NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,119,166: 2,956,618  1,255,247    333,104  2,906,477    245,308    515,798     15,963    244,004    375,193     19,883    420,932:   28,209    11,352
Old  : 5,119,166: 2,956,618  1,255,247    333,104  2,906,477    245,308    515,798     15,963    244,004    375,193     19,883    420,932:   28,209    11,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    34,789:   100,724     30,694      1,849     15,818      7,928    -11,747        264      1,378    -44,385     -1,681    -16,207:   -4,751    -3,405
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       24.5        6.5       56.8        4.8       10.1        0.3        4.8        7.3        0.4        8.2:      0.6       0.2
Old  :     100.0:      57.8       24.5        6.5       56.8        4.8       10.1        0.3        4.8        7.3        0.4        8.2:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       231:       108         90          9         18         19         22          .         18         43         16         44:
Old  :       231:       108         90          9         18         19         22          .         18         43         16         44:
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  :                 27.1       37.3       41.4       52.8       23.4       36.5       32.7       47.4
Old  :                 27.1       37.3       41.4       52.8       23.4       36.5       32.7       47.4
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   307,600:    20,720     44,558    156,788     24,648     25,743      2,153    134,059     28,049     31,731     10,033     39,875:    2,541       635
Old  :   307,600:    20,720     44,558    156,788     24,648     25,743      2,153    134,059     28,049     31,731     10,033     39,875:    2,541       635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     9,327:       564      5,254      9,087     -1,081     -1,065        284      9,456        -97      1,189     -2,505       -635:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.7       14.5       51.0        8.0        8.4        0.7       43.6        9.1       10.3        3.3       13.0:      0.8       0.2
Old  :     100.0:       6.7       14.5       51.0        8.0        8.4        0.7       43.6        9.1       10.3        3.3       13.0:      0.8       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        13         13         11          4         10          .          4          4         10          7         14:
Old  :        57:        13         13         11          4         10          .          4          4         10          7         14:
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       62.4       73.8       76.5       46.0       51.3       54.7       60.6
Old  :                 56.1       62.4       73.8       76.5       46.0       51.3       54.7       60.6
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   224,316:   120,712    183,423     66,139     11,194     10,542      9,027      5,856      2,079         15        310      4,975:   10,827     5,937
Old  :   224,316:   120,712    183,423     66,139     11,194     10,542      9,027      5,856      2,079         15        310      4,975:   10,827     5,937
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     6,281:     3,358      5,663      1,962        148         21        698          0       -386         15       -380      1,233:     -620       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       81.8       29.5        5.0        4.7        4.0        2.6        0.9        0.0        0.1        2.2:      4.8       2.6
Old  :     100.0:      53.8       81.8       29.5        5.0        4.7        4.0        2.6        0.9        0.0        0.1        2.2:      4.8       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        24         23          8          .          6          .          .          .          .          .          .:
Old  :        46:        24         23          8          .          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  :                 49.3       57.1       62.4       76.2       41.5       45.4       51.0       57.1
Old  :                 49.3       57.1       62.4       76.2       41.5       45.4       51.0       57.1
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   117,449:    98,152     63,201      1,171     35,184      6,407        248          0          0        677      3,680      4,990:    5,804     3,987
Old  :   117,449:    98,152     63,201      1,171     35,184      6,407        248          0          0        677      3,680      4,990:    5,804     3,987
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,750:       949     -1,168        -31      1,527       -549          0          0          0        573        734      1,772:       36       434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       53.8        1.0       30.0        5.5        0.2        0.0        0.0        0.6        3.1        4.2:      4.9       3.4
Old  :     100.0:      83.6       53.8        1.0       30.0        5.5        0.2        0.0        0.0        0.6        3.1        4.2:      4.9       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         20          .          6          5          .          0          0          .          .          .:
Old  :        36:        20         20          .          6          5          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       50.5       71.0       74.5       40.0       44.7       58.8       56.1
Old  :                 51.0       50.5       71.0       74.5       40.0       44.7       58.8       56.1
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   241,843:   185,030     74,732     27,319    134,174     16,701        335          0      2,836          0        859        403:    9,219    12,138
Old  :   241,843:   185,030     74,732     27,319    134,174     16,701        335          0      2,836          0        859        403:    9,219    12,138
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,479:     4,816        691        352       -599       -560     -1,432          0        723          0        403         93:   -1,513     1,728
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.5       30.9       11.3       55.5        6.9        0.1        0.0        1.2        0.0        0.4        0.2:      3.8       5.0
Old  :     100.0:      76.5       30.9       11.3       55.5        6.9        0.1        0.0        1.2        0.0        0.4        0.2:      3.8       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  :        34:        17         14          6          5          5          .          0          .          0          .          .:
Old  :        34:        17         14          6          5          5          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       58.1       77.6       76.9       56.1       58.1       67.1       70.8
Old  :                 64.8       58.1       77.6       76.9       56.1       58.1       67.1       70.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   849,042:   752,344     66,325     36,555    714,457     46,179        457          0      1,896          0     16,684        800:   10,811     2,701
Old  :   849,042:   752,344     66,325     36,555    714,457     46,179        457          0      1,896          0     16,684        800:   10,811     2,701
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     8,901:     6,508     -1,903         16     10,649      1,043        457       -180       -512          0       -615        124:    1,265       295
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6        7.8        4.3       84.1        5.4        0.1        0.0        0.2        0.0        2.0        0.1:      1.3       0.3
Old  :     100.0:      88.6        7.8        4.3       84.1        5.4        0.1        0.0        0.2        0.0        2.0        0.1:      1.3       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  :        54:        37         20          4          9         11          .          0          .          0          .          .:
Old  :        54:        37         20          4          9         11          .          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       67.2       59.2       88.6       40.4       66.8       57.3       85.5
Old  :                 40.9       67.2       59.2       88.6       40.4       66.8       57.3       85.5
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   408,036:   327,842    292,095     24,970     74,935     31,338          0      1,442      1,124      5,363      1,023        268:   17,131     5,811
Old  :   408,036:   327,842    292,095     24,970     74,935     31,338          0      1,442      1,124      5,363      1,023        268:   17,131     5,811
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    12,336:    18,475     14,384     -1,818     -8,535      2,394          0        796       -227        995      1,023         28:   -7,511     2,473
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       71.6        6.1       18.4        7.7        0.0        0.4        0.3        1.3        0.3        0.1:      4.2       1.4
Old  :     100.0:      80.3       71.6        6.1       18.4        7.7        0.0        0.4        0.3        1.3        0.3        0.1:      4.2       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        27         31          4         10          6          0          .          .          .          .          .:
Old  :        62:        27         31          4         10          6          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       38.3       70.7       56.0       51.7       38.3       61.3       53.8
Old  :                 53.8       38.3       70.7       56.0       51.7       38.3       61.3       53.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   363,408:   301,135    234,196     39,276    110,086     12,641        580          0      1,033          0         34        522:    8,221     4,896
Old  :   363,408:   301,135    234,196     39,276    110,086     12,641        580          0      1,033          0         34        522:    8,221     4,896
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :      -213:    -1,941      1,413        676     -1,263        300        453          0        -71          0       -155        184:      186      -621
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       64.4       10.8       30.3        3.5        0.2        0.0        0.3        0.0        0.0        0.1:      2.3       1.3
Old  :     100.0:      82.9       64.4       10.8       30.3        3.5        0.2        0.0        0.3        0.0        0.0        0.1:      2.3       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  :        60:        31         30          6          7         10          .          0          .          0          .          .:
Old  :        60:        31         30          6          7         10          .          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  :                 45.4       42.3       69.7       67.8       42.3       40.4       60.7       62.4
Old  :                 45.4       42.3       69.7       67.8       42.3       40.4       60.7       62.4
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   238,893:   205,330    115,099     13,808    107,927      4,638      2,626          0        674        434      1,150        289:   11,094     9,116
Old  :   238,893:   205,330    115,099     13,808    107,927      4,638      2,626          0        674        434      1,150        289:   11,094     9,116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    12,396:    16,482     10,546     -2,426        395         71        739          0       -263       -602        737        184:   -1,789       726
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       48.2        5.8       45.2        1.9        1.1        0.0        0.3        0.2        0.5        0.1:      4.6       3.8
Old  :     100.0:      86.0       48.2        5.8       45.2        1.9        1.1        0.0        0.3        0.2        0.5        0.1:      4.6       3.8
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  :        48:        27         24          .          8          8          .          0          .          .          .          .:
Old  :        48:        27         24          .          8          8          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       45.6       67.8       71.1       39.9       44.5       54.6       58.7
Old  :                 46.2       45.6       67.8       71.1       39.9       44.5       54.6       58.7
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    78,490:    66,035     57,618      7,618     12,138        946          0          0          0          0      3,133          0:    3,891     4,655
Old  :    78,490:    66,035     57,618      7,618     12,138        946          0          0          0          0      3,133          0:    3,891     4,655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,018:     2,895        344        240         -3        -28          0          0          0          0      2,027       -292:     -797       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       73.4        9.7       15.5        1.2        0.0        0.0        0.0        0.0        4.0        0.0:      5.0       5.9
Old  :     100.0:      84.1       73.4        9.7       15.5        1.2        0.0        0.0        0.0        0.0        4.0        0.0:      5.0       5.9
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  :        30:        18         17          .          .          5          0          0          0          0          .          0:
Old  :        30:        18         17          .          .          5          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       45.4       76.3       62.9       52.1       41.7       68.8       57.4
Old  :                 57.6       45.4       76.3       62.9       52.1       41.7       68.8       57.4
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    34,779:    25,937     31,804      6,403      1,090          0          0          0          0          0      1,023          0:    2,439       862
Old  :    34,779:    25,937     31,804      6,403      1,090          0          0          0          0          0      1,023          0:    2,439       862
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     5,295:     4,861      4,502        217       -248          0          0          0          0          0      1,023          0:      217        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       91.4       18.4        3.1        0.0        0.0        0.0        0.0        0.0        2.9        0.0:      7.0       2.5
Old  :     100.0:      74.6       91.4       18.4        3.1        0.0        0.0        0.0        0.0        0.0        2.9        0.0:      7.0       2.5
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  :        25:        12         15          .          .          0          0          0          0          0          .          0:
Old  :        25:        12         15          .          .          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  :                 61.7       58.0       80.1       80.3       56.1       53.8       74.2       73.2
Old  :                 61.7       58.0       80.1       80.3       56.1       53.8       74.2       73.2
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   126,430:    96,379     41,462     17,410     77,521      4,739        861          0      1,292          0        618          0:    5,749       798
Old  :   126,430:    96,379     41,462     17,410     77,521      4,739        861          0      1,292          0        618          0:    5,749       798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     4,306:     5,309      4,314        153      5,360       -285        861       -584       -426          0        368       -279:   -1,027    -4,162
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       32.8       13.8       61.3        3.7        0.7        0.0        1.0        0.0        0.5        0.0:      4.5       0.6
Old  :     100.0:      76.2       32.8       13.8       61.3        3.7        0.7        0.0        1.0        0.0        0.5        0.0:      4.5       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  :        29:        16         10          .          6          4          .          0          .          0          .          0:
Old  :        29:        16         10          .          6          4          .          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  :                 59.1       58.1       78.9       87.7       58.9       57.8       72.9       78.3
Old  :                 59.1       58.1       78.9       87.7       58.9       57.8       72.9       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   166,123:   126,181     69,203     21,552     84,792      7,699          0          0          0          0          0          0:   10,691     4,429
Old  :   166,123:   126,181     69,203     21,552     84,792      7,699          0          0          0          0          0          0:   10,691     4,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     3,664:     3,468      1,789       -146      1,651         24          0          0          0          0          0          0:      318       200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       41.7       13.0       51.0        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      6.4       2.7
Old  :     100.0:      76.0       41.7       13.0       51.0        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      6.4       2.7
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  :        34:        16         15          4          7          6          0          0          0          0          0          0:
Old  :        34:        16         15          4          7          6          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  :                 59.1       70.6       75.3       83.5       57.5       70.6       73.3       83.2
Old  :                 59.1       70.6       75.3       83.5       57.5       70.6       73.3       83.2
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   101,813:    96,411     80,919          0     13,058         61          0          0          0      1,506          0        793:    3,042     6,982
Old  :   101,813:    96,411     80,919          0     13,058         61          0          0          0      1,506          0        793:    3,042     6,982
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,257:     2,133      2,226          0        -31          0          0          0          0        242          0          0:     -118        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       79.5        0.0       12.8        0.1        0.0        0.0        0.0        1.5        0.0        0.8:      3.0       6.9
Old  :     100.0:      94.7       79.5        0.0       12.8        0.1        0.0        0.0        0.0        1.5        0.0        0.8:      3.0       6.9
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  :        25:        16         13          0          .          .          0          0          0          .          0          .:
Old  :        25:        16         13          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  :                 61.6       63.8       84.2       82.3       59.2       54.0       72.9       70.8
Old  :                 61.6       63.8       84.2       82.3       59.2       54.0       72.9       70.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    38,640:    12,481     36,098      3,008          0      1,152     17,775        210          0      3,314          0          0:      910     1,180
Old  :    38,640:    12,481     36,098      3,008          0      1,152     17,775        210          0      3,314          0          0:      910     1,180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     9,300:     1,641      8,924       -186          0        186      6,045          0          0      1,364          0          0:      250       190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.3       93.4        7.8        0.0        3.0       46.0        0.5        0.0        8.6        0.0        0.0:      2.4       3.1
Old  :     100.0:      32.3       93.4        7.8        0.0        3.0       46.0        0.5        0.0        8.6        0.0        0.0:      2.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:         9         22          .          0          .          .          .          0          .          0          0:
Old  :        32:         9         22          .          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  :                 66.1       56.1       87.6       73.4       61.3       50.4       79.3       67.6
Old  :                 66.1       56.1       87.6       73.4       61.3       50.4       79.3       67.6
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   522,860:   352,388    185,909     30,224    284,684     34,529     43,273      4,981      1,248     44,873        898      2,432:   13,893     8,179
Old  :   522,860:   352,388    185,909     30,224    284,684     34,529     43,273      4,981      1,248     44,873        898      2,432:   13,893     8,179
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     4,276:      -583      5,280      6,079     -2,043      3,360      1,305          6         87        210         83         21:   -6,203    -2,518
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       35.6        5.8       54.4        6.6        8.3        1.0        0.2        8.6        0.2        0.5:      2.7       1.6
Old  :     100.0:      67.4       35.6        5.8       54.4        6.6        8.3        1.0        0.2        8.6        0.2        0.5:      2.7       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  :        76:        40         38          4         11         11          .          .          4          5          .          .:
Old  :        76:        40         38          4         11         11          .          .          4          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       54.2       51.4       67.7       32.0       52.8       48.1       61.6
Old  :                 33.6       54.2       51.4       67.7       32.0       52.8       48.1       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   146,387:    91,423     92,511     29,092     22,599     18,166      3,927      3,467        294          0      1,702         62:    3,423     7,586
Old  :   146,387:    91,423     92,511     29,092     22,599     18,166      3,927      3,467        294          0      1,702         62:    3,423     7,586
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     5,261:     4,751      3,962        705       -518      1,911          0        111        -30          0      1,119        -31:   -2,045    -1,263
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       63.2       19.9       15.4       12.4        2.7        2.4        0.2        0.0        1.2        0.0:      2.3       5.2
Old  :     100.0:      62.5       63.2       19.9       15.4       12.4        2.7        2.4        0.2        0.0        1.2        0.0:      2.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         16          5          .          6          .          .          .          0          .          .:
Old  :        37:        18         16          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  :                 40.2       44.6       64.2       71.8       36.1       43.0       52.4       56.8
Old  :                 40.2       44.6       64.2       71.8       36.1       43.0       52.4       56.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    68,815:    41,742     46,756     20,540     15,692      3,747          0          0          0          0        248         93:    2,693     2,279
Old  :    68,815:    41,742     46,756     20,540     15,692      3,747          0          0          0          0        248         93:    2,693     2,279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     4,516:     6,906      1,641        244      4,019        150          0          0          0          0          6         31:   -2,815    -1,331
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       67.9       29.8       22.8        5.4        0.0        0.0        0.0        0.0        0.4        0.1:      3.9       3.3
Old  :     100.0:      60.7       67.9       29.8       22.8        5.4        0.0        0.0        0.0        0.0        0.4        0.1:      3.9       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:         9         12          5          5          7          0          0          0          0          .          .:
Old  :        25:         9         12          5          5          7          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  :                 68.0       58.2       85.8       79.4       65.8       54.3       82.1       72.3
Old  :                 68.0       58.2       85.8       79.4       65.8       54.3       82.1       72.3
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   139,953:   115,029    109,448      7,348     21,757      3,657      9,331          0          0      3,720      2,748          0:      868     2,343
Old  :   139,953:   115,029    109,448      7,348     21,757      3,657      9,331          0          0      3,720      2,748          0:      868     2,343
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    40,160:    21,912     39,157      3,163         -7      2,431      8,959          0          0      3,286        682          0:      409    -2,103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       78.2        5.3       15.5        2.6        6.7        0.0        0.0        2.7        2.0        0.0:      0.6       1.7
Old  :     100.0:      82.2       78.2        5.3       15.5        2.6        6.7        0.0        0.0        2.7        2.0        0.0:      0.6       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  :        46:        17         20          .          6          4          .          0          0          .          .          0:
Old  :        46:        17         20          .          6          4          .          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  :                 62.2       60.7       83.9       80.4       60.2       59.7       81.8       79.5
Old  :                 62.2       60.7       83.9       80.4       60.2       59.7       81.8       79.5
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   165,858:    88,465    142,515     22,453     14,538      1,007     44,209          0          0      8,960      7,108          0:      764       690
Old  :   165,858:    88,465    142,515     22,453     14,538      1,007     44,209          0          0      8,960      7,108          0:      764       690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    45,928:    20,647     43,196     10,463      1,023         31      9,517          0          0      4,836      1,798          0:      434      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       85.9       13.5        8.8        0.6       26.7        0.0        0.0        5.4        4.3        0.0:      0.5       0.4
Old  :     100.0:      53.3       85.9       13.5        8.8        0.6       26.7        0.0        0.0        5.4        4.3        0.0:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        21         36          5          .          .          6          0          0          9          .          0:
Old  :        72:        21         36          5          .          .          6          0          0          9          .          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  :                 36.2       48.4       58.4       65.5       34.5       43.7       55.1       58.1
Old  :                 36.2       48.4       58.4       65.5       34.5       43.7       55.1       58.1
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   124,777:   121,423    121,304      2,476        532        212          0          0          0          0          0          0:      666     2,729
Old  :   124,777:   121,423    121,304      2,476        532        212          0          0          0          0          0          0:      666     2,729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     5,853:     4,495      5,879      1,234          0          0          0          0          0          0          0          0:      124       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.3       97.2        2.0        0.4        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.5       2.2
Old  :     100.0:      97.3       97.2        2.0        0.4        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.5       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  :        28:        14         19          .          .          .          0          0          0          0          0          0:
Old  :        28:        14         19          .          .          .          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  :                 84.5       78.4       95.9       89.8       83.9       78.4       94.6       89.4
Old  :                 84.5       78.4       95.9       89.8       83.9       78.4       94.6       89.4
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   278,387:   194,993    199,921     55,418     51,011     20,360      1,042        167      1,303      2,198          0          0:    3,073     5,625
Old  :   278,387:   194,993    199,921     55,418     51,011     20,360      1,042        167      1,303      2,198          0          0:    3,073     5,625
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    -2,161:    -4,686     -2,065      1,017     -1,079      1,067          0       -274         35        527          0          0:     -121       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       71.8       19.9       18.3        7.3        0.4        0.1        0.5        0.8        0.0        0.0:      1.1       2.0
Old  :     100.0:      70.0       71.8       19.9       18.3        7.3        0.4        0.1        0.5        0.8        0.0        0.0:      1.1       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        29         27          .          5          5          .          .          .          .          0          0:
Old  :        47:        29         27          .          5          5          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       50.7       69.4       71.3       47.0       44.8       63.4       60.7
Old  :                 52.3       50.7       69.4       71.3       47.0       44.8       63.4       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                                                                     Code-0233AY
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    71,813:    44,069     53,262     11,935      6,455      6,122        623          0      1,314        844          0          0:    6,906     4,660
Old  :    71,813:    44,069     53,262     11,935      6,455      6,122        623          0      1,314        844          0          0:    6,906     4,660
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,210:       949      1,083      1,501        490        485        339          0         92        372          0       -310:   -1,218       370
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       74.2       16.6        9.0        8.5        0.9        0.0        1.8        1.2        0.0        0.0:      9.6       6.5
Old  :     100.0:      61.4       74.2       16.6        9.0        8.5        0.9        0.0        1.8        1.2        0.0        0.0:      9.6       6.5
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  :        23:        10         12          4          .          .          .          0          .          .          0          0:
Old  :        23:        10         12          4          .          .          .          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  :                 56.0       56.1       78.4       85.2       46.0       47.3       53.1       61.1
Old  :                 56.0       56.1       78.4       85.2       46.0       47.3       53.1       61.1
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,286:    93,054     87,417      4,499     13,213      3,807      1,816          0        996          0      1,395          0:    4,114     1,458
Old  :   108,286:    93,054     87,417      4,499     13,213      3,807      1,816          0        996          0      1,395          0:    4,114     1,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,998:     2,694      1,754         31        581          0        732          0        -62       -248        961          0:     -149      -236
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       80.7        4.2       12.2        3.5        1.7        0.0        0.9        0.0        1.3        0.0:      3.8       1.3
Old  :     100.0:      85.9       80.7        4.2       12.2        3.5        1.7        0.0        0.9        0.0        1.3        0.0:      3.8       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  :        33:        15         19          .          4          .          .          0          .          0          .          0:
Old  :        33:        15         19          .          4          .          .          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       45.7       81.4       68.5       44.1       28.1       55.8       45.1
Old  :                 61.4       45.7       81.4       68.5       44.1       28.1       55.8       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV                                                                         Code-0233BA
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    39,987:    26,569     27,381        852      4,353      6,723      1,471          0        275          0          0          0:    4,097     1,255
Old  :    39,987:    26,569     27,381        852      4,353      6,723      1,471          0        275          0          0          0:    4,097     1,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     4,013:     1,216      3,590          8       -359        479        690          0       -185          0          0          0:    1,805       488
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       68.5        2.1       10.9       16.8        3.7        0.0        0.7        0.0        0.0        0.0:     10.2       3.1
Old  :     100.0:      66.4       68.5        2.1       10.9       16.8        3.7        0.0        0.7        0.0        0.0        0.0:     10.2       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         13          .          .          5          .          0          .          0          0          0:
Old  :        24:        12         13          .          .          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  :                 45.1       67.9       66.1       86.2       36.0       61.0       51.6       65.8
Old  :                 45.1       67.9       66.1       86.2       36.0       61.0       51.6       65.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   137,381:    82,232    122,121     32,987      3,685      3,120      1,329          0        408      9,905          0          0:    7,400     8,047
Old  :   137,381:    82,232    122,121     32,987      3,685      3,120      1,329          0        408      9,905          0          0:    7,400     8,047
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     1,658:       425      2,226        914        155       -267         90          0          0        682          0          0:     -186      -456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.9       88.9       24.0        2.7        2.3        1.0        0.0        0.3        7.2        0.0        0.0:      5.4       5.9
Old  :     100.0:      59.9       88.9       24.0        2.7        2.3        1.0        0.0        0.3        7.2        0.0        0.0:      5.4       5.9
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  :        32:        17         15          .          .          .          .          0          .          .          0          0:
Old  :        32:        17         15          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       75.3       72.9       87.8       48.8       72.5       69.1       80.1
Old  :                 50.8       75.3       72.9       87.8       48.8       72.5       69.1       80.1
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,807:    77,235    106,066     29,563      4,146      1,910          0          0          0          0          0          0:    7,099     3,685
Old  :   115,807:    77,235    106,066     29,563      4,146      1,910          0          0          0          0          0          0:    7,099     3,685
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     1,077:       890        736         -1        124        -62          0          0          0          0          0          0:      250       279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       91.6       25.5        3.6        1.6        0.0        0.0        0.0        0.0        0.0        0.0:      6.1       3.2
Old  :     100.0:      66.7       91.6       25.5        3.6        1.6        0.0        0.0        0.0        0.0        0.0        0.0:      6.1       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  :        22:        13         11          6          .          5          0          0          0          0          0          0:
Old  :        22:        13         11          6          .          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  :                 65.3       72.9       81.9       89.3       62.6       70.5       78.3       82.7
Old  :                 65.3       72.9       81.9       89.3       62.6       70.5       78.3       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    62,697:    62,697     58,702          0      2,963          0          0          0          0          0        758          0:        0       274
Old  :    62,697:    62,697     58,702          0      2,963          0          0          0          0          0        758          0:        0       274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,356:     2,356        837          0      1,271          0          0          0          0          0        248          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:     100.0       93.6        0.0        4.7        0.0        0.0        0.0        0.0        0.0        1.2        0.0:      0.0       0.4
Old  :     100.0:     100.0       93.6        0.0        4.7        0.0        0.0        0.0        0.0        0.0        1.2        0.0:      0.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         10          0          .          0          0          0          0          0          .          0:
Old  :        22:        11         10          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  :                 85.0       86.7       97.6       95.9       85.0       84.4       96.4       93.5
Old  :                 85.0       86.7       97.6       95.9       85.0       84.4       96.4       93.5
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   160,921:   129,258    124,239     10,005     22,504      9,189          0          0          0      3,130        173        261:    9,078     4,555
Old  :   160,921:   129,258    124,239     10,005     22,504      9,189          0          0          0      3,130        173        261:    9,078     4,555
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     2,029:       383      3,387      1,359       -277          0          0          0          0       -186        155          0:      473    -1,236
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       77.2        6.2       14.0        5.7        0.0        0.0        0.0        1.9        0.1        0.2:      5.6       2.8
Old  :     100.0:      80.3       77.2        6.2       14.0        5.7        0.0        0.0        0.0        1.9        0.1        0.2:      5.6       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  :        28:        17         13          .          .          .          0          0          0          .          .          .:
Old  :        28:        17         13          .          .          .          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  :                 57.6       59.6       79.5       81.4       50.8       48.2       62.4       64.0
Old  :                 57.6       59.6       79.5       81.4       50.8       48.2       62.4       64.0
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   169,959:   123,747    111,437     14,333     25,135     14,256          0      4,196      7,221          0      2,362        155:   10,247     5,197
Old  :   169,959:   123,747    111,437     14,333     25,135     14,256          0      4,196      7,221          0      2,362        155:   10,247     5,197
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    12,184:     9,814     12,691      2,178     -1,623        -77          0        521         92          0      1,384       -310:      487      -494
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       65.6        8.4       14.8        8.4        0.0        2.5        4.2        0.0        1.4        0.1:      6.0       3.1
Old  :     100.0:      72.8       65.6        8.4       14.8        8.4        0.0        2.5        4.2        0.0        1.4        0.1:      6.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        22         15          .          6          6          0          .          .          0          .          .:
Old  :        38:        22         15          .          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  :                 46.9       64.8       64.2       78.7       38.5       58.7       51.6       67.0
Old  :                 46.9       64.8       64.2       78.7       38.5       58.7       51.6       67.0
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    16,621:    14,291     15,428        517          0          0          0          0          0      1,022        277          0:      791       916
Old  :    16,621:    14,291     15,428        517          0          0          0          0          0      1,022        277          0:      791       916
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       92.8        3.1        0.0        0.0        0.0        0.0        0.0        6.1        1.7        0.0:      4.8       5.5
Old  :     100.0:      86.0       92.8        3.1        0.0        0.0        0.0        0.0        0.0        6.1        1.7        0.0:      4.8       5.5
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  :        20:        11         11          .          0          0          0          0          0          .          .          0:
Old  :        20:        11         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  :                 60.6       62.1       79.3       86.6       58.8       55.8       73.8       72.7
Old  :                 60.6       62.1       79.3       86.6       58.8       55.8       73.8       72.7
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   189,307:   115,846    135,839     53,644     38,397      6,710          0      2,069        521      4,351      2,028          0:    8,235     3,743
Old  :   189,307:   115,846    135,839     53,644     38,397      6,710          0      2,069        521      4,351      2,028          0:    8,235     3,743
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     5,798:     8,978      4,641     -1,118      1,475       -616       -310         51        145     -1,460          0          0:      179       102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       71.8       28.3       20.3        3.5        0.0        1.1        0.3        2.3        1.1        0.0:      4.4       2.0
Old  :     100.0:      61.2       71.8       28.3       20.3        3.5        0.0        1.1        0.3        2.3        1.1        0.0:      4.4       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         25          5          6          7          0          .          .          .          .          0:
Old  :        46:        23         25          5          6          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  :                 50.7       57.4       67.8       72.1       49.9       55.3       65.8       68.8
Old  :                 50.7       57.4       67.8       72.1       49.9       55.3       65.8       68.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   106,204:    83,657     77,572     15,719     19,787      1,268          0          0          0      1,625          0          0:    3,935     7,577
Old  :   106,204:    83,657     77,572     15,719     19,787      1,268          0          0          0      1,625          0          0:    3,935     7,577
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     1,634:      -676      3,181      2,603     -1,109       -440          0          0          0        -93          0          0:      240         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       73.0       14.8       18.6        1.2        0.0        0.0        0.0        1.5        0.0        0.0:      3.7       7.1
Old  :     100.0:      78.8       73.0       14.8       18.6        1.2        0.0        0.0        0.0        1.5        0.0        0.0:      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  :        32:        18         19          .          5          4          0          0          0          .          0          0:
Old  :        32:        18         19          .          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  :                 54.8       43.7       74.1       69.4       45.2       42.1       60.1       60.4
Old  :                 54.8       43.7       74.1       69.4       45.2       42.1       60.1       60.4
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   106,095:    60,203     85,403     39,885     15,163      1,351          0          0          0          0          0          0:    4,656     4,178
Old  :   106,095:    60,203     85,403     39,885     15,163      1,351          0          0          0          0          0          0:    4,656     4,178
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     8,638:     2,675      8,837      6,364          0        217          0          0          0          0          0          0:     -618      -416
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.7       80.5       37.6       14.3        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      4.4       3.9
Old  :     100.0:      56.7       80.5       37.6       14.3        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      4.4       3.9
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  :        31:        15         15          7          .          5          0          0          0          0          0          0:
Old  :        31:        15         15          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  :                 42.5       68.4       65.3       87.3       32.4       60.9       51.7       72.0
Old  :                 42.5       68.4       65.3       87.3       32.4       60.9       51.7       72.0
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    64,410:    42,649     41,196      6,841     11,777      8,998          0          0          0          0          0          0:    5,922     2,439
Old  :    64,410:    42,649     41,196      6,841     11,777      8,998          0          0          0          0          0          0:    5,922     2,439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       732:       944        859        -31       -275        182          0          0          0          0          0          0:     -363       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.2       64.0       10.6       18.3       14.0        0.0        0.0        0.0        0.0        0.0        0.0:      9.2       3.8
Old  :     100.0:      66.2       64.0       10.6       18.3       14.0        0.0        0.0        0.0        0.0        0.0        0.0:      9.2       3.8
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:        12         11          .          5          4          0          0          0          0          0          0:
Old  :        23:        12         11          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       60.9       72.3       82.9       44.7       53.5       58.6       65.2
Old  :                 47.0       60.9       72.3       82.9       44.7       53.5       58.6       65.2
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    24,673:    23,397     21,099          0      1,520        240          0          0          0        103        510        300:      633     1,004
Old  :    24,673:    23,397     21,099          0      1,520        240          0          0          0        103        510        300:      633     1,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     5,155:     4,659      5,805          0        186          0          0          0          0        103       -300        300:       93      -836
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8       85.5        0.0        6.2        1.0        0.0        0.0        0.0        0.4        2.1        1.2:      2.6       4.1
Old  :     100.0:      94.8       85.5        0.0        6.2        1.0        0.0        0.0        0.0        0.4        2.1        1.2:      2.6       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  :        26:        13         11          0          .          .          0          0          0          .          .          .:
Old  :        26:        13         11          0          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       66.4       84.2       82.2       56.3       66.4       80.4       80.3
Old  :                 58.3       66.4       84.2       82.2       56.3       66.4       80.4       80.3
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   152,710:   124,317     12,277     10,263    130,047      5,805        763          0          0        583          0        651:   10,328     3,930
Old  :   152,710:   124,317     12,277     10,263    130,047      5,805        763          0          0        583          0        651:   10,328     3,930
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     6,368:     5,064       -670        -29      5,791      1,061          0          0          0          0          0          0:      272       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4        8.0        6.7       85.2        3.8        0.5        0.0        0.0        0.4        0.0        0.4:      6.8       2.6
Old  :     100.0:      81.4        8.0        6.7       85.2        3.8        0.5        0.0        0.0        0.4        0.0        0.4:      6.8       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16          7          .          9          7          .          0          0          .          0          .:
Old  :        32:        16          7          .          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  :                 53.1       66.0       73.8       86.8       53.1       64.7       71.7       85.0
Old  :                 53.1       66.0       73.8       86.8       53.1       64.7       71.7       85.0
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    77,632:    46,093     42,936     14,601     26,101      6,693          0          0          0          0          0          0:   10,245     1,902
Old  :    77,632:    46,093     42,936     14,601     26,101      6,693          0          0          0          0          0          0:   10,245     1,902
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       415:     5,170      1,292       -435      1,567     -1,284          0          0          0          0          0          0:   -3,036    -1,160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.4       55.3       18.8       33.6        8.6        0.0        0.0        0.0        0.0        0.0        0.0:     13.2       2.5
Old  :     100.0:      59.4       55.3       18.8       33.6        8.6        0.0        0.0        0.0        0.0        0.0        0.0:     13.2       2.5
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  :        24:        13         10          .          5          .          0          0          0          0          0          0:
Old  :        24:        13         10          .          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  :                 45.2       70.1       67.6       88.4       42.1       62.7       60.2       79.6
Old  :                 45.2       70.1       67.6       88.4       42.1       62.7       60.2       79.6
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,369,054:   149,430    197,613    191,366     90,143    150,067    264,500    191,642    278,539    104,247    254,228    165,042:   65,863    41,780
Old  : 1,369,054:   149,430    197,613    191,366     90,143    150,067    264,500    191,642    278,539    104,247    254,228    165,042:   65,863    41,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    27,287:     5,684      8,066     14,376        796      8,406     15,404     18,533     -1,314       -338     10,234    -19,564:    4,633     2,130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       14.4       14.0        6.6       11.0       19.3       14.0       20.3        7.6       18.6       12.1:      4.8       3.1
Old  :     100.0:      10.9       14.4       14.0        6.6       11.0       19.3       14.0       20.3        7.6       18.6       12.1:      4.8       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       326:        42         35         27         11         30         60         62         84         64         40         61:
Old  :       326:        42         35         27         11         30         60         62         84         64         40         61:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       25.2       34.4       38.1       12.5       20.3       16.7       26.8
Old  :                 23.3       25.2       34.4       38.1       12.5       20.3       16.7       26.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   423,276:    78,347     52,216      7,355     90,906     46,214     18,117      9,699     21,426    220,029    170,713     18,659:   13,129    13,443
Old  :   423,276:    78,347     52,216      7,355     90,906     46,214     18,117      9,699     21,426    220,029    170,713     18,659:   13,129    13,443
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :    10,561:     2,783      4,282        -16      6,468      2,206      5,195       -170        -57      1,848        -96       -635:     -763    -1,437
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.5       12.3        1.7       21.5       10.9        4.3        2.3        5.1       52.0       40.3        4.4:      3.1       3.2
Old  :     100.0:      18.5       12.3        1.7       21.5       10.9        4.3        2.3        5.1       52.0       40.3        4.4:      3.1       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  :        88:        30         28          4         10         13          8          .          6         16         14         19:
Old  :        88:        30         28          4         10         13          8          .          6         16         14         19:
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       50.7       63.5       64.7       48.7       46.3       54.8       55.5
Old  :                 51.5       50.7       63.5       64.7       48.7       46.3       54.8       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   127,583:    31,172     18,546     21,074     25,095     18,842      5,097     26,625      9,958     21,611     11,866     12,478:    7,351     4,173
Old  :   127,583:    31,172     18,546     21,074     25,095     18,842      5,097     26,625      9,958     21,611     11,866     12,478:    7,351     4,173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     3,801:     1,117      1,497       -465     -3,602      2,762        953      2,052       -582     -1,835        293      2,139:     -288      -758
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.4       14.5       16.5       19.7       14.8        4.0       20.9        7.8       16.9        9.3        9.8:      5.8       3.3
Old  :     100.0:      24.4       14.5       16.5       19.7       14.8        4.0       20.9        7.8       16.9        9.3        9.8:      5.8       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  :        59:        10         11          9          6         15          5          5          5          9         14         20:
Old  :        59:        10         11          9          6         15          5          5          5          9         14         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  :                 34.5       44.5       51.3       59.0       30.0       37.3       40.6       46.8
Old  :                 34.5       44.5       51.3       59.0       30.0       37.3       40.6       46.8
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    48,360:     7,296     14,940     19,537      1,494     10,814          8        646      4,543        599     10,360      5,563:        0         0
Old  :    48,360:     7,296     14,940     19,537      1,494     10,814          8        646      4,543        599     10,360      5,563:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     1,719:     1,100        839      1,493          0     -1,264          0       -528        510       -649      1,633        529:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.1       30.9       40.4        3.1       22.4        0.0        1.3        9.4        1.2       21.4       11.5:      0.0       0.0
Old  :     100.0:      15.1       30.9       40.4        3.1       22.4        0.0        1.3        9.4        1.2       21.4       11.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:         4          5          7          .          7          .          .          .          4         10         12:
Old  :        32:         4          5          7          .          7          .          .          .          4         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  :                 56.8       57.9       84.4       79.7       35.6       30.4       41.2       38.0
Old  :                 56.8       57.9       84.4       79.7       35.6       30.4       41.2       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES                                                                                                   Code-023P03
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500 MMBTU'S)                                                                                            :
     :          :    Positions                                                                                                           :
All  :    62,492:     6,768     13,327     26,653     13,682     11,939        410      2,502      2,898      6,510     10,574      4,399:    2,915     3,171
Old  :    62,492:     6,768     13,327     26,653     13,682     11,939        410      2,502      2,898      6,510     10,574      4,399:    2,915     3,171
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     1,450:      -439        861       -164        212        159        410          0          0      1,525       -164       -135:       94       517
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.8       21.3       42.7       21.9       19.1        0.7        4.0        4.6       10.4       16.9        7.0:      4.7       5.1
Old  :     100.0:      10.8       21.3       42.7       21.9       19.1        0.7        4.0        4.6       10.4       16.9        7.0:      4.7       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  :        20:         .          4          .          4          5          .          .          .          4          4          7:
Old  :        20:         .          4          .          4          5          .          .          .          4          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       46.2       81.8       75.0       52.1       30.3       56.6       48.7
Old  :                 63.2       46.2       81.8       75.0       52.1       30.3       56.6       48.7
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,228,060:   297,390    176,281     99,621    842,728    118,690    161,446      4,392     45,250    457,998      7,829     22,137:   25,528    10,753
Old  : 1,228,060:   297,390    176,281     99,621    842,728    118,690    161,446      4,392     45,250    457,998      7,829     22,137:   25,528    10,753
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     7,199:    -1,311      4,946        -68      1,528         68      1,328          0         62      7,537        869       -517:      100       243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       14.4        8.1       68.6        9.7       13.1        0.4        3.7       37.3        0.6        1.8:      2.1       0.9
Old  :     100.0:      24.2       14.4        8.1       68.6        9.7       13.1        0.4        3.7       37.3        0.6        1.8:      2.1       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  :        83:        33         29          4         15         14          7          .          4         12          4         13:
Old  :        83:        33         29          4         15         14          7          .          4         12          4         13:
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       44.4       67.2       65.7       50.3       42.6       61.5       59.3
Old  :                 53.4       44.4       67.2       65.7       50.3       42.6       61.5       59.3
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   221,535:    44,376     33,887    108,762     83,494     18,133     11,931     28,450      9,933      6,828     22,356     17,365:    4,207     7,917
Old  :   221,535:    44,376     33,887    108,762     83,494     18,133     11,931     28,450      9,933      6,828     22,356     17,365:    4,207     7,917
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :     6,205:        82      1,495      3,888      4,312       -302        -36          0          0      2,048        175        525:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       15.3       49.1       37.7        8.2        5.4       12.8        4.5        3.1       10.1        7.8:      1.9       3.6
Old  :     100.0:      20.0       15.3       49.1       37.7        8.2        5.4       12.8        4.5        3.1       10.1        7.8:      1.9       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  :        58:        11         14         14          5         15          .          5          7          6         11         15:
Old  :        58:        11         14         14          5         15          .          5          7          6         11         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       56.3       48.0       71.2       26.0       48.3       45.8       56.7
Old  :                 27.6       56.3       48.0       71.2       26.0       48.3       45.8       56.7
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     3,069:     1,148      2,049         56          0        165          0          0          0        796         77        272:      632       506
Old  :     3,069:     1,148      2,049         56          0        165          0          0          0        796         77        272:      632       506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :        90:        54         52         50          0        -38          0          0          0        -65         10         26:       63        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.4       66.8        1.8        0.0        5.4        0.0        0.0        0.0       25.9        2.5        8.9:     20.6      16.5
Old  :     100.0:      37.4       66.8        1.8        0.0        5.4        0.0        0.0        0.0       25.9        2.5        8.9:     20.6      16.5
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  :        30:        17         19          .          0          .          0          0          0          8          .          8:
Old  :        30:        17         19          .          0          .          0          0          0          8          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       26.7       47.7       45.2       23.2       24.0       34.2       37.1
Old  :                 28.3       26.7       47.7       45.2       23.2       24.0       34.2       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    26,308:    24,599      8,172          0     13,953        618          0          0          0        840      3,275         35:      216       255
Old  :    26,308:    24,599      8,172          0     13,953        618          0          0          0        840      3,275         35:      216       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       436:       446        166          0        280          0        -50          0          0         50          0        -10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.5       31.1        0.0       53.0        2.3        0.0        0.0        0.0        3.2       12.4        0.1:      0.8       1.0
Old  :     100.0:      93.5       31.1        0.0       53.0        2.3        0.0        0.0        0.0        3.2       12.4        0.1:      0.8       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:        18         19          0          8          .          0          0          0          6          5          .:
Old  :        44:        18         19          0          8          .          0          0          0          6          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.4       47.1       89.6       66.7       77.8       47.1       84.0       65.6
Old  :                 80.4       47.1       89.6       66.7       77.8       47.1       84.0       65.6
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   110,314:    77,641     86,640      9,321      9,036      5,859      3,835        839      1,907      7,552      2,262      3,324:      875       447
Old  :   110,314:    77,641     86,640      9,321      9,036      5,859      3,835        839      1,907      7,552      2,262      3,324:      875       447
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       736:       666        548         49        110        -97         18         46       -230        323        333         27:      -20        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       78.5        8.4        8.2        5.3        3.5        0.8        1.7        6.8        2.1        3.0:      0.8       0.4
Old  :     100.0:      70.4       78.5        8.4        8.2        5.3        3.5        0.8        1.7        6.8        2.1        3.0:      0.8       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       120:        57         55          6          7          9          8          .          5         17         13         16:
Old  :       120:        57         55          6          7          9          8          .          5         17         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       35.1       43.0       53.1       15.0       28.1       23.9       37.2
Old  :                 29.2       35.1       43.0       53.1       15.0       28.1       23.9       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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    64,441:    36,394     46,965      7,782      5,930      7,772      2,193        175      1,335      8,140      1,103        525:      300       636
Old  :    64,441:    36,394     46,965      7,782      5,930      7,772      2,193        175      1,335      8,140      1,103        525:      300       636
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :      -540:      -745       -595        180          0         15          0         40          0         25          0          0:      -15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       72.9       12.1        9.2       12.1        3.4        0.3        2.1       12.6        1.7        0.8:      0.5       1.0
Old  :     100.0:      56.5       72.9       12.1        9.2       12.1        3.4        0.3        2.1       12.6        1.7        0.8:      0.5       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  :        53:        21         28          5          4          4          4          .          .          .          5          .:
Old  :        53:        21         28          5          4          4          4          .          .          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       45.7       74.9       67.2       36.2       32.8       47.4       42.5
Old  :                 45.6       45.7       74.9       67.2       36.2       32.8       47.4       42.5
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    42,829:    36,706     28,380        829      9,885        610        986          0        290      2,520      2,656        574:      314       434
Old  :    42,829:    36,706     28,380        829      9,885        610        986          0        290      2,520      2,656        574:      314       434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       779:     1,171        795        -10        -50         10        -35          0         25       -436        -70         69:      -15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       66.3        1.9       23.1        1.4        2.3        0.0        0.7        5.9        6.2        1.3:      0.7       1.0
Old  :     100.0:      85.7       66.3        1.9       23.1        1.4        2.3        0.0        0.7        5.9        6.2        1.3:      0.7       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  :        77:        32         34          .          8          5          4          0          .         11          7         11:
Old  :        77:        32         34          .          8          5          4          0          .         11          7         11:
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       28.4       63.2       48.5       41.2       28.4       56.5       45.5
Old  :                 47.2       28.4       63.2       48.5       41.2       28.4       56.5       45.5
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    12,954:    10,737      6,067        783      5,759          6          0          0          0        742        536        314:      372       272
Old  :    12,954:    10,737      6,067        783      5,759          6          0          0          0        742        536        314:      372       272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       999:       894        949          0         60        -10          0          0          0        130          0          0:      -15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       46.8        6.0       44.5        0.0        0.0        0.0        0.0        5.7        4.1        2.4:      2.9       2.1
Old  :     100.0:      82.9       46.8        6.0       44.5        0.0        0.0        0.0        0.0        5.7        4.1        2.4:      2.9       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        21         24          .          7          .          0          0          0          4          4          4:
Old  :        45:        21         24          .          7          .          0          0          0          4          4          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  :                 58.8       37.6       80.1       60.4       52.0       37.6       70.4       59.3
Old  :                 58.8       37.6       80.1       60.4       52.0       37.6       70.4       59.3
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, November 21, 2017                                                                                       
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,247:    12,763      8,109      1,188      4,831        186         45          0        120      1,096      2,612      1,056:      793       333
Old  :    17,247:    12,763      8,109      1,188      4,831        186         45          0        120      1,096      2,612      1,056:      793       333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 14, 2017                                                                :
     :       369:       462        111         25         36          0          0          0          0         60        190         32:     -210         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       47.0        6.9       28.0        1.1        0.3        0.0        0.7        6.4       15.1        6.1:      4.6       1.9
Old  :     100.0:      74.0       47.0        6.9       28.0        1.1        0.3        0.0        0.7        6.4       15.1        6.1:      4.6       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  :        49:        25         18          .          4          4          .          0          .          5          8          6:
Old  :        49:        25         18          .          4          4          .          0          .          5          8          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  :                 38.0       50.6       54.1       68.4       34.2       47.5       48.9       61.4
Old  :                 38.0       50.6       54.1       68.4       34.2       47.5       48.9       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 24, 2017