Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,401,993                :
: Positions                                                                                                    :
:2,871,626 1,208,242   422,021 2,946,000   347,849   612,419     9,936   276,401   275,069    42,970   554,831 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   70,706    12,923   -14,354    15,938     2,513   -16,980       240     1,110       338    12,163    -6,383 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      22.4       7.8      54.5       6.4      11.3       0.2       5.1       5.1       0.8      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      111        97         7        19        21        21         .        18        38        21        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   306,221                :
: Positions                                                                                                    :
:   24,192    41,472   121,398    63,329    23,849       924    87,718    60,269    52,712     9,238    20,173 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:    4,493      -502     1,806     4,732     1,118      -288     4,552     1,849     2,675       -96     1,231 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.9      13.5      39.6      20.7       7.8       0.3      28.6      19.7      17.2       3.0       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       15        13        12         4         9         .         6         7        12         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   184,849                :
: Positions                                                                                                    :
:   90,370   164,082    67,449    10,451     2,509     4,380     1,234     2,539       706         0       913 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -6,737   -14,288    -5,118    -1,423      -949         0      -248        60    -3,042      -225       199 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      88.8      36.5       5.7       1.4       2.4       0.7       1.4       0.4       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        25         5         .         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is    90,927                :
: Positions                                                                                                    :
:   84,200    62,084         0    21,904     3,048         0         0         0       852         0       126 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -4,572    -6,343      -149      -617    -1,031         0         0         0    -1,863         0       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      68.3       0.0      24.1       3.4       0.0       0.0       0.0       0.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        25         0         7         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   232,612                :
: Positions                                                                                                    :
:  176,566    79,888    26,229   126,430    17,152       638         0     1,476       706       848         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -13,052    -6,283     4,821    -4,059       433    -1,354         0       325       706       393      -589 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      34.3      11.3      54.4       7.4       0.3       0.0       0.6       0.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        18         6         6         6         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   933,330                :
: Positions                                                                                                    :
:  833,203   154,707    25,889   694,531    54,445         0       388     2,144     1,543    16,617     5,184 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -38,977    -8,663    -3,087   -23,078    -1,696         0    -2,547      -150     1,273      -529    -2,490 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      16.6       2.8      74.4       5.8       0.0       0.0       0.2       0.2       1.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       38        21         6         8        11         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   404,429                :
: Positions                                                                                                    :
:  320,437   282,408    27,397    82,622    31,447         0       644     1,393     4,976         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -22,228   -15,559     1,123    -8,878    -1,020      -304       644         2    -1,855         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      69.8       6.8      20.4       7.8       0.0       0.2       0.3       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       26        32         5         9         7         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   408,465                :
: Positions                                                                                                    :
:  343,105   289,551    28,923    92,817    18,884         0         0         0       325         0     1,109 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -20,588   -17,323       295    -4,253    -1,381         0         0         0    -1,530         0       208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      70.9       7.1      22.7       4.6       0.0       0.0       0.0       0.1       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        30         5         7        10         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   191,591                :
: Positions                                                                                                    :
:  164,525   103,129    16,456    76,850     2,794         4         0     1,528         0       905         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -13,640    -7,524       942    -1,448      -345         4       -17        20         0    -2,854      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      53.8       8.6      40.1       1.5       0.0       0.0       0.8       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        23         .         8         8         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    78,093                :
: Positions                                                                                                    :
:   57,472    64,133    12,365     2,750     2,054        70         0       947       912     1,285     1,400 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -8,915    -9,065    -1,923      -310      -806      -204         0       -31      -279    -1,946       435 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      82.1      15.8       3.5       2.6       0.1       0.0       1.2       1.2       1.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        17         6         .         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    21,083                :
: Positions                                                                                                    :
:   17,607    17,091     1,812     3,434         0         0         0         0     1,013         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -9,376    -7,036       604    -1,705         0         0         0         0      -403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      81.1       8.6      16.3       0.0       0.0       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   103,539                :
: Positions                                                                                                    :
:   76,578    35,689    11,598    58,203     4,490     2,957         0       552         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -3,436    -3,478     1,835     4,691       131     2,133         0      -949         0      -778         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      34.5      11.2      56.2       4.3       2.9       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        11         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   156,025                :
: Positions                                                                                                    :
:  119,342    70,829    24,986    76,597     5,172       885         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -3,096    -6,489    -3,981    -2,328       570      -132         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      45.4      16.0      49.1       3.3       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        16         5         7         7         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    70,787                :
: Positions                                                                                                    :
:   67,110    53,586         0    13,824       485         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:    4,874     4,755         0    -2,271      -279         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      75.7       0.0      19.5       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        12         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    15,479                :
: Positions                                                                                                    :
:   11,641    15,231       620         0         0     2,077         0         0       217         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -6,572    -6,076       -31      -465         0        62         0       -62      -155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      98.4       4.0       0.0       0.0      13.4       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        12         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   549,976                :
: Positions                                                                                                    :
:  409,868   174,422    44,660   324,619    34,998     8,045     3,371       936    41,348     2,569       579 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -14,673    -9,504    -6,153   -10,422      -952    -3,662       467       -41     2,967      -804      -576 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      31.7       8.1      59.0       6.4       1.5       0.6       0.2       7.5       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       43        41         5        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   100,970                :
: Positions                                                                                                    :
:   74,367    54,523     6,155    25,676    12,897     3,682         0         0        68       491       180 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -7,662    -4,639      -188    -1,254      -298      -124         0         0        68    -1,743      -189 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      54.0       6.1      25.4      12.8       3.6       0.0       0.0       0.1       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        15         .         4         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    13,018                :
: Positions                                                                                                    :
:    9,835    11,964     2,196       589         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -2,690    -2,249      -806    -1,054       -31         0         0         0      -496         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      91.9      16.9       4.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    67,614                :
: Positions                                                                                                    :
:   35,529    41,702    27,227    17,842     3,556         0         0         0         0       499        90 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -2,798    -3,410    -1,675      -702      -682         0         0         0         0      -558         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      61.7      40.3      26.4       5.3       0.0       0.0       0.0       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        10         6         4         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    80,713                :
: Positions                                                                                                    :
:   72,323    57,725     1,172    14,005     6,304         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -40,147   -50,160    -2,959    -5,122    -1,094   -17,639    -3,069         0      -403    -3,689         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      71.5       1.5      17.4       7.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        10         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   101,621                :
: Positions                                                                                                    :
:   73,891    79,773     7,439    14,253       124    17,639     3,069         0     1,691     3,596         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:  -22,826   -54,663   -15,128    -4,836        93   -24,552    -3,038         0    -3,689    -2,449      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      78.5       7.3      14.0       0.1      17.4       3.0       0.0       1.7       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       18        35         .         5         .         4         .         0         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   148,798                :
: Positions                                                                                                    :
:  144,884   146,356     1,507         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -9,183    -7,915      -496         0         0         0         0         0         0      -403         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.4      98.4       1.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        26         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   251,067                :
: Positions                                                                                                    :
:  181,870   188,885    40,968    33,223    17,153     1,248         0       801         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -7,924   -14,173    -4,922       356       886      -219         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      75.2      16.3      13.2       6.8       0.5       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       30        30         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    14,199                :
: Positions                                                                                                    :
:   11,069    10,751       496         0         0         0         0         0       341       930         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -4,402    -5,266      -775         0         0         0      -558         0      -279      -713         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      75.7       3.5       0.0       0.0       0.0       0.0       0.0       2.4       6.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   113,605                :
: Positions                                                                                                    :
:   99,016    89,593     3,381    12,210     7,088         0     1,142     1,874         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -9,295    -6,387     1,323    -2,118      -323         0       636      -549         0    -1,112       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      78.9       3.0      10.7       6.2       0.0       1.0       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        19         .         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   134,265                :
: Positions                                                                                                    :
:   90,968   119,608    23,711     2,557     3,488         0        12     1,015     6,256         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -5,161    -5,774    -2,189      -248      -277         0      -291       261       107         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      89.1      17.7       1.9       2.6       0.0       0.0       0.8       4.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   119,073                :
: Positions                                                                                                    :
:   82,496   111,351    26,133     3,510       788         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -3,780    -4,678    -1,112      -155      -252         0         0         0      -403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      93.5      21.9       2.9       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        14         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   112,775                :
: Positions                                                                                                    :
:   86,043    80,518     8,430    18,278    10,596         0         0         0         0       271         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -1,886    -1,549      -317    -1,079      -967         0         0         0      -651      -223         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      71.4       7.5      16.2       9.4       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        15         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   153,914                :
: Positions                                                                                                    :
:  103,798    88,644    12,020    30,160    20,257         0       609     8,443         0       614       270 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -6,701    -4,026      -907       -49       472      -280       609       366         0    -3,549       270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      57.6       7.8      19.6      13.2       0.0       0.4       5.5       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        19         4         5         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    16,661                :
: Positions                                                                                                    :
:   12,046    15,240     1,655         0       589         0         0         0     1,116         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -7,380   -11,538    -2,561      -570       136      -372         0         0    -2,356      -992       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      91.5       9.9       0.0       3.5       0.0       0.0       0.0       6.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        11         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    28,997                :
: Positions                                                                                                    :
:   13,048    27,637    14,241         0         0         0         0         0         0       310         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -6,107    -5,999      -589      -248      -279      -899         0       -31         0      -279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      95.3      49.1       0.0       0.0       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        11         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   184,760                :
: Positions                                                                                                    :
:   98,566   127,624    66,482    41,306     3,205         0     4,383       220    10,991       425         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -7,829    -9,114    -1,217       118      -311         0       608        11      -475      -120      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      69.1      36.0      22.4       1.7       0.0       2.4       0.1       5.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        23         4         5         7         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    99,912                :
: Positions                                                                                                    :
:   80,123    68,788    10,771    23,606       960         0         0         0     1,255         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:      124     1,677     1,669      -777    -1,412    -1,050         0         0       -87         0       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      68.8      10.8      23.6       1.0       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         .         5         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    81,927                :
: Positions                                                                                                    :
:   40,932    67,383    32,655    10,554       636       750         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -9,487    -7,577    -2,327    -3,224      -372       750         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      82.2      39.9      12.9       0.8       0.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        12         7         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    74,976                :
: Positions                                                                                                    :
:   45,667    48,781    13,291    14,803     6,732         0         0         0     4,811       476       372 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -2,677    -5,321      -675    -1,016       -60         0         0         0    -1,302       -93         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      65.1      17.7      19.7       9.0       0.0       0.0       0.0       6.4       0.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        18         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    25,708                :
: Positions                                                                                                    :
:   22,560    25,150       248       248         0         0         0         0     1,302         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -9,178   -10,331      -248      -713         0         0         0         0    -1,643         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      97.8       1.0       1.0       0.0       0.0       0.0       0.0       5.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   114,903                :
: Positions                                                                                                    :
:   91,915    14,158     8,402    87,976     4,954         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:     -585    -2,244       112    -1,363      -765      -852         0         0    -1,771         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      12.3       7.3      76.6       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22         7         .         7         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    73,143                :
: Positions                                                                                                    :
:   26,077    49,731    26,109     7,610    11,856         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -1,969    -1,313       187      -802      -781         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      68.0      35.7      10.4      16.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         7         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,339,219                :
: Positions                                                                                                    :
:  134,437   174,526   174,369    87,867   148,159   260,237   220,810   260,029    95,841   208,202   196,109 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:    1,732    -6,057     4,045      -544    -3,235    -3,118    12,330    -8,763      -618    -1,337       348 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      13.0      13.0       6.6      11.1      19.4      16.5      19.4       7.2      15.5      14.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       43        33        24        12        25        57        71        74        69        48        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   377,706                :
: Positions                                                                                                    :
:   93,737    68,222     6,904    90,731    33,044    11,096     8,656    10,996   186,883   136,342    21,727 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -6,405     3,067         0    -1,800     1,406     2,051        54       -30     3,497    -1,824     2,921 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.8      18.1       1.8      24.0       8.7       2.9       2.3       2.9      49.5      36.1       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       24        26         .        11        14         5         .         6        15        10        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   119,934                :
: Positions                                                                                                    :
:   33,042    15,842    30,311    25,302    16,356     4,852    23,666     6,964     9,931    13,644    10,472 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:      437       179      -130      -529      -516     1,096     2,857      -734       729      -279       791 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.6      13.2      25.3      21.1      13.6       4.0      19.7       5.8       8.3      11.4       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       13        12         8         6        13         .         5         4         8         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    44,128                :
: Positions                                                                                                    :
:    6,958     6,056    15,687     8,641    11,440       253     1,267     3,253     1,937     8,325     4,590 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:    1,604    -1,536       755     1,537       903        49       140         0        23     1,984      -287 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      13.7      35.5      19.6      25.9       0.6       2.9       7.4       4.4      18.9      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        4         4         5         .         7         .         .         .         7         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,264,398                :
: Positions                                                                                                    :
:  284,928   183,295    92,510   820,262   122,001   145,622    41,204    52,987   518,436    10,226    20,143 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:    1,669     1,449    -1,979    -1,915    -1,494       365    -4,736         0    -4,739       518       109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.5      14.5       7.3      64.9       9.6      11.5       3.3       4.2      41.0       0.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       32        27         .        16        13         7         .         5        15         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   236,384                :
: Positions                                                                                                    :
:   44,050    30,855   132,593   105,938    20,433     5,382    13,346    11,452     1,495    35,548    14,368 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:      529      -549       346     2,021      -914       688       -76      -122      -138        29     2,047 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      13.1      56.1      44.8       8.6       2.3       5.6       4.8       0.6      15.0       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       14        16        15         4        11         7         .         7         5        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     2,187                :
: Positions                                                                                                    :
:    1,061     1,262         0       164        28         0         0         0       194        88       236 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      57.7       0.0       7.5       1.3       0.0       0.0       0.0       8.9       4.0      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        16         0         .         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    20,925                :
: Positions                                                                                                    :
:   18,459     8,212       465     9,610       930         0         0         0       745     1,934        60 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:       26       126         0         0         0         0         0         0       100         0       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      39.2       2.2      45.9       4.4       0.0       0.0       0.0       3.6       9.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       17        18         .         8         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   106,428                :
: Positions                                                                                                    :
:   77,257    87,294     9,997     8,454     5,841     6,092       112       449     2,936     1,327     2,469 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:   -1,501      -730      -851    -1,576        47      -498        14       -10       145      -366       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      82.0       9.4       7.9       5.5       5.7       0.1       0.4       2.8       1.2       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       51        49         7         7         7         4         .         .        14        10        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    72,721                :
: Positions                                                                                                    :
:   41,278    55,558     9,794     6,191     7,352     2,021         0     1,066    11,140     1,811         0 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:      317        47      -630        90       510         0      -370       -40         0        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      76.4      13.5       8.5      10.1       2.8       0.0       1.5      15.3       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       20        26         4         5         4         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    39,673                :
: Positions                                                                                                    :
:   34,537    27,814         0     6,244     1,013       410         0         0     1,748     2,327     1,592 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:     -122       882         0      -460       173        60         0         0       371      -132       147 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      70.1       0.0      15.7       2.6       1.0       0.0       0.0       4.4       5.9       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       25        33         0         8         6         .         0         0        10         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     8,756                :
: Positions                                                                                                    :
:    5,591     4,398     1,805     3,081       110         0         0         0       855        55       214 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:      165       185         0        15         0         0         0         0        10         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      50.2      20.6      35.2       1.3       0.0       0.0       0.0       9.8       0.6       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        16         .         6         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 8, 2017             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,105                :
: Positions                                                                                                    :
:   12,660     7,865     1,033     5,459       220         0         0         0       863     1,224       774 :
:                                                                                                              :
: Changes from:     August 1, 2017                                                                             :
:      159        89        75      -226         0         0         0         0        -8       276        92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      48.8       6.4      33.9       1.4       0.0       0.0       0.0       5.4       7.6       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        12         4         4         .         0         0         0         .         6         4 :
----------------------------------------------------------------------------------------------------------------



Updated August 11, 2017