Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,088,889                :
: Positions                                                                                                    :
:3,028,081 1,152,736   316,306 2,689,018   262,466   415,817    24,398   320,291   157,626    82,263   548,157 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   33,082    46,749   -10,514    23,545    -4,754    -8,722     2,879   -21,003    26,119   -32,046   -16,965 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      22.7       6.2      52.8       5.2       8.2       0.5       6.3       3.1       1.6      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   214                     :
:      106        88         9        17        20        17         6        16        31        19        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 1,296,392                :
: Positions                                                                                                    :
:  138,370   140,306    32,765    16,038   375,210     3,341    13,230   384,369    14,745    23,131   343,072 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -3,126    -1,579     5,258      -165   -20,311    -2,763    -6,616   -24,457       -84     7,599   -23,517 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      10.8       2.5       1.2      28.9       0.3       1.0      29.6       1.1       1.8      26.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       31        31        10         5        15         4         5         8        13         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   240,467                :
: Positions                                                                                                    :
:  122,647   210,709    86,661     7,734     6,983    10,160     6,110     1,392         0     1,035     1,400 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -4,755    -3,865    -1,833    -3,044    -1,053      -521       254      -353         0    -2,165       -66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      87.6      36.0       3.2       2.9       4.2       2.5       0.6       0.0       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        20         6         .         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   104,910                :
: Positions                                                                                                    :
:   89,096    64,371     1,390    25,616     6,549         0         0         0         0       940     4,634 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -10,931    -6,380      -628    -4,338      -945      -248         0         0    -1,126    -1,446       881 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      61.4       1.3      24.4       6.2       0.0       0.0       0.0       0.0       0.9       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        21         .         4         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   269,952                :
: Positions                                                                                                    :
:  226,827   105,616    14,258   138,234    13,863       594         0     1,569        50         0       740 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -1,705     1,310    -1,875    -4,300       126       -99         0      -242      -529         0       614 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      39.1       5.3      51.2       5.1       0.2       0.0       0.6       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        18         .         6         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   798,229                :
: Positions                                                                                                    :
:  713,022    60,182    49,278   695,491    16,459         0       245     1,425         0    14,233     5,862 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -38,855   -13,604     2,047    -5,455    -3,223         0       212      -364         0    -5,013      -648 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3       7.5       6.2      87.1       2.1       0.0       0.0       0.2       0.0       1.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       35        16         4         8        11         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   430,938                :
: Positions                                                                                                    :
:  338,110   335,903    45,532    61,428    26,419         0         0         0     4,213         0       240 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    3,603     1,662    -3,775    -3,094    -4,310       -65         0    -1,171    -2,818      -248       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      77.9      10.6      14.3       6.1       0.0       0.0       0.0       1.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       30        35         6         7         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   358,807                :
: Positions                                                                                                    :
:  297,039   239,306    38,552   101,570     9,036         0         0         0     2,065     2,681       646 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -20,210   -13,270       290    -7,343      -782         0         0         0       596      -527      -284 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      66.7      10.7      28.3       2.5       0.0       0.0       0.0       0.6       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        28         5         7         7         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   264,460                :
: Positions                                                                                                    :
:  222,536   131,822    12,890   110,124     7,483     1,153         0       532     4,610     5,245       711 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -5,495   -10,772      -347    -2,531     1,687      -673         0        91    -2,201     3,887        18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      49.8       4.9      41.6       2.8       0.4       0.0       0.2       1.7       2.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        21         .         8         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    77,870                :
: Positions                                                                                                    :
:   63,408    59,470     8,678     9,757     1,917         0     1,653         0         0       870         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -3,121    -2,649        35      -169      -140         0      -124         0         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      76.4      11.1      12.5       2.5       0.0       2.1       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    24,537                :
: Positions                                                                                                    :
:   17,474    22,730     2,872         0       610         0         0         0       279       465         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -8,983   -10,223    -2,356         0         0         0         0         0        31    -1,178       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      92.6      11.7       0.0       2.5       0.0       0.0       0.0       1.1       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        15         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   133,294                :
: Positions                                                                                                    :
:  101,585    36,201    23,937    91,492     2,306         0       641       537         0       185        32 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -9,035    -2,548    -1,206    -7,075      -203        -5       641      -433      -248    -1,193        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      27.2      18.0      68.6       1.7       0.0       0.5       0.4       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         .         7         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   162,645                :
: Positions                                                                                                    :
:  123,256    68,048    18,652    80,281     6,241         0         0         0         0     5,262         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -3,985     1,243    -1,987    -4,791       358    -1,378         0         0         0       330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      41.8      11.5      49.4       3.8       0.0       0.0       0.0       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        12         4         6         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    93,029                :
: Positions                                                                                                    :
:   87,431    75,757       232    11,558         0         0         0         0       328         0       793 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -4,805    -3,685         0    -2,047         0         0         0         0      -589         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      81.4       0.2      12.4       0.0       0.0       0.0       0.0       0.4       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    19,641                :
: Positions                                                                                                    :
:   12,713    18,128     5,163       248         0       279       310         0       248         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -3,423   -14,697       614      -124      -558    -9,331         0      -186    -2,573         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      92.3      26.3       1.3       0.0       1.4       1.6       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10         9         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   512,904                :
: Positions                                                                                                    :
:  430,400   184,954    33,201   289,647    19,922    10,772     3,099       642     6,549     1,356     3,830 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    2,363    -3,725    -2,900      -491     1,854    -4,213      -555      -159      -125       -85       967 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      36.1       6.5      56.5       3.9       2.1       0.6       0.1       1.3       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       40        33         .         9         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   158,571                :
: Positions                                                                                                    :
:  100,139   111,587    35,546    19,255    15,706     4,141     3,731       443         0     1,290        62 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    3,049     5,837     1,318    -2,044       398         0    -2,113       210         0      -306      -753 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      70.4      22.4      12.1       9.9       2.6       2.4       0.3       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        16         5         5         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    70,898                :
: Positions                                                                                                    :
:   43,510    37,784    21,373    22,595     2,668         0         0         0         0       310         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -4,655    -3,490        79      -905    -1,251         0         0         0         0       261      -292 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      53.3      30.1      31.9       3.8       0.0       0.0       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         6         5         5         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AG                                                    Open Interest is   100,996                :
: Positions                                                                                                    :
:   82,341    75,635    14,141    22,002       112       784         0         0       896     1,446         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -24,767   -25,078     8,145      -677    -2,492   -10,128      -310         0    -5,397    -2,387         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      74.9      14.0      21.8       0.1       0.8       0.0       0.0       0.9       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        9        14         .         5         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AH                                                    Open Interest is   101,206                :
: Positions                                                                                                    :
:   51,745    86,418    25,391     8,166     2,995    11,696       310         0     6,879     1,922         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -26,555   -37,511     5,703    -1,419      -508   -21,141       186    -1,021    -2,607    -3,999      -279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      85.4      25.1       8.1       3.0      11.6       0.3       0.0       6.8       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       20        29         5         .         .         5         .         0         5         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   105,131                :
: Positions                                                                                                    :
:  103,230   102,215       775         0       248         0         0         0         0       808         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -15,512   -16,459    -1,606      -372       186         0         0         0         0       560         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.2      97.2       0.7       0.0       0.2       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        18         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    23,489                :
: Positions                                                                                                    :
:   12,030    22,807     9,468         0         0         0         0         0       806         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -3,716    -3,934       -82         0         0         0         0         0      -372         0      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      97.1      40.3       0.0       0.0       0.0       0.0       0.0       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        12         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   269,040                :
: Positions                                                                                                    :
:  196,673   179,206    36,589    49,607    27,416         0     2,042       894     1,665         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -13,613   -17,804    -8,632    -3,541       610         0       297       -83    -1,417      -465         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      66.6      13.6      18.4      10.2       0.0       0.8       0.3       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        27         .         4         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    79,938                :
: Positions                                                                                                    :
:   55,436    58,486     8,281     8,426     4,563         0     2,843       407         0       664         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -7,590    -8,873      -701    -2,055    -1,161         0     2,171      -546         0      -115         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      73.2      10.4      10.5       5.7       0.0       3.6       0.5       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   116,911                :
: Positions                                                                                                    :
:  108,622    91,891         0    13,371     3,590         0       352     1,315         0         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -12,013   -12,034    -1,723    -1,670      -555      -808       352       455         0    -1,085         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.9      78.6       0.0      11.4       3.1       0.0       0.3       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        16         0         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   124,670                :
: Positions                                                                                                    :
:   74,669   110,199    31,165     3,778     2,947         0       152     1,524     9,464         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -6,691    -4,049     3,343       309      -119         0      -395       849      -262         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      88.4      25.0       3.0       2.4       0.0       0.1       1.2       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        17         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   157,097                :
: Positions                                                                                                    :
:  125,619   119,392     9,817    23,268     8,189         0         0         0     1,017         0       214 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -8,696    -4,135      -434    -2,360      -118         0      -273      -956    -3,235         0       214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      76.0       6.2      14.8       5.2       0.0       0.0       0.0       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   184,606                :
: Positions                                                                                                    :
:  136,245   132,868    17,349    24,002    14,541     2,423         0     7,462       232         0       341 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -8,776    -3,396       785    -1,291    -1,349     2,168         0      -823      -517    -1,067      -342 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      72.0       9.4      13.0       7.9       1.3       0.0       4.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        20         4         5         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   204,519                :
: Positions                                                                                                    :
:  136,471   159,854    48,551    30,900     6,342         0       523     1,322     3,932       341         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -1,457     2,665      -871    -6,314       953         0        51      -238      -511         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      78.2      23.7      15.1       3.1       0.0       0.3       0.6       1.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        23         5         6         7         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   105,275                :
: Positions                                                                                                    :
:   84,652    73,907    13,486    23,331     1,285         0         0         0       348         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -8,087    -5,695        60      -350       -87         0         0         0      -335         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      70.2      12.8      22.2       1.2       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        18         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    99,764                :
: Positions                                                                                                    :
:   55,749    84,791    39,519    11,729       514         0         0         0       224         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -6,994    -8,097    -2,685    -1,745         0         0         0         0       224         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      85.0      39.6      11.8       0.5       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        15         6         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    64,942                :
: Positions                                                                                                    :
:   45,745    44,531     6,231    10,598     6,467        33         0       193         0         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -2,426    -2,959      -348      -446      -265        33         0       193      -710         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      68.6       9.6      16.3      10.0       0.1       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   155,831                :
: Positions                                                                                                    :
:  127,691    11,139    10,196   135,542     4,396         0         0         0     1,668         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:  -12,688    -7,570      -543    -5,692      -286         0         0         0      -482         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9       7.1       6.5      87.0       2.8       0.0       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17         8         .         8         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    68,360                :
: Positions                                                                                                    :
:   43,028    34,126     7,773    28,069     4,945       707         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -6,201    -5,789     1,017       684      -487    -1,116         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      49.9      11.4      41.1       7.2       1.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         7         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,461,302                :
: Positions                                                                                                    :
:  169,583   220,942   229,283    66,357   140,820   278,912   234,158   281,829    84,117   265,519   200,664 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    8,375     5,174    -4,501     2,655   -11,283    11,262   -28,174    15,006   -18,030    17,551     3,006 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.6      15.1      15.7       4.5       9.6      19.1      16.0      19.3       5.8      18.2      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   356                     :
:       45        38        27        10        30        63        58        70        73        62       102 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   508,257                :
: Positions                                                                                                    :
:   80,934    95,588    26,859    45,986   125,324    77,055     7,769    49,844    12,264    50,052   130,054 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -2,040    -1,782      -656    -4,068    -7,163    -7,164    -3,546    -4,531      -829      -866   -11,910 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.9      18.8       5.3       9.0      24.7      15.2       1.5       9.8       2.4       9.8      25.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       36        30         5        16        20        23        10        21        24        39        51 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   393,248                :
: Positions                                                                                                    :
:   77,663    48,372     5,369    96,356    34,640     6,948    16,712    21,527   215,784   144,190    15,841 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:      500       209       -11     2,191    -1,357     1,247       181      -139     2,414     1,412    -2,052 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      12.3       1.4      24.5       8.8       1.8       4.2       5.5      54.9      36.7       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       25        24         .         8        11         .         5         7        15        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   128,827                :
: Positions                                                                                                    :
:   34,648    14,256    24,123    24,306    11,086     5,572    42,451     5,819    32,418    16,814     8,660 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    1,328     2,450      -535       404       223       640    12,144       699    13,500       205    -2,994 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      11.1      18.7      18.9       8.6       4.3      33.0       4.5      25.2      13.1       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       12        12         9         5        14         .         7         4        11         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    60,204                :
: Positions                                                                                                    :
:    8,602     7,792       587         0       353     3,298    14,999    17,927    16,420     6,103    12,916 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:       98       130        55         0      -115      -463       621       273     1,146        95       399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.3      12.9       1.0       0.0       0.6       5.5      24.9      29.8      27.3      10.1      21.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        7         9         .         0         .         6         7         9         7         .         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is   229,193                :
: Positions                                                                                                    :
:   30,667    31,705     6,652     5,781   100,592     7,727         0     9,067     6,658    14,367    67,249 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -2,965    -1,190       362       865    -3,199     1,914         0    -1,524       183      -199    -1,637 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.4      13.8       2.9       2.5      43.9       3.4       0.0       4.0       2.9       6.3      29.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        5         5         4         5         9         6         0         5        13         .        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,234,142                :
: Positions                                                                                                    :
:  281,031   174,651    85,721   796,869   121,914   108,115    73,801    32,590   553,854     8,094    13,315 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:      790      -266      -855     5,339     2,247    -7,180    -1,532    -2,740    10,986       360    -1,039 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.8      14.2       6.9      64.6       9.9       8.8       6.0       2.6      44.9       0.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       30        25         .        15        14         5         4         4        11         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   201,238                :
: Positions                                                                                                    :
:   42,906    26,370    92,500    76,355    21,211     7,713    41,753     3,758    12,395    10,180    13,891 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:      267     1,139     2,372    -6,102     7,023     1,128    19,300      -156     2,576    -6,998     1,729 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.3      13.1      46.0      37.9      10.5       3.8      20.7       1.9       6.2       5.1       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       12        11        12         5        14         5         4         5        11         5        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     2,918                :
: Positions                                                                                                    :
:    1,148     1,921        33         0       132         0         0         0       841       206       194 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:      175       225        33        -1        -7         0         0         0        59       -30        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      65.8       1.1       0.0       4.5       0.0       0.0       0.0      28.8       7.1       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        18         .         0         .         0         0         0         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    25,330                :
: Positions                                                                                                    :
:   24,587     6,870         0    14,475         0         0         0         0       192     3,532       376 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:      671       100         0       633         0         0         0         0        62         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.1      27.1       0.0      57.1       0.0       0.0       0.0       0.0       0.8      13.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        14         0         8         0         0         0         0         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   106,939                :
: Positions                                                                                                    :
:   73,841    82,935     8,228     9,754     6,366     2,633       263       484    10,828     3,024     3,895 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:   -6,207    -7,035       515     1,300      -110       363      -534      -692    -1,230       -63        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      77.6       7.7       9.1       6.0       2.5       0.2       0.5      10.1       2.8       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       54        51         4         6         7         6         .         .        19        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    50,925                :
: Positions                                                                                                    :
:   26,807    38,040     9,241     5,078     5,652     2,193       535       165     6,570       459       297 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:       80      -275      -279        66        30       -25         0         0       265        10        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      74.7      18.1      10.0      11.1       4.3       1.1       0.3      12.9       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        24         4         .         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    34,553                :
: Positions                                                                                                    :
:   30,349    20,563       345    11,131       708       375         0       145     1,697       885       493 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    1,608     1,219         0       497        76       -90         0         0       143        10        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      59.5       1.0      32.2       2.0       1.1       0.0       0.4       4.9       2.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       34        34         .         7         4         .         0         .         8         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    16,517                :
: Positions                                                                                                    :
:   14,298     8,577         0     6,715        22         0         0         0     1,925       600         0 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    1,340     1,281         0       590        22         0         0         0       709       227         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      51.9       0.0      40.7       0.1       0.0       0.0       0.0      11.7       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        21         0         7         .         0         0         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    15,274                :
: Positions                                                                                                    :
:   11,075     6,370       965     4,155       172        15         0        40     1,456     3,137     1,007 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:    1,182       787        45       115        15         0         0         0       384       674      -108 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      41.7       6.3      27.2       1.1       0.1       0.0       0.3       9.5      20.5       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        18         .         .         4         .         0         .         9         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 9, 2018   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE BALMO  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665W                                                    Open Interest is     3,491                :
: Positions                                                                                                    :
:    2,650     2,641       319       315        30         0         0         0       290       313       147 :
:                                                                                                              :
: Changes from:     January 2, 2018                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      75.7       9.1       9.0       0.9       0.0       0.0       0.0       8.3       9.0       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 12, 2018