NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,401,993: 2,871,626  1,208,242    422,021  2,946,000    347,849    612,419      9,936    276,401    275,069     42,970    554,831:   41,777    15,764
Old  : 5,401,993: 2,871,626  1,208,242    422,021  2,946,000    347,849    612,419      9,936    276,401    275,069     42,970    554,831:   41,777    15,764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    41,352:    70,706     12,923    -14,354     15,938      2,513    -16,980        240      1,110        338     12,163     -6,383:    4,402     2,848
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       22.4        7.8       54.5        6.4       11.3        0.2        5.1        5.1        0.8       10.3:      0.8       0.3
Old  :     100.0:      53.2       22.4        7.8       54.5        6.4       11.3        0.2        5.1        5.1        0.8       10.3:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:       111         97          7         19         21         21          .         18         38         21         42:
Old  :       228:       111         97          7         19         21         21          .         18         38         21         42:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       35.1       41.3       49.9       22.4       33.7       34.9       43.9
Old  :                 25.8       35.1       41.3       49.9       22.4       33.7       34.9       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   306,221:    24,192     41,472    121,398     63,329     23,849        924     87,718     60,269     52,712      9,238     20,173:    2,704       173
Old  :   306,221:    24,192     41,472    121,398     63,329     23,849        924     87,718     60,269     52,712      9,238     20,173:    2,704       173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    12,884:     4,493       -502      1,806      4,732      1,118       -288      4,552      1,849      2,675        -96      1,231:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.9       13.5       39.6       20.7        7.8        0.3       28.6       19.7       17.2        3.0        6.6:      0.9       0.1
Old  :     100.0:       7.9       13.5       39.6       20.7        7.8        0.3       28.6       19.7       17.2        3.0        6.6:      0.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        15         13         12          4          9          .          6          7         12          4          8:
Old  :        61:        15         13         12          4          9          .          6          7         12          4          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       69.3       72.9       82.0       40.1       48.6       48.0       57.1
Old  :                 57.9       69.3       72.9       82.0       40.1       48.6       48.0       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   184,849:    90,370    164,082     67,449     10,451      2,509      4,380      1,234      2,539        706          0        913:   15,983     3,121
Old  :   184,849:    90,370    164,082     67,449     10,451      2,509      4,380      1,234      2,539        706          0        913:   15,983     3,121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -16,082:    -6,737    -14,288     -5,118     -1,423       -949          0       -248         60     -3,042       -225        199:     -495       792
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       88.8       36.5        5.7        1.4        2.4        0.7        1.4        0.4        0.0        0.5:      8.6       1.7
Old  :     100.0:      48.9       88.8       36.5        5.7        1.4        2.4        0.7        1.4        0.4        0.0        0.5:      8.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        24         25          5          .          6          .          .          .          .          0          .:
Old  :        44:        24         25          5          .          6          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       57.6       61.9       80.5       46.3       49.8       57.4       67.7
Old  :                 47.4       57.6       61.9       80.5       46.3       49.8       57.4       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    90,927:    84,200     62,084          0     21,904      3,048          0          0          0        852          0        126:    2,701     3,765
Old  :    90,927:    84,200     62,084          0     21,904      3,048          0          0          0        852          0        126:    2,701     3,765
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -8,718:    -4,572     -6,343       -149       -617     -1,031          0          0          0     -1,863          0        -93:   -1,010      -634
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       68.3        0.0       24.1        3.4        0.0        0.0        0.0        0.9        0.0        0.1:      3.0       4.1
Old  :     100.0:      92.6       68.3        0.0       24.1        3.4        0.0        0.0        0.0        0.9        0.0        0.1:      3.0       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        26         25          0          7          5          0          0          0          .          0          .:
Old  :        39:        26         25          0          7          5          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       47.0       78.9       64.6       59.6       46.7       71.2       57.6
Old  :                 61.4       47.0       78.9       64.6       59.6       46.7       71.2       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   232,612:   176,566     79,888     26,229    126,430     17,152        638          0      1,476        706        848          0:    9,845     6,818
Old  :   232,612:   176,566     79,888     26,229    126,430     17,152        638          0      1,476        706        848          0:    9,845     6,818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -9,461:   -13,052     -6,283      4,821     -4,059        433     -1,354          0        325        706        393       -589:     -751       319
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       34.3       11.3       54.4        7.4        0.3        0.0        0.6        0.3        0.4        0.0:      4.2       2.9
Old  :     100.0:      75.9       34.3       11.3       54.4        7.4        0.3        0.0        0.6        0.3        0.4        0.0:      4.2       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        21         18          6          6          6          .          0          .          .          .          0:
Old  :        39:        21         18          6          6          6          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       60.0       79.1       75.0       57.7       59.7       68.3       71.7
Old  :                 64.6       60.0       79.1       75.0       57.7       59.7       68.3       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   933,330:   833,203    154,707     25,889    694,531     54,445          0        388      2,144      1,543     16,617      5,184:   10,922     5,314
Old  :   933,330:   833,203    154,707     25,889    694,531     54,445          0        388      2,144      1,543     16,617      5,184:   10,922     5,314
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -46,534:   -38,977     -8,663     -3,087    -23,078     -1,696          0     -2,547       -150      1,273       -529     -2,490:   -1,407    -7,381
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       16.6        2.8       74.4        5.8        0.0        0.0        0.2        0.2        1.8        0.6:      1.2       0.6
Old  :     100.0:      89.3       16.6        2.8       74.4        5.8        0.0        0.0        0.2        0.2        1.8        0.6:      1.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        38         21          6          8         11          0          .          .          .          .          .:
Old  :        58:        38         21          6          8         11          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       60.9       62.1       82.0       35.7       60.6       55.2       76.0
Old  :                 42.4       60.9       62.1       82.0       35.7       60.6       55.2       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   404,429:   320,437    282,408     27,397     82,622     31,447          0        644      1,393      4,976          0          0:   18,779     5,915
Old  :   404,429:   320,437    282,408     27,397     82,622     31,447          0        644      1,393      4,976          0          0:   18,779     5,915
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -25,435:   -22,228    -15,559      1,123     -8,878     -1,020       -304        644          2     -1,855          0          0:   -1,153      -624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       69.8        6.8       20.4        7.8        0.0        0.2        0.3        1.2        0.0        0.0:      4.6       1.5
Old  :     100.0:      79.2       69.8        6.8       20.4        7.8        0.0        0.2        0.3        1.2        0.0        0.0:      4.6       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        26         32          5          9          7          0          .          .          .          0          0:
Old  :        57:        26         32          5          9          7          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       37.4       77.4       57.5       56.5       35.6       68.3       52.7
Old  :                 58.3       37.4       77.4       57.5       56.5       35.6       68.3       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   408,465:   343,105    289,551     28,923     92,817     18,884          0          0          0        325          0      1,109:   16,119     6,104
Old  :   408,465:   343,105    289,551     28,923     92,817     18,884          0          0          0        325          0      1,109:   16,119     6,104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -23,255:   -20,588    -17,323        295     -4,253     -1,381          0          0          0     -1,530          0        208:     -259      -506
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       70.9        7.1       22.7        4.6        0.0        0.0        0.0        0.1        0.0        0.3:      3.9       1.5
Old  :     100.0:      84.0       70.9        7.1       22.7        4.6        0.0        0.0        0.0        0.1        0.0        0.3:      3.9       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        31         30          5          7         10          0          0          0          .          0          .:
Old  :        53:        31         30          5          7         10          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       45.9       68.4       68.2       46.1       44.9       58.7       62.2
Old  :                 51.5       45.9       68.4       68.2       46.1       44.9       58.7       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   191,591:   164,525    103,129     16,456     76,850      2,794          4          0      1,528          0        905          0:    6,284     6,385
Old  :   191,591:   164,525    103,129     16,456     76,850      2,794          4          0      1,528          0        905          0:    6,284     6,385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -13,365:   -13,640     -7,524        942     -1,448       -345          4        -17         20          0     -2,854       -240:     -106      -957
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       53.8        8.6       40.1        1.5        0.0        0.0        0.8        0.0        0.5        0.0:      3.3       3.3
Old  :     100.0:      85.9       53.8        8.6       40.1        1.5        0.0        0.0        0.8        0.0        0.5        0.0:      3.3       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        26         23          .          8          8          .          0          .          0          .          0:
Old  :        45:        26         23          .          8          8          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       42.1       75.5       70.6       55.7       41.8       71.7       68.0
Old  :                 56.1       42.1       75.5       70.6       55.7       41.8       71.7       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    78,093:    57,472     64,133     12,365      2,750      2,054         70          0        947        912      1,285      1,400:    2,873     5,524
Old  :    78,093:    57,472     64,133     12,365      2,750      2,054         70          0        947        912      1,285      1,400:    2,873     5,524
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -12,436:    -8,915     -9,065     -1,923       -310       -806       -204          0        -31       -279     -1,946        435:     -713      -713
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       82.1       15.8        3.5        2.6        0.1        0.0        1.2        1.2        1.6        1.8:      3.7       7.1
Old  :     100.0:      73.6       82.1       15.8        3.5        2.6        0.1        0.0        1.2        1.2        1.6        1.8:      3.7       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         17          6          .          5          .          0          .          .          .          .:
Old  :        33:        19         17          6          .          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       43.8       72.6       60.6       50.7       41.8       64.0       57.1
Old  :                 54.5       43.8       72.6       60.6       50.7       41.8       64.0       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,083:    17,607     17,091      1,812      3,434          0          0          0          0      1,013          0          0:      651       558
Old  :    21,083:    17,607     17,091      1,812      3,434          0          0          0          0      1,013          0          0:      651       558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -9,175:    -9,376     -7,036        604     -1,705          0          0          0          0       -403          0          0:        0      -434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.5       81.1        8.6       16.3        0.0        0.0        0.0        0.0        4.8        0.0        0.0:      3.1       2.6
Old  :     100.0:      83.5       81.1        8.6       16.3        0.0        0.0        0.0        0.0        4.8        0.0        0.0:      3.1       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         10          .          .          0          0          0          0          .          0          0:
Old  :        23:        11         10          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       62.6       88.8       88.6       67.6       62.6       83.1       86.4
Old  :                 68.9       62.6       88.8       88.6       67.6       62.6       83.1       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   103,539:    76,578     35,689     11,598     58,203      4,490      2,957          0        552          0          0          0:    7,364     4,605
Old  :   103,539:    76,578     35,689     11,598     58,203      4,490      2,957          0        552          0          0          0:    7,364     4,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :      -678:    -3,436     -3,478      1,835      4,691        131      2,133          0       -949          0       -778          0:     -392      -295
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       34.5       11.2       56.2        4.3        2.9        0.0        0.5        0.0        0.0        0.0:      7.1       4.4
Old  :     100.0:      74.0       34.5       11.2       56.2        4.3        2.9        0.0        0.5        0.0        0.0        0.0:      7.1       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         11          .          4          .          .          0          .          0          0          0:
Old  :        25:        15         11          .          4          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       58.8       75.3       88.8       50.9       56.2       69.6       81.5
Old  :                 53.4       58.8       75.3       88.8       50.9       56.2       69.6       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   156,025:   119,342     70,829     24,986     76,597      5,172        885          0          0          0          0          0:    5,640     3,427
Old  :   156,025:   119,342     70,829     24,986     76,597      5,172        885          0          0          0          0          0:    5,640     3,427
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -7,602:    -3,096     -6,489     -3,981     -2,328        570       -132          0          0          0          0          0:     -963       645
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       45.4       16.0       49.1        3.3        0.6        0.0        0.0        0.0        0.0        0.0:      3.6       2.2
Old  :     100.0:      76.5       45.4       16.0       49.1        3.3        0.6        0.0        0.0        0.0        0.0        0.0:      3.6       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         16          5          7          7          .          0          0          0          0          0:
Old  :        40:        20         16          5          7          7          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       73.6       71.4       85.6       51.6       73.4       68.9       84.9
Old  :                 54.0       73.6       71.4       85.6       51.6       73.4       68.9       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    70,787:    67,110     53,586          0     13,824        485          0          0          0          0          0          0:    3,192     2,892
Old  :    70,787:    67,110     53,586          0     13,824        485          0          0          0          0          0          0:    3,192     2,892
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :     2,677:     4,874      4,755          0     -2,271       -279          0          0          0          0          0          0:   -1,918       472
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8       75.7        0.0       19.5        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      4.5       4.1
Old  :     100.0:      94.8       75.7        0.0       19.5        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      4.5       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        15         12          0          .          .          0          0          0          0          0          0:
Old  :        22:        15         12          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       53.5       84.7       80.3       53.8       52.5       67.8       68.7
Old  :                 66.6       53.5       84.7       80.3       53.8       52.5       67.8       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    15,479:    11,641     15,231        620          0          0      2,077          0          0        217          0          0:      924       248
Old  :    15,479:    11,641     15,231        620          0          0      2,077          0          0        217          0          0:      924       248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -6,944:    -6,572     -6,076        -31       -465          0         62          0        -62       -155          0          0:     -186      -341
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       98.4        4.0        0.0        0.0       13.4        0.0        0.0        1.4        0.0        0.0:      6.0       1.6
Old  :     100.0:      75.2       98.4        4.0        0.0        0.0       13.4        0.0        0.0        1.4        0.0        0.0:      6.0       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         12          .          0          0          .          0          0          .          0          0:
Old  :        25:        14         12          .          0          0          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       74.0       72.1       92.2       48.0       69.7       70.3       86.9
Old  :                 49.6       74.0       72.1       92.2       48.0       69.7       70.3       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   549,976:   409,868    174,422     44,660    324,619     34,998      8,045      3,371        936     41,348      2,569        579:    9,542     8,482
Old  :   549,976:   409,868    174,422     44,660    324,619     34,998      8,045      3,371        936     41,348      2,569        579:    9,542     8,482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -21,886:   -14,673     -9,504     -6,153    -10,422       -952     -3,662        467        -41      2,967       -804       -576:    1,204       -54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       31.7        8.1       59.0        6.4        1.5        0.6        0.2        7.5        0.5        0.1:      1.7       1.5
Old  :     100.0:      74.5       31.7        8.1       59.0        6.4        1.5        0.6        0.2        7.5        0.5        0.1:      1.7       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        43         41          5         10          9          .          .          .          .          .          .:
Old  :        72:        43         41          5         10          9          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       56.3       53.4       68.0       31.6       54.6       46.6       62.2
Old  :                 33.3       56.3       53.4       68.0       31.6       54.6       46.6       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   100,970:    74,367     54,523      6,155     25,676     12,897      3,682          0          0         68        491        180:    3,621     7,203
Old  :   100,970:    74,367     54,523      6,155     25,676     12,897      3,682          0          0         68        491        180:    3,621     7,203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -8,678:    -7,662     -4,639       -188     -1,254       -298       -124          0          0         68     -1,743       -189:     -285      -555
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       54.0        6.1       25.4       12.8        3.6        0.0        0.0        0.1        0.5        0.2:      3.6       7.1
Old  :     100.0:      73.7       54.0        6.1       25.4       12.8        3.6        0.0        0.0        0.1        0.5        0.2:      3.6       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         15          .          4          6          .          0          0          .          .          .:
Old  :        34:        18         15          .          4          6          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       49.0       65.5       76.0       37.5       46.6       58.0       65.2
Old  :                 41.2       49.0       65.5       76.0       37.5       46.6       58.0       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    13,018:     9,835     11,964      2,196        589          0          0          0          0          0          0          0:      987       465
Old  :    13,018:     9,835     11,964      2,196        589          0          0          0          0          0          0          0:      987       465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -4,519:    -2,690     -2,249       -806     -1,054        -31          0          0          0       -496          0          0:     -496    -1,185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       91.9       16.9        4.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      7.6       3.6
Old  :     100.0:      75.5       91.9       16.9        4.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      7.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          8          .          .          0          0          0          0          0          0          0:
Old  :        20:        11          8          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       78.8       81.2       92.9       53.8       68.1       70.3       80.2
Old  :                 62.7       78.8       81.2       92.9       53.8       68.1       70.3       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    67,614:    35,529     41,702     27,227     17,842      3,556          0          0          0          0        499         90:    1,212     3,925
Old  :    67,614:    35,529     41,702     27,227     17,842      3,556          0          0          0          0        499         90:    1,212     3,925
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -5,482:    -2,798     -3,410     -1,675       -702       -682          0          0          0          0       -558          0:     -327      -130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       61.7       40.3       26.4        5.3        0.0        0.0        0.0        0.0        0.7        0.1:      1.8       5.8
Old  :     100.0:      52.5       61.7       40.3       26.4        5.3        0.0        0.0        0.0        0.0        0.7        0.1:      1.8       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8         10          6          4          6          0          0          0          0          .          .:
Old  :        23:         8         10          6          4          6          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       56.7       86.6       79.9       61.4       55.2       77.9       76.6
Old  :                 65.1       56.7       86.6       79.9       61.4       55.2       77.9       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    80,713:    72,323     57,725      1,172     14,005      6,304          0          0          0          0          0          0:      914     2,679
Old  :    80,713:    72,323     57,725      1,172     14,005      6,304          0          0          0          0          0          0:      914     2,679
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -62,072:   -40,147    -50,160     -2,959     -5,122     -1,094    -17,639     -3,069          0       -403     -3,689          0:      170     1,062
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       71.5        1.5       17.4        7.8        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       3.3
Old  :     100.0:      89.6       71.5        1.5       17.4        7.8        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10         10          .          5          4          0          0          0          0          0          0:
Old  :        25:        10         10          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       74.4       94.0       87.3       67.1       73.5       86.8       81.3
Old  :                 69.3       74.4       94.0       87.3       67.1       73.5       86.8       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   101,621:    73,891     79,773      7,439     14,253        124     17,639      3,069          0      1,691      3,596          0:      837       806
Old  :   101,621:    73,891     79,773      7,439     14,253        124     17,639      3,069          0      1,691      3,596          0:      837       806
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -65,823:   -22,826    -54,663    -15,128     -4,836         93    -24,552     -3,038          0     -3,689     -2,449       -248:      527      -682
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       78.5        7.3       14.0        0.1       17.4        3.0        0.0        1.7        3.5        0.0:      0.8       0.8
Old  :     100.0:      72.7       78.5        7.3       14.0        0.1       17.4        3.0        0.0        1.7        3.5        0.0:      0.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        18         35          .          5          .          4          .          0          .          5          0:
Old  :        64:        18         35          .          5          .          4          .          0          .          5          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       42.0       72.1       58.1       37.5       40.5       60.3       52.8
Old  :                 44.5       42.0       72.1       58.1       37.5       40.5       60.3       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   148,798:   144,884    146,356      1,507          0          0          0          0          0          0          0          0:    2,407     2,442
Old  :   148,798:   144,884    146,356      1,507          0          0          0          0          0          0          0          0:    2,407     2,442
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -8,845:    -9,183     -7,915       -496          0          0          0          0          0          0       -403          0:      834      -527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.4       98.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.6       1.6
Old  :     100.0:      97.4       98.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         26          .          0          0          0          0          0          0          0          0:
Old  :        34:        19         26          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.2       70.9       92.5       88.6       65.1       65.4       77.1       76.2
Old  :                 78.2       70.9       92.5       88.6       65.1       65.4       77.1       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   251,067:   181,870    188,885     40,968     33,223     17,153      1,248          0        801          0          0          0:    9,027    11,005
Old  :   251,067:   181,870    188,885     40,968     33,223     17,153      1,248          0        801          0          0          0:    9,027    11,005
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -11,882:    -7,924    -14,173     -4,922        356        886       -219          0          0          0          0          0:      297     1,049
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       75.2       16.3       13.2        6.8        0.5        0.0        0.3        0.0        0.0        0.0:      3.6       4.4
Old  :     100.0:      72.4       75.2       16.3       13.2        6.8        0.5        0.0        0.3        0.0        0.0        0.0:      3.6       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        30         30          .          .          4          .          0          .          0          0          0:
Old  :        41:        30         30          .          .          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       50.1       74.8       65.5       51.6       41.6       64.2       54.8
Old  :                 59.0       50.1       74.8       65.5       51.6       41.6       64.2       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    14,199:    11,069     10,751        496          0          0          0          0          0        341        930          0:    2,293     2,518
Old  :    14,199:    11,069     10,751        496          0          0          0          0          0        341        930          0:    2,293     2,518
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -6,355:    -4,402     -5,266       -775          0          0          0       -558          0       -279       -713          0:     -899       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       75.7        3.5        0.0        0.0        0.0        0.0        0.0        2.4        6.5        0.0:     16.1      17.7
Old  :     100.0:      78.0       75.7        3.5        0.0        0.0        0.0        0.0        0.0        2.4        6.5        0.0:     16.1      17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         11          .          0          0          0          0          0          .          .          0:
Old  :        23:        10         11          .          0          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       55.3       75.1       73.1       53.6       54.5       66.5       66.5
Old  :                 60.5       55.3       75.1       73.1       53.6       54.5       66.5       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   113,605:    99,016     89,593      3,381     12,210      7,088          0      1,142      1,874          0          0          0:    2,246     1,698
Old  :   113,605:    99,016     89,593      3,381     12,210      7,088          0      1,142      1,874          0          0          0:    2,246     1,698
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -9,674:    -9,295     -6,387      1,323     -2,118       -323          0        636       -549          0     -1,112        -93:     -737       272
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.2       78.9        3.0       10.7        6.2        0.0        1.0        1.6        0.0        0.0        0.0:      2.0       1.5
Old  :     100.0:      87.2       78.9        3.0       10.7        6.2        0.0        1.0        1.6        0.0        0.0        0.0:      2.0       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         19          .          5          6          0          .          .          0          0          0:
Old  :        32:        15         19          .          5          6          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       48.9       79.6       67.4       49.7       44.4       65.5       57.7
Old  :                 57.3       48.9       79.6       67.4       49.7       44.4       65.5       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   134,265:    90,968    119,608     23,711      2,557      3,488          0         12      1,015      6,256          0          0:    8,827     7,585
Old  :   134,265:    90,968    119,608     23,711      2,557      3,488          0         12      1,015      6,256          0          0:    8,827     7,585
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -6,262:    -5,161     -5,774     -2,189       -248       -277          0       -291        261        107          0          0:      997        67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       89.1       17.7        1.9        2.6        0.0        0.0        0.8        4.7        0.0        0.0:      6.6       5.6
Old  :     100.0:      67.8       89.1       17.7        1.9        2.6        0.0        0.0        0.8        4.7        0.0        0.0:      6.6       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         11          .          .          .          0          .          .          .          0          0:
Old  :        24:        16         11          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       75.5       74.8       89.6       47.4       72.5       66.1       79.7
Old  :                 52.0       75.5       74.8       89.6       47.4       72.5       66.1       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   119,073:    82,496    111,351     26,133      3,510        788          0          0          0          0          0          0:    9,656     3,424
Old  :   119,073:    82,496    111,351     26,133      3,510        788          0          0          0          0          0          0:    9,656     3,424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -5,679:    -3,780     -4,678     -1,112       -155       -252          0          0          0       -403          0          0:     -132      -594
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       93.5       21.9        2.9        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       2.9
Old  :     100.0:      69.3       93.5       21.9        2.9        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        14         14          4          .          .          0          0          0          0          0          0:
Old  :        21:        14         14          4          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       79.3       80.9       92.2       57.4       77.4       77.9       86.6
Old  :                 59.2       79.3       80.9       92.2       57.4       77.4       77.9       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,775:    86,043     80,518      8,430     18,278     10,596          0          0          0          0        271          0:    7,706     3,112
Old  :   112,775:    86,043     80,518      8,430     18,278     10,596          0          0          0          0        271          0:    7,706     3,112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -3,885:    -1,886     -1,549       -317     -1,079       -967          0          0          0       -651       -223          0:      -64       -67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       71.4        7.5       16.2        9.4        0.0        0.0        0.0        0.0        0.2        0.0:      6.8       2.8
Old  :     100.0:      76.3       71.4        7.5       16.2        9.4        0.0        0.0        0.0        0.0        0.2        0.0:      6.8       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         15          .          .          .          0          0          0          0          .          0:
Old  :        27:        18         15          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       64.6       78.2       84.8       57.1       57.2       69.8       73.4
Old  :                 61.4       64.6       78.2       84.8       57.1       57.2       69.8       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   153,914:   103,798     88,644     12,020     30,160     20,257          0        609      8,443          0        614        270:    9,126     4,917
Old  :   153,914:   103,798     88,644     12,020     30,160     20,257          0        609      8,443          0        614        270:    9,126     4,917
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -8,333:    -6,701     -4,026       -907        -49        472       -280        609        366          0     -3,549        270:   -1,553    -2,426
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       57.6        7.8       19.6       13.2        0.0        0.4        5.5        0.0        0.4        0.2:      5.9       3.2
Old  :     100.0:      67.4       57.6        7.8       19.6       13.2        0.0        0.4        5.5        0.0        0.4        0.2:      5.9       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        27         19          4          5          6          0          .          .          0          .          .:
Old  :        43:        27         19          4          5          6          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       64.8       58.5       78.0       30.7       53.5       43.1       62.7
Old  :                 40.9       64.8       58.5       78.0       30.7       53.5       43.1       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    16,661:    12,046     15,240      1,655          0        589          0          0          0      1,116          0          0:    1,255       832
Old  :    16,661:    12,046     15,240      1,655          0        589          0          0          0      1,116          0          0:    1,255       832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -12,876:    -7,380    -11,538     -2,561       -570        136       -372          0          0     -2,356       -992        -93:     -250       181
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       91.5        9.9        0.0        3.5        0.0        0.0        0.0        6.7        0.0        0.0:      7.5       5.0
Old  :     100.0:      72.3       91.5        9.9        0.0        3.5        0.0        0.0        0.0        6.7        0.0        0.0:      7.5       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         11          .          0          .          0          0          0          .          0          0:
Old  :        21:        10         11          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       67.8       73.9       87.8       47.6       67.8       70.7       80.3
Old  :                 48.1       67.8       73.9       87.8       47.6       67.8       70.7       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,997:    13,048     27,637     14,241          0          0          0          0          0          0        310          0:    1,708     1,050
Old  :    28,997:    13,048     27,637     14,241          0          0          0          0          0          0        310          0:    1,708     1,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -7,611:    -6,107     -5,999       -589       -248       -279       -899          0        -31          0       -279          0:      294      -775
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.0       95.3       49.1        0.0        0.0        0.0        0.0        0.0        0.0        1.1        0.0:      5.9       3.6
Old  :     100.0:      45.0       95.3       49.1        0.0        0.0        0.0        0.0        0.0        0.0        1.1        0.0:      5.9       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         11          .          0          0          0          0          0          0          .          0:
Old  :        21:        10         11          .          0          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       70.9       91.1       89.2       81.1       66.1       87.4       84.2
Old  :                 81.1       70.9       91.1       89.2       81.1       66.1       87.4       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   184,760:    98,566    127,624     66,482     41,306      3,205          0      4,383        220     10,991        425          0:    5,296     7,597
Old  :   184,760:    98,566    127,624     66,482     41,306      3,205          0      4,383        220     10,991        425          0:    5,296     7,597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -11,178:    -7,829     -9,114     -1,217        118       -311          0        608         11       -475       -120       -300:   -1,057    -2,070
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       69.1       36.0       22.4        1.7        0.0        2.4        0.1        5.9        0.2        0.0:      2.9       4.1
Old  :     100.0:      53.3       69.1       36.0       22.4        1.7        0.0        2.4        0.1        5.9        0.2        0.0:      2.9       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        27         23          4          5          7          0          .          .          .          .          0:
Old  :        44:        27         23          4          5          7          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       50.5       64.0       68.3       45.9       49.1       61.4       65.0
Old  :                 47.1       50.5       64.0       68.3       45.9       49.1       61.4       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    99,912:    80,123     68,788     10,771     23,606        960          0          0          0      1,255          0          0:    6,803     6,558
Old  :    99,912:    80,123     68,788     10,771     23,606        960          0          0          0      1,255          0          0:    6,803     6,558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :       170:       124      1,677      1,669       -777     -1,412     -1,050          0          0        -87          0        -93:    1,019       775
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       68.8       10.8       23.6        1.0        0.0        0.0        0.0        1.3        0.0        0.0:      6.8       6.6
Old  :     100.0:      80.2       68.8       10.8       23.6        1.0        0.0        0.0        0.0        1.3        0.0        0.0:      6.8       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         15          .          5          4          0          0          0          .          0          0:
Old  :        30:        16         15          .          5          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       43.9       72.1       70.9       45.1       40.6       59.0       61.3
Old  :                 47.2       43.9       72.1       70.9       45.1       40.6       59.0       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    81,927:    40,932     67,383     32,655     10,554        636        750          0          0          0          0          0:    6,954     3,354
Old  :    81,927:    40,932     67,383     32,655     10,554        636        750          0          0          0          0          0:    6,954     3,354
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -12,125:    -9,487     -7,577     -2,327     -3,224       -372        750          0          0          0          0          0:     -689      -952
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       82.2       39.9       12.9        0.8        0.9        0.0        0.0        0.0        0.0        0.0:      8.5       4.1
Old  :     100.0:      50.0       82.2       39.9       12.9        0.8        0.9        0.0        0.0        0.0        0.0        0.0:      8.5       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         12          7          .          4          .          0          0          0          0          0:
Old  :        30:        15         12          7          .          4          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       69.1       62.4       87.9       35.7       67.5       56.9       78.2
Old  :                 38.2       69.1       62.4       87.9       35.7       67.5       56.9       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    74,976:    45,667     48,781     13,291     14,803      6,732          0          0          0      4,811        476        372:    4,103     3,812
Old  :    74,976:    45,667     48,781     13,291     14,803      6,732          0          0          0      4,811        476        372:    4,103     3,812
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -7,048:    -2,677     -5,321       -675     -1,016        -60          0          0          0     -1,302        -93          0:   -2,334      -558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.9       65.1       17.7       19.7        9.0        0.0        0.0        0.0        6.4        0.6        0.5:      5.5       5.1
Old  :     100.0:      60.9       65.1       17.7       19.7        9.0        0.0        0.0        0.0        6.4        0.6        0.5:      5.5       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         18          .          .          .          0          0          0          .          .          .:
Old  :        31:        14         18          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       55.9       74.0       76.9       41.2       48.6       57.2       58.0
Old  :                 48.9       55.9       74.0       76.9       41.2       48.6       57.2       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    25,708:    22,560     25,150        248        248          0          0          0          0      1,302          0          0:    1,598       310
Old  :    25,708:    22,560     25,150        248        248          0          0          0          0      1,302          0          0:    1,598       310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :   -11,199:    -9,178    -10,331       -248       -713          0          0          0          0     -1,643          0          0:     -130      -155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.8       97.8        1.0        1.0        0.0        0.0        0.0        0.0        5.1        0.0        0.0:      6.2       1.2
Old  :     100.0:      87.8       97.8        1.0        1.0        0.0        0.0        0.0        0.0        5.1        0.0        0.0:      6.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10         14          .          .          0          0          0          0          .          0          0:
Old  :        25:        10         14          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       81.6       84.4       91.5       67.4       81.6       84.1       91.5
Old  :                 67.5       81.6       84.4       91.5       67.4       81.6       84.1       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   114,903:    91,915     14,158      8,402     87,976      4,954          0          0          0          0          0          0:    9,632     7,815
Old  :   114,903:    91,915     14,158      8,402     87,976      4,954          0          0          0          0          0          0:    9,632     7,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -3,536:      -585     -2,244        112     -1,363       -765       -852          0          0     -1,771          0          0:      325       836
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       12.3        7.3       76.6        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      8.4       6.8
Old  :     100.0:      80.0       12.3        7.3       76.6        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      8.4       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22          7          .          7          5          0          0          0          0          0          0:
Old  :        32:        22          7          .          7          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       67.4       64.4       85.9       40.6       65.3       60.1       78.4
Old  :                 41.4       67.4       64.4       85.9       40.6       65.3       60.1       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    73,143:    26,077     49,731     26,109      7,610     11,856          0          0          0          0          0          0:    9,101     3,946
Old  :    73,143:    26,077     49,731     26,109      7,610     11,856          0          0          0          0          0          0:    9,101     3,946
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -3,431:    -1,969     -1,313        187       -802       -781          0          0          0          0          0          0:     -868      -535
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       68.0       35.7       10.4       16.2        0.0        0.0        0.0        0.0        0.0        0.0:     12.4       5.4
Old  :     100.0:      35.7       68.0       35.7       10.4       16.2        0.0        0.0        0.0        0.0        0.0        0.0:     12.4       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          7          .          4          4          0          0          0          0          0          0:
Old  :        22:        12          7          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       69.8       74.1       87.7       42.0       65.3       61.1       75.1
Old  :                 55.0       69.8       74.1       87.7       42.0       65.3       61.1       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,339,219:   134,437    174,526    174,369     87,867    148,159    260,237    220,810    260,029     95,841    208,202    196,109:   70,038    43,517
Old  : 1,339,219:   134,437    174,526    174,369     87,867    148,159    260,237    220,810    260,029     95,841    208,202    196,109:   70,038    43,517
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -4,553:     1,732     -6,057      4,045       -544     -3,235     -3,118     12,330     -8,763       -618     -1,337        348:    5,056     2,705
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.0       13.0       13.0        6.6       11.1       19.4       16.5       19.4        7.2       15.5       14.6:      5.2       3.2
Old  :     100.0:      10.0       13.0       13.0        6.6       11.1       19.4       16.5       19.4        7.2       15.5       14.6:      5.2       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       339:        43         33         24         12         25         57         71         74         69         48         72:
Old  :       339:        43         33         24         12         25         57         71         74         69         48         72:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       20.9       32.8       32.7       11.7       17.5       15.8       21.8
Old  :                 21.3       20.9       32.8       32.7       11.7       17.5       15.8       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   377,706:    93,737     68,222      6,904     90,731     33,044     11,096      8,656     10,996    186,883    136,342     21,727:   13,319     7,988
Old  :   377,706:    93,737     68,222      6,904     90,731     33,044     11,096      8,656     10,996    186,883    136,342     21,727:   13,319     7,988
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :     4,507:    -6,405      3,067          0     -1,800      1,406      2,051         54        -30      3,497     -1,824      2,921:    1,067       713
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.8       18.1        1.8       24.0        8.7        2.9        2.3        2.9       49.5       36.1        5.8:      3.5       2.1
Old  :     100.0:      24.8       18.1        1.8       24.0        8.7        2.9        2.3        2.9       49.5       36.1        5.8:      3.5       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        24         26          .         11         14          5          .          6         15         10         20:
Old  :        74:        24         26          .         11         14          5          .          6         15         10         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       53.1       61.9       67.3       47.9       50.7       56.1       60.8
Old  :                 50.6       53.1       61.9       67.3       47.9       50.7       56.1       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   119,934:    33,042     15,842     30,311     25,302     16,356      4,852     23,666      6,964      9,931     13,644     10,472:    8,006     7,688
Old  :   119,934:    33,042     15,842     30,311     25,302     16,356      4,852     23,666      6,964      9,931     13,644     10,472:    8,006     7,688
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :     1,460:       437        179       -130       -529       -516      1,096      2,857       -734        729       -279        791:     -213      -309
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       13.2       25.3       21.1       13.6        4.0       19.7        5.8        8.3       11.4        8.7:      6.7       6.4
Old  :     100.0:      27.6       13.2       25.3       21.1       13.6        4.0       19.7        5.8        8.3       11.4        8.7:      6.7       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        13         12          8          6         13          .          5          4          8          9         15:
Old  :        52:        13         12          8          6         13          .          5          4          8          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       46.8       51.8       58.7       31.7       38.3       44.4       45.7
Old  :                 36.6       46.8       51.8       58.7       31.7       38.3       44.4       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    44,128:     6,958      6,056     15,687      8,641     11,440        253      1,267      3,253      1,937      8,325      4,590:       10       556
Old  :    44,128:     6,958      6,056     15,687      8,641     11,440        253      1,267      3,253      1,937      8,325      4,590:       10       556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :     3,054:     1,604     -1,536        755      1,537        903         49        140          0         23      1,984       -287:        7       313
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       13.7       35.5       19.6       25.9        0.6        2.9        7.4        4.4       18.9       10.4:      0.0       1.3
Old  :     100.0:      15.8       13.7       35.5       19.6       25.9        0.6        2.9        7.4        4.4       18.9       10.4:      0.0       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         4          4          5          .          7          .          .          .          7          5          9:
Old  :        28:         4          4          5          .          7          .          .          .          7          5          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       77.4       85.9       89.9       36.2       40.0       42.5       42.4
Old  :                 58.2       77.4       85.9       89.9       36.2       40.0       42.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,264,398:   284,928    183,295     92,510    820,262    122,001    145,622     41,204     52,987    518,436     10,226     20,143:   27,771    14,280
Old  : 1,264,398:   284,928    183,295     92,510    820,262    122,001    145,622     41,204     52,987    518,436     10,226     20,143:   27,771    14,280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -6,049:     1,669      1,449     -1,979     -1,915     -1,494        365     -4,736          0     -4,739        518        109:       20        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       14.5        7.3       64.9        9.6       11.5        3.3        4.2       41.0        0.8        1.6:      2.2       1.1
Old  :     100.0:      22.5       14.5        7.3       64.9        9.6       11.5        3.3        4.2       41.0        0.8        1.6:      2.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        85:        32         27          .         16         13          7          .          5         15          5         17:
Old  :        85:        32         27          .         16         13          7          .          5         15          5         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       38.6       68.8       60.8       53.1       37.1       63.4       56.9
Old  :                 56.2       38.6       68.8       60.8       53.1       37.1       63.4       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   236,384:    44,050     30,855    132,593    105,938     20,433      5,382     13,346     11,452      1,495     35,548     14,368:    6,611     4,444
Old  :   236,384:    44,050     30,855    132,593    105,938     20,433      5,382     13,346     11,452      1,495     35,548     14,368:    6,611     4,444
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :     2,436:       529       -549        346      2,021       -914        688        -76       -122       -138         29      2,047:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       13.1       56.1       44.8        8.6        2.3        5.6        4.8        0.6       15.0        6.1:      2.8       1.9
Old  :     100.0:      18.6       13.1       56.1       44.8        8.6        2.3        5.6        4.8        0.6       15.0        6.1:      2.8       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        14         16         15          4         11          7          .          7          5         12         15:
Old  :        61:        14         16         15          4         11          7          .          7          5         12         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       55.9       50.2       69.4       26.2       52.3       47.9       61.9
Old  :                 27.5       55.9       50.2       69.4       26.2       52.3       47.9       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665B
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,187:     1,061      1,262          0        164         28          0          0          0        194         88        236:      668       409
Old  :     2,187:     1,061      1,262          0        164         28          0          0          0        194         88        236:      668       409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.5       57.7        0.0        7.5        1.3        0.0        0.0        0.0        8.9        4.0       10.8:     30.5      18.7
Old  :     100.0:      48.5       57.7        0.0        7.5        1.3        0.0        0.0        0.0        8.9        4.0       10.8:     30.5      18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         16          0          .          .          0          0          0          .          .          4:
Old  :        22:        13         16          0          .          .          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       33.0       46.9       50.3       17.6       25.1       23.5       34.4
Old  :                 28.6       33.0       46.9       50.3       17.6       25.1       23.5       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    20,925:    18,459      8,212        465      9,610        930          0          0          0        745      1,934         60:      266       179
Old  :    20,925:    18,459      8,212        465      9,610        930          0          0          0        745      1,934         60:      266       179
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :        64:        26        126          0          0          0          0          0          0        100          0        -62:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.2       39.2        2.2       45.9        4.4        0.0        0.0        0.0        3.6        9.2        0.3:      1.3       0.9
Old  :     100.0:      88.2       39.2        2.2       45.9        4.4        0.0        0.0        0.0        3.6        9.2        0.3:      1.3       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        17         18          .          8          .          0          0          0          4          .          .:
Old  :        42:        17         18          .          8          .          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       53.0       86.5       73.8       62.9       46.6       70.4       61.8
Old  :                 70.8       53.0       86.5       73.8       62.9       46.6       70.4       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   106,428:    77,257     87,294      9,997      8,454      5,841      6,092        112        449      2,936      1,327      2,469:    1,387       482
Old  :   106,428:    77,257     87,294      9,997      8,454      5,841      6,092        112        449      2,936      1,327      2,469:    1,387       482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :    -2,542:    -1,501       -730       -851     -1,576         47       -498         14        -10        145       -366        -25:      151       104
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       82.0        9.4        7.9        5.5        5.7        0.1        0.4        2.8        1.2        2.3:      1.3       0.5
Old  :     100.0:      72.6       82.0        9.4        7.9        5.5        5.7        0.1        0.4        2.8        1.2        2.3:      1.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       104:        51         49          7          7          7          4          .          .         14         10         12:
Old  :       104:        51         49          7          7          7          4          .          .         14         10         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       33.1       46.0       59.1       15.0       28.0       23.7       37.2
Old  :                 29.7       33.1       46.0       59.1       15.0       28.0       23.7       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    72,721:    41,278     55,558      9,794      6,191      7,352      2,021          0      1,066     11,140      1,811          0:       70       743
Old  :    72,721:    41,278     55,558      9,794      6,191      7,352      2,021          0      1,066     11,140      1,811          0:       70       743
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :       167:       317         47       -630         90        510          0       -370        -40          0         10          0:       10       -80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       76.4       13.5        8.5       10.1        2.8        0.0        1.5       15.3        2.5        0.0:      0.1       1.0
Old  :     100.0:      56.8       76.4       13.5        8.5       10.1        2.8        0.0        1.5       15.3        2.5        0.0:      0.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        20         26          4          5          4          .          0          .          .          .          0:
Old  :        44:        20         26          4          5          4          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       54.2       78.6       71.5       40.1       37.7       52.6       46.9
Old  :                 47.5       54.2       78.6       71.5       40.1       37.7       52.6       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    39,673:    34,537     27,814          0      6,244      1,013        410          0          0      1,748      2,327      1,592:      373       683
Old  :    39,673:    34,537     27,814          0      6,244      1,013        410          0          0      1,748      2,327      1,592:      373       683
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :       614:      -122        882          0       -460        173         60          0          0        371       -132        147:      -15         4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       70.1        0.0       15.7        2.6        1.0        0.0        0.0        4.4        5.9        4.0:      0.9       1.7
Old  :     100.0:      87.1       70.1        0.0       15.7        2.6        1.0        0.0        0.0        4.4        5.9        4.0:      0.9       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        25         33          0          8          6          .          0          0         10          6          9:
Old  :        63:        25         33          0          8          6          .          0          0         10          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       35.2       68.4       51.1       40.0       33.3       54.8       47.1
Old  :                 46.6       35.2       68.4       51.1       40.0       33.3       54.8       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,756:     5,591      4,398      1,805      3,081        110          0          0          0        855         55        214:      181       898
Old  :     8,756:     5,591      4,398      1,805      3,081        110          0          0          0        855         55        214:      181       898
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :       200:       165        185          0         15          0          0          0          0         10          0         15:       10       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       50.2       20.6       35.2        1.3        0.0        0.0        0.0        9.8        0.6        2.4:      2.1      10.3
Old  :     100.0:      63.9       50.2       20.6       35.2        1.3        0.0        0.0        0.0        9.8        0.6        2.4:      2.1      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        15         16          .          6          .          0          0          0          6          .          .:
Old  :        34:        15         16          .          6          .          0          0          0          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       41.2       77.0       63.9       44.8       36.2       56.3       53.5
Old  :                 56.8       41.2       77.0       63.9       44.8       36.2       56.3       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Futures Only, August 08, 2017                                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,105:    12,660      7,865      1,033      5,459        220          0          0          0        863      1,224        774:      555       563
Old  :    16,105:    12,660      7,865      1,033      5,459        220          0          0          0        863      1,224        774:      555       563
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 1, 2017                                                                   :
     :       341:       159         89         75       -226          0          0          0          0         -8        276         92:       23       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       48.8        6.4       33.9        1.4        0.0        0.0        0.0        5.4        7.6        4.8:      3.4       3.5
Old  :     100.0:      78.6       48.8        6.4       33.9        1.4        0.0        0.0        0.0        5.4        7.6        4.8:      3.4       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         12          4          4          .          0          0          0          .          6          4:
Old  :        36:        20         12          4          4          .          0          0          0          .          6          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       53.8       60.7       73.1       33.6       45.4       49.4       59.0
Old  :                 39.6       53.8       60.7       73.1       33.6       45.4       49.4       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 11, 2017