NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,328,427: 2,732,755  1,153,461    548,506  3,055,100    247,283    633,864      5,422    261,127    321,106     48,720    546,963:   36,823    10,351
Old  : 5,328,427: 2,732,755  1,153,461    548,506  3,055,100    247,283    633,864      5,422    261,127    321,106     48,720    546,963:   36,823    10,351
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    45,768:    31,280    -27,509      2,360    -24,850     56,717    -58,113       -390     24,004    -47,821    -23,357     44,536:   -7,195    -3,383
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.3       21.6       10.3       57.3        4.6       11.9        0.1        4.9        6.0        0.9       10.3:      0.7       0.2
Old  :     100.0:      51.3       21.6       10.3       57.3        4.6       11.9        0.1        4.9        6.0        0.9       10.3:      0.7       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       233:       118        107          8         20         22         20          4         19         36         18         46:
Old  :       233:       118        107          8         20         22         20          4         19         36         18         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       31.7       45.0       48.1       25.2       30.7       38.5       43.0
Old  :                 28.4       31.7       45.0       48.1       25.2       30.7       38.5       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  : 2,024,890:   277,457    317,638     29,808    134,586    651,246    214,083      4,573    461,790     10,975     77,328    377,219:    2,313       510
Old  : 2,024,890:   277,457    317,638     29,808    134,586    651,246    214,083      4,573    461,790     10,975     77,328    377,219:    2,313       510
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :   111,955:    35,202     62,838      7,026     25,681    -11,407     85,796      1,871    -44,605     -1,555     36,280     41,294:      203         4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.7       15.7        1.5        6.6       32.2       10.6        0.2       22.8        0.5        3.8       18.6:      0.1       0.0
Old  :     100.0:      13.7       15.7        1.5        6.6       32.2       10.6        0.2       22.8        0.5        3.8       18.6:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        90:        40         33          6         13         19          6          5         10         10         10         17:
Old  :        90:        40         33          6         13         19          6          5         10         10         10         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       55.4       71.2       69.3       11.4        7.8       12.7       11.2
Old  :                 59.0       55.4       71.2       69.3       11.4        7.8       12.7       11.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   182,494:   116,551    157,534     36,765      9,434      7,299         27          0        368        763        893        429:   20,292     6,537
Old  :   182,494:   116,551    157,534     36,765      9,434      7,299         27          0        368        763        893        429:   20,292     6,537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    10,531:    12,544      8,250     -2,744        -27        533       -198          0        128       -507        151        248:      527     1,248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       86.3       20.1        5.2        4.0        0.0        0.0        0.2        0.4        0.5        0.2:     11.1       3.6
Old  :     100.0:      63.9       86.3       20.1        5.2        4.0        0.0        0.0        0.2        0.4        0.5        0.2:     11.1       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        29         23          5          .          4          .          0          .          .          .          .:
Old  :        44:        29         23          5          .          4          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       51.5       57.0       78.8       32.6       45.9       44.4       64.5
Old  :                 38.5       51.5       57.0       78.8       32.6       45.9       44.4       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   101,667:    86,775     80,030      5,384     15,983      3,211          0          0          0      2,724          0         90:    3,483     2,353
Old  :   101,667:    86,775     80,030      5,384     15,983      3,211          0          0          0      2,724          0         90:    3,483     2,353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       864:    -5,942      1,964      3,866     -1,332        950          0          0          0      1,731          0         90:      169      -808
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       78.7        5.3       15.7        3.2        0.0        0.0        0.0        2.7        0.0        0.1:      3.4       2.3
Old  :     100.0:      85.4       78.7        5.3       15.7        3.2        0.0        0.0        0.0        2.7        0.0        0.1:      3.4       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        25         25          .          .          5          0          0          0          .          0          .:
Old  :        37:        25         25          .          .          5          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       43.3       73.6       63.9       52.2       34.6       63.0       52.9
Old  :                 56.9       43.3       73.6       63.9       52.2       34.6       63.0       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   136,843:    94,682     65,090     14,788     53,736     10,269        332          0      1,004        589        346        246:   14,933     6,152
Old  :   136,843:    94,682     65,090     14,788     53,736     10,269        332          0      1,004        589        346        246:   14,933     6,152
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,866:     3,756        857     -2,174       -210      1,959        332       -584          6        -62         -5        186:   -1,137       657
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       47.6       10.8       39.3        7.5        0.2        0.0        0.7        0.4        0.3        0.2:     10.9       4.5
Old  :     100.0:      69.2       47.6       10.8       39.3        7.5        0.2        0.0        0.7        0.4        0.3        0.2:     10.9       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        22         18          5          6          4          .          0          .          .          .          .:
Old  :        41:        22         18          5          6          4          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       47.9       62.8       68.8       38.7       47.9       51.4       61.2
Old  :                 44.5       47.9       62.8       68.8       38.7       47.9       51.4       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   942,759:   843,870    200,268     23,425    677,569     54,224          0        931      1,316        195        346      4,690:   15,039     3,415
Old  :   942,759:   843,870    200,268     23,425    677,569     54,224          0        931      1,316        195        346      4,690:   15,039     3,415
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    16,241:    10,696     12,403        608       -952      3,669          0        218       -248        195        261      1,866:     -545      -976
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.5       21.2        2.5       71.9        5.8        0.0        0.1        0.1        0.0        0.0        0.5:      1.6       0.4
Old  :     100.0:      89.5       21.2        2.5       71.9        5.8        0.0        0.1        0.1        0.0        0.0        0.5:      1.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        37         23          6         10         13          0          .          .          .          .          5:
Old  :        62:        37         23          6         10         13          0          .          .          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       56.4       57.6       80.5       32.1       55.7       49.7       70.9
Old  :                 36.3       56.4       57.6       80.5       32.1       55.7       49.7       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   387,289:   317,436    265,115     22,745     83,291     27,785         94          0      1,686      5,658        327        465:   11,420     8,620
Old  :   387,289:   317,436    265,115     22,745     83,291     27,785         94          0      1,686      5,658        327        465:   11,420     8,620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       485:    -3,725        850         31     -4,202      3,393         94          0      1,686          0        327        465:   -1,459    -2,034
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.0       68.5        5.9       21.5        7.2        0.0        0.0        0.4        1.5        0.1        0.1:      2.9       2.2
Old  :     100.0:      82.0       68.5        5.9       21.5        7.2        0.0        0.0        0.4        1.5        0.1        0.1:      2.9       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        30         33          .         10          6          .          0          .          .          .          .:
Old  :        59:        30         33          .         10          6          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       35.5       76.7       55.2       59.2       35.4       71.8       53.6
Old  :                 60.1       35.5       76.7       55.2       59.2       35.4       71.8       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   304,606:   242,193    198,218     28,426     78,174     24,522        120          0      1,194      1,863          0        365:    5,923     2,133
Old  :   304,606:   242,193    198,218     28,426     78,174     24,522        120          0      1,194      1,863          0        365:    5,923     2,133
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    10,847:     9,132      6,907      3,064      3,148      1,055        120       -455        -19       -365          0        211:   -2,351         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       65.1        9.3       25.7        8.1        0.0        0.0        0.4        0.6        0.0        0.1:      1.9       0.7
Old  :     100.0:      79.5       65.1        9.3       25.7        8.1        0.0        0.0        0.4        0.6        0.0        0.1:      1.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        26         31          5          9         12          .          0          .          .          0          .:
Old  :        54:        26         31          5          9         12          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       38.6       75.4       60.9       60.0       35.9       69.8       54.6
Old  :                 60.5       38.6       75.4       60.9       60.0       35.9       69.8       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   128,848:   111,895     53,940      5,943     58,294      3,752          0      1,301        852        248        465        422:    5,736     9,822
Old  :   128,848:   111,895     53,940      5,943     58,294      3,752          0      1,301        852        248        465        422:    5,736     9,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     4,937:     1,888      6,142      5,823     -2,375        837          0      1,290       -608        248        465        422:   -3,673    -1,236
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       41.9        4.6       45.2        2.9        0.0        1.0        0.7        0.2        0.4        0.3:      4.5       7.6
Old  :     100.0:      86.8       41.9        4.6       45.2        2.9        0.0        1.0        0.7        0.2        0.4        0.3:      4.5       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        19         18          .          8          6          0          .          .          .          .          .:
Old  :        40:        19         18          .          8          6          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       41.8       77.9       63.2       62.5       39.7       77.5       59.2
Old  :                 62.6       41.8       77.9       63.2       62.5       39.7       77.5       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   101,829:    69,984     78,797     14,583      6,233      3,850          0        617          0      3,785      4,182      1,278:    8,349     6,872
Old  :   101,829:    69,984     78,797     14,583      6,233      3,850          0        617          0      3,785      4,182      1,278:    8,349     6,872
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     4,816:    -1,132      5,606      3,069          0        -89          0     -2,051          0      1,465         71        -35:    1,538     1,314
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       77.4       14.3        6.1        3.8        0.0        0.6        0.0        3.7        4.1        1.3:      8.2       6.7
Old  :     100.0:      68.7       77.4       14.3        6.1        3.8        0.0        0.6        0.0        3.7        4.1        1.3:      8.2       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         17          .          .          4          0          .          0          .          .          .:
Old  :        32:        15         17          .          .          4          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       42.3       73.2       63.1       54.5       40.5       66.1       59.0
Old  :                 60.3       42.3       73.2       63.1       54.5       40.5       66.1       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    20,932:    17,316     18,699      1,474      1,531        534          0          0          0          0          0          0:    1,608       168
Old  :    20,932:    17,316     18,699      1,474      1,531        534          0          0          0          0          0          0:    1,608       168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     1,860:     1,178      1,860        186       -310        310          0          0          0          0          0          0:      186         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       89.3        7.0        7.3        2.6        0.0        0.0        0.0        0.0        0.0        0.0:      7.7       0.8
Old  :     100.0:      82.7       89.3        7.0        7.3        2.6        0.0        0.0        0.0        0.0        0.0        0.0:      7.7       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10         13          .          .          .          0          0          0          0          0          0:
Old  :        25:        10         13          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       56.8       79.5       81.2       52.0       56.8       79.5       78.1
Old  :                 52.0       56.8       79.5       81.2       52.0       56.8       79.5       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    93,137:    79,970     23,990      1,646     59,739      2,406          0        306        716          0      1,146          0:    8,399     4,834
Old  :    93,137:    79,970     23,990      1,646     59,739      2,406          0        306        716          0      1,146          0:    8,399     4,834
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       587:       436       -377          0        -91         62          0        100        -33          0        436       -182:      304       672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       25.8        1.8       64.1        2.6        0.0        0.3        0.8        0.0        1.2        0.0:      9.0       5.2
Old  :     100.0:      85.9       25.8        1.8       64.1        2.6        0.0        0.3        0.8        0.0        1.2        0.0:      9.0       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         10          .          6          .          0          .          .          0          .          0:
Old  :        28:        17         10          .          6          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       70.4       73.5       88.0       49.2       69.2       71.9       85.3
Old  :                 49.8       70.4       73.5       88.0       49.2       69.2       71.9       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   171,336:   121,012     89,045     37,606     75,415      5,040          0          0          0          0          0          0:    7,678     1,836
Old  :   171,336:   121,012     89,045     37,606     75,415      5,040          0          0          0          0          0          0:    7,678     1,836
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,161:     3,819      3,195       -214        394       -337          0          0          0          0          0          0:   -1,107    -1,091
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.6       52.0       21.9       44.0        2.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.5       1.1
Old  :     100.0:      70.6       52.0       21.9       44.0        2.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        21         16          6          6          7          0          0          0          0          0          0:
Old  :        38:        21         16          6          6          7          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       76.9       70.3       87.5       52.8       76.9       69.1       87.4
Old  :                 53.9       76.9       70.3       87.5       52.8       76.9       69.1       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    60,892:    54,019     30,584          0     24,955        302          0          0          0          0          0          0:    6,571     5,051
Old  :    60,892:    54,019     30,584          0     24,955        302          0          0          0          0          0          0:    6,571     5,051
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       50.2        0.0       41.0        0.5        0.0        0.0        0.0        0.0        0.0        0.0:     10.8       8.3
Old  :     100.0:      88.7       50.2        0.0       41.0        0.5        0.0        0.0        0.0        0.0        0.0        0.0:     10.8       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13         11          0          .          .          0          0          0          0          0          0:
Old  :        21:        13         11          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       62.9       80.0       81.3       48.3       57.4       66.6       71.2
Old  :                 60.7       62.9       80.0       81.3       48.3       57.4       66.6       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    16,633:    12,033     13,891          0        720          0      2,006          0          0          0          0          0:    2,594     2,022
Old  :    16,633:    12,033     13,891          0        720          0      2,006          0          0          0          0          0:    2,594     2,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       83.5        0.0        4.3        0.0       12.1        0.0        0.0        0.0        0.0        0.0:     15.6      12.2
Old  :     100.0:      72.3       83.5        0.0        4.3        0.0       12.1        0.0        0.0        0.0        0.0        0.0:     15.6      12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         11          0          .          0          .          0          0          0          0          0:
Old  :        20:        10         11          0          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       59.3       81.2       80.3       56.1       56.3       70.9       72.5
Old  :                 66.4       59.3       81.2       80.3       56.1       56.3       70.9       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   514,651:   386,060    166,348     64,443    303,392     28,647     16,093          0      4,947      4,196          0        480:    9,785    10,837
Old  :   514,651:   386,060    166,348     64,443    303,392     28,647     16,093          0      4,947      4,196          0        480:    9,785    10,837
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     8,069:     6,676      4,264        739      1,469      1,883       -499          0      1,590     -1,545          0       -175:     -600      -962
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       32.3       12.5       59.0        5.6        3.1        0.0        1.0        0.8        0.0        0.1:      1.9       2.1
Old  :     100.0:      75.0       32.3       12.5       59.0        5.6        3.1        0.0        1.0        0.8        0.0        0.1:      1.9       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        44         33          4          9          9          .          0          .          .          0          .:
Old  :        66:        44         33          4          9          9          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       55.8       51.9       68.0       28.3       53.0       43.3       61.6
Old  :                 33.7       55.8       51.9       68.0       28.3       53.0       43.3       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    93,392:    77,921     37,383          0     39,826      5,596          0        549        956          0        440        581:    8,338     8,061
Old  :    93,392:    77,921     37,383          0     39,826      5,596          0        549        956          0        440        581:    8,338     8,061
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,755:     3,265      3,684          0     -2,867        -63       -392        549       -144        -26        223        209:      -94     1,164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       40.0        0.0       42.6        6.0        0.0        0.6        1.0        0.0        0.5        0.6:      8.9       8.6
Old  :     100.0:      83.4       40.0        0.0       42.6        6.0        0.0        0.6        1.0        0.0        0.5        0.6:      8.9       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         12          0          6          5          0          .          .          0          .          .:
Old  :        31:        16         12          0          6          5          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       50.5       77.0       76.4       52.1       49.7       73.4       70.1
Old  :                 55.3       50.5       77.0       76.4       52.1       49.7       73.4       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    83,063:    38,888     52,861     36,374     22,145      3,308      2,498          0        283          0        218          0:    1,712     4,248
Old  :    83,063:    38,888     52,861     36,374     22,145      3,308      2,498          0        283          0        218          0:    1,712     4,248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,492:     1,245      1,699      1,677      1,309       -733        148          0          0          0        218          0:      155        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.8       63.6       43.8       26.7        4.0        3.0        0.0        0.3        0.0        0.3        0.0:      2.1       5.1
Old  :     100.0:      46.8       63.6       43.8       26.7        4.0        3.0        0.0        0.3        0.0        0.3        0.0:      2.1       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         7         11          6          5          6          .          0          .          0          .          0:
Old  :        26:         7         11          6          5          6          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       56.1       82.1       79.7       53.0       56.1       79.3       74.4
Old  :                 55.5       56.1       82.1       79.7       53.0       56.1       79.3       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   102,335:    78,555     69,954      6,498     19,852      8,060      7,378          0          0          0          0          0:    1,844     4,469
Old  :   102,335:    78,555     69,954      6,498     19,852      8,060      7,378          0          0          0          0          0:    1,844     4,469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    10,695:     7,936     11,179        744      1,302     -1,116      2,666          0          0          0          0          0:      465      -670
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       68.4        6.3       19.4        7.9        7.2        0.0        0.0        0.0        0.0        0.0:      1.8       4.4
Old  :     100.0:      76.8       68.4        6.3       19.4        7.9        7.2        0.0        0.0        0.0        0.0        0.0:      1.8       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        13         18          .          5          .          .          0          0          0          0          0:
Old  :        34:        13         18          .          5          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       56.4       75.3       74.8       44.5       51.2       60.5       61.2
Old  :                 49.2       56.4       75.3       74.8       44.5       51.2       60.5       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   113,503:    63,656     89,556     11,012     21,148        668     33,436          0          0      4,072        750         62:      597     1,319
Old  :   113,503:    63,656     89,556     11,012     21,148        668     33,436          0          0      4,072        750         62:      597     1,319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    10,447:     7,936     10,246        372      1,302       -992      2,666          0          0        124        -62         62:      279      -109
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       78.9        9.7       18.6        0.6       29.5        0.0        0.0        3.6        0.7        0.1:      0.5       1.2
Old  :     100.0:      56.1       78.9        9.7       18.6        0.6       29.5        0.0        0.0        3.6        0.7        0.1:      0.5       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        19         35          .          6          .          5          0          0          .          .          .:
Old  :        62:        19         35          .          6          .          5          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       47.4       68.5       63.4       36.0       42.9       59.5       53.3
Old  :                 39.4       47.4       68.5       63.4       36.0       42.9       59.5       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    66,645:    63,535     62,848      2,706        554         62          0          0          0          0        752          0:      342     2,429
Old  :    66,645:    63,535     62,848      2,706        554         62          0          0          0          0        752          0:      342     2,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    10,142:    10,176      9,944          0          0          0          0          0          0          0        444          0:      -34      -246
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.3       94.3        4.1        0.8        0.1        0.0        0.0        0.0        0.0        1.1        0.0:      0.5       3.6
Old  :     100.0:      95.3       94.3        4.1        0.8        0.1        0.0        0.0        0.0        0.0        1.1        0.0:      0.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        13         17          .          .          .          0          0          0          0          .          0:
Old  :        29:        13         17          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       73.0       89.4       87.5       71.5       73.0       82.6       83.8
Old  :                 74.5       73.0       89.4       87.5       71.5       73.0       82.6       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   254,541:   199,823    196,878     40,894     40,559      7,377        117          0        658          0          0          0:    5,672     9,069
Old  :   254,541:   199,823    196,878     40,894     40,559      7,377        117          0        658          0          0          0:    5,672     9,069
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       -10:    -5,207      2,131      6,175     -3,075         74       -116          0        -36          0          0          0:     -900       896
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       77.3       16.1       15.9        2.9        0.0        0.0        0.3        0.0        0.0        0.0:      2.2       3.6
Old  :     100.0:      78.5       77.3       16.1       15.9        2.9        0.0        0.0        0.3        0.0        0.0        0.0:      2.2       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        33         32          .          .          .          .          0          .          0          0          0:
Old  :        42:        33         32          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       58.9       73.5       74.7       58.5       50.3       69.2       62.4
Old  :                 60.0       58.9       73.5       74.7       58.5       50.3       69.2       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    96,785:    78,361     74,530      6,745      4,882      8,694          0      2,738        217          0        695          0:    2,768     5,029
Old  :    96,785:    78,361     74,530      6,745      4,882      8,694          0      2,738        217          0        695          0:    2,768     5,029
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     1,480:       943        180      1,632        494        548          0        428       -282          0        695          0:   -1,361      -583
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       77.0        7.0        5.0        9.0        0.0        2.8        0.2        0.0        0.7        0.0:      2.9       5.2
Old  :     100.0:      81.0       77.0        7.0        5.0        9.0        0.0        2.8        0.2        0.0        0.7        0.0:      2.9       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         19          4          5          6          0          .          .          0          .          0:
Old  :        37:        18         19          4          5          6          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       54.6       77.3       71.2       44.0       44.4       57.0       53.9
Old  :                 55.9       54.6       77.3       71.2       44.0       44.4       57.0       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   137,186:    93,802    124,688     26,595      3,684      3,716        322          0        401      3,395          0          0:    8,955     4,697
Old  :   137,186:    93,802    124,688     26,595      3,684      3,716        322          0        401      3,395          0          0:    8,955     4,697
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     1,269:     3,102        -82     -2,123      1,491       -229       -154          0          0        642          0          0:       31        89
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       90.9       19.4        2.7        2.7        0.2        0.0        0.3        2.5        0.0        0.0:      6.5       3.4
Old  :     100.0:      68.4       90.9       19.4        2.7        2.7        0.2        0.0        0.3        2.5        0.0        0.0:      6.5       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         15          .          .          .          .          0          .          .          0          0:
Old  :        27:        16         15          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       75.9       81.5       87.9       59.6       75.0       76.6       84.3
Old  :                 63.9       75.9       81.5       87.9       59.6       75.0       76.6       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   104,074:    75,297     92,967     14,940      3,248      4,045          0          0          0          0          0          0:    9,792     3,814
Old  :   104,074:    75,297     92,967     14,940      3,248      4,045          0          0          0          0          0          0:    9,792     3,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     1,140:       467        862        518          0        186          0          0          0          0          0          0:      -31        92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       89.3       14.4        3.1        3.9        0.0        0.0        0.0        0.0        0.0        0.0:      9.4       3.7
Old  :     100.0:      72.3       89.3       14.4        3.1        3.9        0.0        0.0        0.0        0.0        0.0        0.0:      9.4       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         11          5          .          4          0          0          0          0          0          0:
Old  :        21:        11         11          5          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       69.2       78.9       87.7       59.9       65.7       74.7       80.0
Old  :                 62.0       69.2       78.9       87.7       59.9       65.7       74.7       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   124,254:   103,859    106,907      4,333          0     11,643          0          0          0        217      1,183        123:    4,079     4,398
Old  :   124,254:   103,859    106,907      4,333          0     11,643          0          0          0        217      1,183        123:    4,079     4,398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,496:     1,398      1,698      1,501          0          0          0          0          0          0        842        123:     -526      -167
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       86.0        3.5        0.0        9.4        0.0        0.0        0.0        0.2        1.0        0.1:      3.3       3.5
Old  :     100.0:      83.6       86.0        3.5        0.0        9.4        0.0        0.0        0.0        0.2        1.0        0.1:      3.3       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        19         15          .          0          .          0          0          0          .          .          .:
Old  :        28:        19         15          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       61.6       77.1       80.5       58.6       57.6       69.3       75.8
Old  :                 62.8       61.6       77.1       80.5       58.6       57.6       69.3       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   143,937:    99,841     79,614     16,420     46,080      7,651      1,403          0      1,079          0      1,601        672:   16,871     7,240
Old  :   143,937:    99,841     79,614     16,420     46,080      7,651      1,403          0      1,079          0      1,601        672:   16,871     7,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     4,760:     2,942      2,287          0      3,178        856      1,403        -93     -1,205          0      1,576        148:      616    -1,987
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       55.3       11.4       32.0        5.3        1.0        0.0        0.7        0.0        1.1        0.5:     11.7       5.0
Old  :     100.0:      69.4       55.3       11.4       32.0        5.3        1.0        0.0        0.7        0.0        1.1        0.5:     11.7       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        20         14          .          6          4          .          0          .          0          .          .:
Old  :        35:        20         14          .          6          4          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       66.1       53.3       81.0       34.3       62.8       49.6       75.9
Old  :                 37.5       66.1       53.3       81.0       34.3       62.8       49.6       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    15,155:    13,252     12,641      1,008      1,159          0          0          0          0        336        671          0:      559       684
Old  :    15,155:    13,252     12,641      1,008      1,159          0          0          0          0        336        671          0:      559       684
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,356:     2,573      1,674          0        527       -124          0          0          0          0        335          0:      -93       -56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       83.4        6.7        7.6        0.0        0.0        0.0        0.0        2.2        4.4        0.0:      3.7       4.5
Old  :     100.0:      87.4       83.4        6.7        7.6        0.0        0.0        0.0        0.0        2.2        4.4        0.0:      3.7       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         12          .          .          0          0          0          0          .          .          0:
Old  :        27:        15         12          .          .          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       44.1       80.8       70.2       50.5       41.9       70.9       64.2
Old  :                 57.1       44.1       80.8       70.2       50.5       41.9       70.9       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,174:    12,976     26,724     12,099        636        248        280          0          0        434          0          0:    2,137       566
Old  :    28,174:    12,976     26,724     12,099        636        248        280          0          0        434          0          0:    2,137       566
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.1       94.9       42.9        2.3        0.9        1.0        0.0        0.0        1.5        0.0        0.0:      7.6       2.0
Old  :     100.0:      46.1       94.9       42.9        2.3        0.9        1.0        0.0        0.0        1.5        0.0        0.0:      7.6       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         11          .          .          .          .          0          0          .          0          0:
Old  :        24:        12         11          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       77.4       81.8       93.4       63.2       76.9       75.8       88.4
Old  :                 66.8       77.4       81.8       93.4       63.2       76.9       75.8       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   184,214:    98,815    114,315     53,996     44,888      9,938      1,498      4,526      1,359     11,393          0      1,214:    6,001     7,974
Old  :   184,214:    98,815    114,315     53,996     44,888      9,938      1,498      4,526      1,359     11,393          0      1,214:    6,001     7,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     7,096:     2,791      9,013        543     -4,242      3,563       -642         30          0        472        -79       -227:      596      -962
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       62.1       29.3       24.4        5.4        0.8        2.5        0.7        6.2        0.0        0.7:      3.3       4.3
Old  :     100.0:      53.6       62.1       29.3       24.4        5.4        0.8        2.5        0.7        6.2        0.0        0.7:      3.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        29         26          4          5          8          .          .          .          .          0          .:
Old  :        50:        29         26          4          5          8          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       55.3       55.5       68.6       38.5       50.0       53.2       61.4
Old  :                 39.8       55.3       55.5       68.6       38.5       50.0       53.2       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    89,798:    70,263     55,034      4,410     19,407      5,870          0          0          0          0          0          0:    9,255     9,487
Old  :    89,798:    70,263     55,034      4,410     19,407      5,870          0          0          0          0          0          0:    9,255     9,487
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       296:      -147       -353       -404       -980        890          0          0          0          0          0          0:      -43       739
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       61.3        4.9       21.6        6.5        0.0        0.0        0.0        0.0        0.0        0.0:     10.3      10.6
Old  :     100.0:      78.2       61.3        4.9       21.6        6.5        0.0        0.0        0.0        0.0        0.0        0.0:     10.3      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         14          .          5          .          0          0          0          0          0          0:
Old  :        26:        15         14          .          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       48.2       71.9       69.6       44.3       45.7       55.6       59.1
Old  :                 51.0       48.2       71.9       69.6       44.3       45.7       55.6       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    98,668:    54,803     80,527     37,126     12,894      1,052          0          0          0          0          0          0:    5,687     4,195
Old  :    98,668:    54,803     80,527     37,126     12,894      1,052          0          0          0          0          0          0:    5,687     4,195
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,786:     1,624      2,786        -30          0          0          0          0          0          0          0          0:    1,192         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       81.6       37.6       13.1        1.1        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       4.3
Old  :     100.0:      55.5       81.6       37.6       13.1        1.1        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         13          8          .          .          0          0          0          0          0          0:
Old  :        31:        16         13          8          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       70.5       69.1       84.9       39.7       67.6       61.4       78.7
Old  :                 46.6       70.5       69.1       84.9       39.7       67.6       61.4       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   127,249:    98,638     29,690      8,027     84,912      3,698        558          0          0      2,462          0          0:   13,866     8,949
Old  :   127,249:    98,638     29,690      8,027     84,912      3,698        558          0          0      2,462          0          0:   13,866     8,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :      -107:       245       -642        274        274         30        -62          0          0          0          0          0:     -594       231
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       23.3        6.3       66.7        2.9        0.4        0.0        0.0        1.9        0.0        0.0:     10.9       7.0
Old  :     100.0:      77.5       23.3        6.3       66.7        2.9        0.4        0.0        0.0        1.9        0.0        0.0:     10.9       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16          8          .          7          5          .          0          0          .          0          0:
Old  :        28:        16          8          .          7          5          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       72.3       64.8       86.8       46.8       67.2       64.4       81.5
Old  :                 46.9       72.3       64.8       86.8       46.8       67.2       64.4       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    63,993:    25,972     48,818     28,637     10,547      1,938      2,630          0          0          0          0          0:    4,816     2,690
Old  :    63,993:    25,972     48,818     28,637     10,547      1,938      2,630          0          0          0          0          0:    4,816     2,690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       642:       214     -6,646        428      7,074          0          0          0          0          0          0          0:        0       214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.6       76.3       44.8       16.5        3.0        4.1        0.0        0.0        0.0        0.0        0.0:      7.5       4.2
Old  :     100.0:      40.6       76.3       44.8       16.5        3.0        4.1        0.0        0.0        0.0        0.0        0.0:      7.5       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          7          .          .          .          .          0          0          0          0          0:
Old  :        21:        11          7          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       77.3       76.5       90.6       53.7       77.3       73.7       89.2
Old  :                 56.6       77.3       76.5       90.6       53.7       77.3       73.7       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,311,603:   184,109    290,069    169,638     50,492    126,109    249,524    173,709    236,494     62,626    189,792    204,030:   79,073    40,908
Old  : 1,311,603:   184,109    290,069    169,638     50,492    126,109    249,524    173,709    236,494     62,626    189,792    204,030:   79,073    40,908
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    18,351:       426     -3,254     12,041     -2,466     -4,895    -15,998     10,587      7,344      1,290     -9,324     15,019:    3,125     5,341
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.0       22.1       12.9        3.8        9.6       19.0       13.2       18.0        4.8       14.5       15.6:      6.0       3.1
Old  :     100.0:      14.0       22.1       12.9        3.8        9.6       19.0       13.2       18.0        4.8       14.5       15.6:      6.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       333:        41         40         25          8         24         67         53         67         80         45         86:
Old  :       333:        41         40         25          8         24         67         53         67         80         45         86:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       26.7       31.7       39.7        9.9       19.1       14.7       26.5
Old  :                 18.5       26.7       31.7       39.7        9.9       19.1       14.7       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   758,422:   170,901    151,695     15,914     96,588    254,639     47,223     14,098     76,359     28,210      3,309    157,919:    7,258     3,816
Old  :   758,422:   170,901    151,695     15,914     96,588    254,639     47,223     14,098     76,359     28,210      3,309    157,919:    7,258     3,816
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    68,771:    11,524      9,857    -16,490       -118     22,965      4,092      6,108      5,791      9,000     -7,614     31,345:      544       438
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       20.0        2.1       12.7       33.6        6.2        1.9       10.1        3.7        0.4       20.8:      1.0       0.5
Old  :     100.0:      22.5       20.0        2.1       12.7       33.6        6.2        1.9       10.1        3.7        0.4       20.8:      1.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       141:        41         36          .         18         21         26          9         28         29         14         38:
Old  :       141:        41         36          .         18         21         26          9         28         29         14         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       30.3       48.4       46.1        4.8        5.3        7.7        9.2
Old  :                 31.7       30.3       48.4       46.1        4.8        5.3        7.7        9.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   394,313:   135,432     62,209      4,774     87,024     47,310      9,268      5,543     22,448    140,094    133,506     24,046:   10,940    12,226
Old  :   394,313:   135,432     62,209      4,774     87,024     47,310      9,268      5,543     22,448    140,094    133,506     24,046:   10,940    12,226
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    18,457:     6,633      3,259        415      6,591       -155      5,045     -3,387      2,466      2,106      7,164      1,953:       -5       566
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.3       15.8        1.2       22.1       12.0        2.4        1.4        5.7       35.5       33.9        6.1:      2.8       3.1
Old  :     100.0:      34.3       15.8        1.2       22.1       12.0        2.4        1.4        5.7       35.5       33.9        6.1:      2.8       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        86:        27         25          .         13         14          6          .          9         15         15         22:
Old  :        86:        27         25          .         13         14          6          .          9         15         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       46.0       63.6       60.0       54.3       43.8       57.5       52.5
Old  :                 54.7       46.0       63.6       60.0       54.3       43.8       57.5       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   143,062:    16,395     39,585     48,708     18,747     21,702     14,322     16,540     14,487      9,425     14,667     11,208:    6,815     6,126
Old  :   143,062:    16,395     39,585     48,708     18,747     21,702     14,322     16,540     14,487      9,425     14,667     11,208:    6,815     6,126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    13,695:       190      4,293      1,387     -1,346      1,991      3,654      4,087      1,817      3,893      1,948        467:      296       438
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.5       27.7       34.0       13.1       15.2       10.0       11.6       10.1        6.6       10.3        7.8:      4.8       4.3
Old  :     100.0:      11.5       27.7       34.0       13.1       15.2       10.0       11.6       10.1        6.6       10.3        7.8:      4.8       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        10         14         12          4         13          5          8          9          5         11         15:
Old  :        59:        10         14         12          4         13          5          8          9          5         11         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       43.7       42.6       57.4       19.9       27.6       32.7       36.6
Old  :                 23.8       43.7       42.6       57.4       19.9       27.6       32.7       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   248,021:     7,347      8,368      7,246      2,718    112,789        860      6,880     34,699     11,358      9,113     71,700:    2,023     1,755
Old  :   248,021:     7,347      8,368      7,246      2,718    112,789        860      6,880     34,699     11,358      9,113     71,700:    2,023     1,755
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    59,886:        35      1,911      3,697     -3,335     17,065       -735      1,083     12,461       -924      2,365     27,909:      377       427
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.0        3.4        2.9        1.1       45.5        0.3        2.8       14.0        4.6        3.7       28.9:      0.8       0.7
Old  :     100.0:       3.0        3.4        2.9        1.1       45.5        0.3        2.8       14.0        4.6        3.7       28.9:      0.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:         6          5          4          4          8          .          4          6         12          4         16:
Old  :        37:         6          5          4          4          8          .          4          6         12          4         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       49.1       67.2       70.6        5.3        7.1        7.3        8.6
Old  :                 47.4       49.1       67.2       70.6        5.3        7.1        7.3        8.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,323,925:   314,648    250,052    100,679    806,886    130,086    117,318      8,493     55,119    545,767     24,555     28,411:   31,897    20,323
Old  : 1,323,925:   314,648    250,052    100,679    806,886    130,086    117,318      8,493     55,119    545,767     24,555     28,411:   31,897    20,323
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :    10,019:       965        -94     -2,200      1,509      1,168     -3,881      1,198      2,219      9,851       -173        165:    1,732     4,027
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.8       18.9        7.6       60.9        9.8        8.9        0.6        4.2       41.2        1.9        2.1:      2.4       1.5
Old  :     100.0:      23.8       18.9        7.6       60.9        9.8        8.9        0.6        4.2       41.2        1.9        2.1:      2.4       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        87:        35         31          4         15         14          6          .          5         15          5         17:
Old  :        87:        35         31          4         15         14          6          .          5         15          5         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       38.0       66.5       62.7       50.3       35.6       59.7       59.0
Old  :                 53.2       38.0       66.5       62.7       50.3       35.6       59.7       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   301,288:    65,572     69,056    166,882    118,465     24,223      9,563     22,857      9,540      9,504     40,649     11,971:    4,033     4,527
Old  :   301,288:    65,572     69,056    166,882    118,465     24,223      9,563     22,857      9,540      9,504     40,649     11,971:    4,033     4,527
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     8,544:     6,325        785        484      5,600     -2,411      2,566        990       -302        741      3,397      1,298:     -157      -813
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       22.9       55.4       39.3        8.0        3.2        7.6        3.2        3.2       13.5        4.0:      1.3       1.5
Old  :     100.0:      21.8       22.9       55.4       39.3        8.0        3.2        7.6        3.2        3.2       13.5        4.0:      1.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        17         19         16          4         14          8          5          8          9         10         15:
Old  :        72:        17         19         16          4         14          8          5          8          9         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       48.6       49.7       63.2       28.4       44.9       43.9       55.1
Old  :                 31.9       48.6       49.7       63.2       28.4       44.9       43.9       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    29,217:    28,283     15,754          0     11,524          0          0          0          0        691      1,164         23:      220       752
Old  :    29,217:    28,283     15,754          0     11,524          0          0          0          0        691      1,164         23:      220       752
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       625:       538        650          0        -25          0          0          0          0         87          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.8       53.9        0.0       39.4        0.0        0.0        0.0        0.0        2.4        4.0        0.1:      0.8       2.6
Old  :     100.0:      96.8       53.9        0.0       39.4        0.0        0.0        0.0        0.0        2.4        4.0        0.1:      0.8       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        17         19          0          5          0          0          0          0          4          .          .:
Old  :        38:        17         19          0          5          0          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.9       54.5       91.8       78.7       67.8       46.1       74.8       62.5
Old  :                 79.9       54.5       91.8       78.7       67.8       46.1       74.8       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   113,661:    85,798     89,613     10,595     14,147      6,323      4,064         56        125      4,698      1,780      1,516:      542       101
Old  :   113,661:    85,798     89,613     10,595     14,147      6,323      4,064         56        125      4,698      1,780      1,516:      542       101
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     2,201:     2,060      1,997     -1,224        180         42      1,085          0          0         70         46        166:        2      -230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       78.8        9.3       12.4        5.6        3.6        0.0        0.1        4.1        1.6        1.3:      0.5       0.1
Old  :     100.0:      75.5       78.8        9.3       12.4        5.6        3.6        0.0        0.1        4.1        1.6        1.3:      0.5       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       100:        47         53          5          8         10          5          .          .         13          8          8:
Old  :       100:        47         53          5          8         10          5          .          .         13          8          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       40.7       52.4       60.8       21.5       38.6       30.4       44.3
Old  :                 34.8       40.7       52.4       60.8       21.5       38.6       30.4       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    93,931:    61,366     72,100      6,342      6,175     10,488      2,827        870         52     12,750      3,646          0:      106       600
Old  :    93,931:    61,366     72,100      6,342      6,175     10,488      2,827        870         52     12,750      3,646          0:      106       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     1,511:     1,356      1,261          0        180          0         59          0         52        180          0          0:     -136        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       76.8        6.8        6.6       11.2        3.0        0.9        0.1       13.6        3.9        0.0:      0.1       0.6
Old  :     100.0:      65.3       76.8        6.8        6.6       11.2        3.0        0.9        0.1       13.6        3.9        0.0:      0.1       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         25          .          4          4          4          .          .          .          .          0:
Old  :        43:        22         25          .          4          4          4          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       56.6       75.6       73.6       31.4       26.4       39.9       35.1
Old  :                 49.3       56.6       75.6       73.6       31.4       26.4       39.9       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    36,653:    34,666     23,700          0     10,329        333        265          0          0        487      1,154        662:      240       475
Old  :    36,653:    34,666     23,700          0     10,329        333        265          0          0        487      1,154        662:      240       475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :     1,247:     1,160        464          0        560          0          0          0          0         26        192         76:      -15       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.6       64.7        0.0       28.2        0.9        0.7        0.0        0.0        1.3        3.1        1.8:      0.7       1.3
Old  :     100.0:      94.6       64.7        0.0       28.2        0.9        0.7        0.0        0.0        1.3        3.1        1.8:      0.7       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        25         27          0          7          .          .          0          0          5          .          4:
Old  :        46:        25         27          0          7          .          .          0          0          5          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       41.9       74.4       65.9       34.8       33.7       48.3       46.1
Old  :                 54.2       41.9       74.4       65.9       34.8       33.7       48.3       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    13,492:     7,064      8,600      4,012      3,380          0          0          0          0      2,165        133        189:       62     1,190
Old  :    13,492:     7,064      8,600      4,012      3,380          0          0          0          0      2,165        133        189:       62     1,190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       453:       373        413          0         10          0          0          0          0         50          0         30:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.4       63.7       29.7       25.1        0.0        0.0        0.0        0.0       16.0        1.0        1.4:      0.5       8.8
Old  :     100.0:      52.4       63.7       29.7       25.1        0.0        0.0        0.0        0.0       16.0        1.0        1.4:      0.5       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         18          .          4          0          0          0          0          5          .          .:
Old  :        36:        21         18          .          4          0          0          0          0          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       47.7       76.3       68.3       49.9       42.5       60.4       54.1
Old  :                 60.9       47.7       76.3       68.3       49.9       42.5       60.4       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    14,717:    13,528      7,175        136      6,270         58          0          0          0        286        668        138:      571       408
Old  :    14,717:    13,528      7,175        136      6,270         58          0          0          0        286        668        138:      571       408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       284:       301        194        -30         15         30          0          0          0         29         60        -57:       11        42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.9       48.8        0.9       42.6        0.4        0.0        0.0        0.0        1.9        4.5        0.9:      3.9       2.8
Old  :     100.0:      91.9       48.8        0.9       42.6        0.4        0.0        0.0        0.0        1.9        4.5        0.9:      3.9       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        24         16          .          5          .          0          0          0          .          4          .:
Old  :        39:        24         16          .          5          .          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       59.9       79.9       75.6       37.8       44.3       47.1       51.7
Old  :                 66.4       59.9       79.9       75.6       37.8       44.3       47.1       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE BALMO  - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665W
Disaggregated Commitments of Traders - Options and Futures Combined, February 21, 2017                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     3,137:     2,690      2,360         50        142        285          0          0          0         45        253         62:        5        35
Old  :     3,137:     2,690      2,360         50        142        285          0          0          0         45        253         62:        5        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2017                                                                :
     :       390:       375        350          0         25          0          0          0          0         15         15          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       75.2        1.6        4.5        9.1        0.0        0.0        0.0        1.4        8.1        2.0:      0.2       1.1
Old  :     100.0:      85.8       75.2        1.6        4.5        9.1        0.0        0.0        0.0        1.4        8.1        2.0:      0.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         16          .          .          .          0          0          0          .          .          .:
Old  :        29:        14         16          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       41.0       74.6       65.3       31.9       21.5       43.4       33.5
Old  :                 51.6       41.0       74.6       65.3       31.9       21.5       43.4       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 24, 2017