   272,911   180,764   303,156    76,316   188,503   170,252 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -5,129    -2,228    -4,890     1,767      -811     3,836    -7,596    14,377    -2,642    -1,475     6,787 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      16.8      10.8       5.9      11.6      20.3      13.4      22.5       5.7      14.0      12.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   320                     :
:       39        34        23        11        25        68        53        77        63        43        66 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   374,537                :
: Positions                                                                                                    :
:  112,222    60,599     7,077    94,154    38,347    12,806    11,288    10,412   156,429   127,221    25,088 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -7,783    -8,282    -1,104   -13,262      -770    -5,087      -816      -870   -11,875    -4,334     2,258 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.0      16.2       1.9      25.1      10.2       3.4       3.0       2.8      41.8      34.0       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       23        27         .        13        15         5         4         7        15        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   130,152                :
: Positions                                                                                                    :
:   32,043    16,689    30,901    16,879    21,036     5,491    32,339     8,544    10,463    16,473    10,558 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -5,387    -7,326      -542     8,447   -12,352     1,866    -3,395    -5,491    -3,679    -6,258    -5,151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.6      12.8      23.7      13.0      16.2       4.2      24.8       6.6       8.0      12.7       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       13        12        11         .        13         6         7         4         6         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    36,898                :
: Positions                                                                                                    :
:    4,216     6,131    17,042    11,418     6,264       522     3,903     2,378     1,307     1,469     5,169 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -1,660        78    -1,079    -6,216      -270      -229    -1,175         0    -7,706    -4,483       -86 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      16.6      46.2      30.9      17.0       1.4      10.6       6.4       3.5       4.0      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        4         4         4         .         7         .         .         .         6         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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 1,263,400                :
: Positions                                                                                                    :
:  282,830   196,219    84,358   822,270   113,616   144,641    33,055    47,554   540,331    13,246    21,812 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -9,426   -17,366     3,174   -24,268    -3,305    -4,615     1,934      -698   -24,778     2,286    -7,986 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.4      15.5       6.7      65.1       9.0      11.4       2.6       3.8      42.8       1.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       33        28         .        16        14         7         .         5        15         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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   239,811                :
: Positions                                                                                                    :
:   47,778    37,882   136,831   110,431    21,935     2,344    17,068    13,173     4,812    25,027    10,635 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -7,163    -3,294    -8,324    -6,183      -365      -664    -3,766    -2,875    -3,563    -6,852    -3,625 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.9      15.8      57.1      46.0       9.1       1.0       7.1       5.5       2.0      10.4       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       15        18        15         5        11         4         6         6         6         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    22,191                :
: Positions                                                                                                    :
:   20,079     7,987       138    10,469     1,257         0         0         0       274     2,131       149 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -2,233    -1,412      -251    -1,145       450         0         0         0      -151       -53       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      36.0       0.6      47.2       5.7       0.0       0.0       0.0       1.2       9.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        16         .         6         .         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   107,104                :
: Positions                                                                                                    :
:   76,856    84,422     9,537     9,929     8,190     6,660       121       395     2,729     2,107     1,610 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:      762       418       691       645      -180        75        40      -263       -47       406       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      78.8       8.9       9.3       7.6       6.2       0.1       0.4       2.5       2.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       50        51         6         7         9         .         .         .        11        13        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    73,209                :
: Positions                                                                                                    :
:   41,665    55,284     9,535     5,734     7,233     2,175       970       830    11,610     2,509         0 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -3,263    -3,066       146       -85      -236        -4        75         0      -470      -304         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      75.5      13.0       7.8       9.9       3.0       1.3       1.1      15.9       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       16        24         4         4         4         .         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    37,059                :
: Positions                                                                                                    :
:   33,262    24,516         0     6,658     1,174         0        65        40     1,291     2,663     1,028 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:   -1,799    -1,914         0      -218      -268         0       -85        40      -184       175       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      66.2       0.0      18.0       3.2       0.0       0.2       0.1       3.5       7.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       26        29         0         7         5         0         .         .         6         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2017               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,077                :
: Positions                                                                                                    :
:    5,391     4,247     2,166     3,228       110         0         0         0       912        90       267 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -538      -924      -421       274         0         0         0         0       -44        -3       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      46.8      23.9      35.6       1.2       0.0       0.0       0.0      10.0       1.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        16         .         6         .         0         0         0         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 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    16,410                :
: Positions                                                                                                    :
:   13,460     8,373       453     6,160        57         0         0         0       732       621       723 :
:                                                                                                              :
: Changes from:     June 27, 2017                                                                              :
:     -801      -196         0      -254         0         0         0         0      -133      -284        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      51.0       2.8      37.5       0.3       0.0       0.0       0.0       4.5       3.8       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        12         .         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 7, 2017