Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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 5,199,700                :
: Positions                                                                                                    :
:2,827,562 1,303,786   445,172 2,910,164   254,059   579,341    11,014   216,820   387,191    34,769   456,398 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   31,941   -17,060     7,330     7,962     9,940    18,696    -6,514     1,900   -62,652    11,169    44,407 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      25.1       8.6      56.0       4.9      11.1       0.2       4.2       7.4       0.7       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      110        91         7        19        19        19         5        16        36        21        45 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   297,421                :
: Positions                                                                                                    :
:   20,363    34,488   126,054    22,362    30,594     3,018   157,103    21,421    66,743     4,365    26,561 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    2,274     1,624    -1,629       328     3,482       944    -4,812     5,538    -3,771       577     4,976 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.8      11.6      42.4       7.5      10.3       1.0      52.8       7.2      22.4       1.5       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       11        11        11         4         9         .         4         4        14         .        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   245,851                :
: Positions                                                                                                    :
:  135,421   210,345    71,865    10,529    10,521     6,761     5,856     1,706       660     1,566     1,179 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    2,624    -1,849    -2,406       213     1,437       -85         0    -1,614    -2,137       457        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      85.6      29.2       4.3       4.3       2.8       2.4       0.7       0.3       0.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        19         7         .         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   101,280                :
: Positions                                                                                                    :
:   82,089    69,706     3,627    18,644     7,755         0         0         0        33     1,111       982 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -8,896    -4,010     1,336      -708    -1,627         0         0         0    -1,511     1,001      -270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      68.8       3.6      18.4       7.7       0.0       0.0       0.0       0.0       1.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        20         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   265,954                :
: Positions                                                                                                    :
:  205,843    86,365    26,066   141,307    18,861         0     1,964     2,473       520       470       488 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -19,639   -15,890     2,651    -3,140    -1,942         0      -455        58       520    -2,786      -498 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      32.5       9.8      53.1       7.1       0.0       0.7       0.9       0.2       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        13         5         5         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   865,980                :
: Positions                                                                                                    :
:  749,161    97,828    35,095   679,833    62,605     3,746       254     2,501         0    17,078     4,179 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    7,877     1,002       829     7,082     1,311     1,812         1       245         0        26      -703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      11.3       4.1      78.5       7.2       0.4       0.0       0.3       0.0       2.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       39        19         4         9        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   394,787                :
: Positions                                                                                                    :
:  328,995   279,111    23,107    81,197    21,551         0     3,746         0     4,860         0       240 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -4,267    -2,029      -800    -3,095    -5,844         0       119      -459    -1,333         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      70.7       5.9      20.6       5.5       0.0       0.9       0.0       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       23        25         5         9         6         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   363,542                :
: Positions                                                                                                    :
:  298,079   237,043    33,528   104,120    14,648         0         0         0       210         0       772 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -36,114   -10,619     2,366    -3,244    -1,770         0         0         0      -988         0       369 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      65.2       9.2      28.6       4.0       0.0       0.0       0.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        29         5         7        10         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   218,284                :
: Positions                                                                                                    :
:  183,262   107,076    19,056    96,862     3,794     1,776         0       798       445       413       292 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -10,222    -9,140      -393       966      -150       369         0      -295       445    -5,515        76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      49.1       8.7      44.4       1.7       0.8       0.0       0.4       0.2       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        19         .         8         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    72,888                :
: Positions                                                                                                    :
:   58,530    53,596     8,945    10,961     1,116         0       770         0         0     1,219        79 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -4,768    -5,299      -851     1,005    -1,387         0       -31         0         0       506       -41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      73.5      12.3      15.0       1.5       0.0       1.1       0.0       0.0       1.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         4         .         6         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   115,279                :
: Positions                                                                                                    :
:   86,449    31,662    11,380    72,297     6,911     1,809         0     1,271         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -7,699    -2,562    -1,789    -5,217       535       -35         0         0         0      -463      -123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      27.5       9.9      62.7       6.0       1.6       0.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   155,734                :
: Positions                                                                                                    :
:  121,288    62,811    17,682    80,231     7,026         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -6,610    -6,854      -818    -2,651      -846    -1,056         0       -60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      40.3      11.4      51.5       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        11         4         6         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    16,384                :
: Positions                                                                                                    :
:    8,239    13,762     3,464     1,320       186     2,852         0         0       806       682         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -5,584    -6,126       240       390      -240         0         0         0      -780         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      84.0      21.1       8.1       1.1      17.4       0.0       0.0       4.9       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        14         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   534,518                :
: Positions                                                                                                    :
:  390,601   188,265    30,386   291,839    37,321    24,581     3,838     1,970    40,500       730       974 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -19,893   -13,421    -3,902   -11,799     3,317     3,012    -1,229       801    -8,167    -1,306       -37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      35.2       5.7      54.6       7.0       4.6       0.7       0.4       7.6       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       37        36         5         9        10         4         .         4         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   125,146                :
: Positions                                                                                                    :
:   72,691    79,808    28,468    18,416    14,395     3,927     3,622       723       398         0        92 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -8,185    -3,621      -548    -1,384    -1,000         0       -24      -284       145    -3,901      -641 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      63.8      22.7      14.7      11.5       3.1       2.9       0.6       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12        15         5         .         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    16,677                :
: Positions                                                                                                    :
:   12,536    15,437       217       248         0         0       620         0       713         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -4,789    -3,810      -302      -480         0         0         0         0       188      -292      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      92.6       1.3       1.5       0.0       0.0       3.7       0.0       4.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        11         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   126,491                :
: Positions                                                                                                    :
:   84,824   108,205    11,722    12,631     1,145    26,443       372         0     1,922     3,181         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -16,579   -40,382      -678      -994       -46   -30,600         0        -1      -224    -1,170      -210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      85.5       9.3      10.0       0.9      20.9       0.3       0.0       1.5       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       20        34         4         4         .         5         .         0         4         7         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   134,221                :
: Positions                                                                                                    :
:  131,032   131,045       801         0         0         0         0         0       620       480         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -13,408   -13,382      -510         0         0         0         0         0         0       480         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.6      97.6       0.6       0.0       0.0       0.0       0.0       0.0       0.5       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        18         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   261,417                :
: Positions                                                                                                    :
:  193,842   181,947    23,473    31,563    34,568         0       738     1,422     1,851         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -6,172    -9,167    -1,178     1,341       -56         0       450      -121     1,851         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      69.6       9.0      12.1      13.2       0.0       0.3       0.5       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        27         .         4         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   101,736                :
: Positions                                                                                                    :
:   86,332    79,003     5,483    14,296     5,680       514         0     1,911         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:  -10,360   -10,725       622     1,795    -1,023        12         0       -12         0      -744         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      77.7       5.4      14.1       5.6       0.5       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        16         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   135,390                :
: Positions                                                                                                    :
:   89,047   120,120    23,618     1,682     4,626     2,625         0       272     8,820         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -6,266    -5,564      -144    -2,286      -367      -173         0        20       -74         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      88.7      17.4       1.2       3.4       1.9       0.0       0.2       6.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        13         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   110,411                :
: Positions                                                                                                    :
:   72,408   101,126    27,516     4,492     1,897         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -3,907    -5,745      -341      -279      -124         0         0         0    -1,081         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      91.6      24.9       4.1       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         5         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    61,836                :
: Positions                                                                                                    :
:   61,557    60,751         0       496         0         0         0         0         0       465         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -7,290    -7,950         0      -720         0         0         0         0      -755         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.5      98.2       0.0       0.8       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        14         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   145,723                :
: Positions                                                                                                    :
:  122,603   105,954         0    24,057    11,416         0         0         0     1,973         0       124 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      709     2,379         0      -190         0         0         0         0     1,570       -89      -345 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      72.7       0.0      16.5       7.8       0.0       0.0       0.0       1.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         0         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   147,710                :
: Positions                                                                                                    :
:  100,720    96,194    12,373    21,154    15,283         0       952     7,942         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -9,961    -6,920       -76    -1,680    -1,278         0       -81       -43         0    -4,196      -209 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      65.1       8.4      14.3      10.3       0.0       0.6       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        16         4         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    15,378                :
: Positions                                                                                                    :
:   12,259    14,352       372       344       496         0         0         0     1,302         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -2,464    -5,640    -2,566       344       466      -360         0         0      -450         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      93.3       2.4       2.2       3.2       0.0       0.0       0.0       8.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    26,943                :
: Positions                                                                                                    :
:    8,175    26,230    16,390       248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -4,250    -6,374      -900      -540         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.3      97.4      60.8       0.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        12         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   178,107                :
: Positions                                                                                                    :
:   94,023   117,252    61,044    45,846     3,860       441     1,267       787     8,259         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -9,106   -11,211    -2,742    -1,757    -1,578       441       109      -615    -2,013      -620         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      65.8      34.3      25.7       2.2       0.2       0.7       0.4       4.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        21         5         6         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   104,391                :
: Positions                                                                                                    :
:   86,279    71,057    11,680    24,696     1,965         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -5,863    -3,680     1,120    -1,403        68         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      68.1      11.2      23.7       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        18         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    96,791                :
: Positions                                                                                                    :
:   51,886    77,269    35,683    15,144       636         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -4,112    -7,422      -507     1,763      -310      -248         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      79.8      36.9      15.6       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        12         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    68,471                :
: Positions                                                                                                    :
:   40,137    41,953    11,380    15,266     8,095         0       360         0     2,736         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -6,201    -3,827      -337    -1,547       363         0        60         0      -158         0      -856 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      61.3      16.6      22.3      11.8       0.0       0.5       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        12         .         5         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    20,975                :
: Positions                                                                                                    :
:   19,859    19,456         0       620         0         0         0         0       837       868         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -7,083    -5,336         0      -720         0         0         0         0       -30       120      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.7      92.8       0.0       3.0       0.0       0.0       0.0       0.0       4.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         0         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   122,983                :
: Positions                                                                                                    :
:   95,225    16,517     8,623    94,837     7,297         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -9,954    -1,265      -454    -9,143      -250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      13.4       7.0      77.1       5.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17         7         .         9         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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 1,375,988                :
: Positions                                                                                                    :
:  147,009   184,221   184,777    94,974   130,121   267,879   232,540   278,025   127,849   242,786   171,230 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    6,695     1,133    -2,227    -2,194   -32,522    -1,050    20,187   -11,809    15,933       119     7,561 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      13.4      13.4       6.9       9.5      19.5      16.9      20.2       9.3      17.6      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   347                     :
:       43        33        28        10        29        62        77        79        66        39        69 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   401,033                :
: Positions                                                                                                    :
:   74,732    50,245     7,251    80,832    44,550     8,063     7,208    19,138   220,230   174,158    16,208 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:     -930       101         0     2,523       182       -96      -272       382     4,836      -276     1,315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      12.5       1.8      20.2      11.1       2.0       1.8       4.8      54.9      43.4       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       24        25         .        10        13         4         .         5        15        15        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   116,475                :
: Positions                                                                                                    :
:   30,187    13,422    25,669    30,998    13,141     2,988    22,305    10,672    15,339     9,520    10,623 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:     -843     1,902        33       150      -158       502      -675     3,292     2,657     1,175      -946 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.9      11.5      22.0      26.6      11.3       2.6      19.2       9.2      13.2       8.2       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:        9        11         9         5        13         4         6         5        10        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    48,586                :
: Positions                                                                                                    :
:    8,565    14,873    16,915       404    14,151       357     1,472     2,632     1,225    10,313     4,741 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    2,672       151      -775        17     1,264       112       953      -231      -106       769       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.6      30.6      34.8       0.8      29.1       0.7       3.0       5.4       2.5      21.2       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        4         5         8         .         8         .         .         .         5         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    55,443                :
: Positions                                                                                                    :
:    7,735    10,938    24,804    11,904    11,165         0     2,702       730     3,160    10,534     4,813 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.0      19.7      44.7      21.5      20.1       0.0       4.9       1.3       5.7      19.0       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         4         .         4         6         0         .         .         4         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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 1,218,270                :
: Positions                                                                                                    :
:  298,867   168,802    97,052   834,615   119,127   163,255     4,555    46,654   447,768    10,992    20,311 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      405     1,408    -1,763     5,252     2,110      -407         0       370     9,213       723       488 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.5      13.9       8.0      68.5       9.8      13.4       0.4       3.8      36.8       0.9       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       31        27         4        15        13         8         .         5        12         .        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   208,419                :
: Positions                                                                                                    :
:   45,767    32,695   112,090    83,583    16,612     2,865    28,425     9,443     1,782    17,646    15,867 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    2,445    -1,208      -174     1,354         0      -133       490      -322    -1,220       520      -114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.0      15.7      53.8      40.1       8.0       1.4      13.6       4.5       0.9       8.5       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       12        14        14         5        13         .         4         5         6         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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     2,590                :
: Positions                                                                                                    :
:      884     1,765        98         0       170         0         0         0       512        16       166 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      125       220        46         0       -20         0         0         0        23        11       -13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      68.1       3.8       0.0       6.6       0.0       0.0       0.0      19.8       0.6       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        20         .         0         .         0         0         0         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    19,887                :
: Positions                                                                                                    :
:   18,320     8,293       995     9,470         0         0         0         0       296     1,764        60 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      727       457         0       200         0         0         0         0       -10       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      41.7       5.0      47.6       0.0       0.0       0.0       0.0       1.5       8.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        14         .         7         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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   105,154                :
: Positions                                                                                                    :
:   76,222    82,179     9,510    10,058     5,644     3,133       489     2,167     4,718     1,283     2,907 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:   -4,231    -5,983    -1,705       474    -1,143        19       187       234         5      -758      -807 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      78.2       9.0       9.6       5.4       3.0       0.5       2.1       4.5       1.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   112                     :
:       52        53         7         6         9         5         .         5        19         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    70,827                :
: Positions                                                                                                    :
:   41,130    55,711     9,808     4,730     6,722     2,028         0     1,374     9,015     1,180       510 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      144       754       435      -270       -53       -65         0         0         0         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      78.7      13.8       6.7       9.5       2.9       0.0       1.9      12.7       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        27         4         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    40,768                :
: Positions                                                                                                    :
:   34,989    28,269        36     6,777     1,469     1,321         0        25     2,002     3,384       407 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:    1,672     1,240       -10       610      -120       221         0         0       -12        75       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      69.3       0.1      16.6       3.6       3.2       0.0       0.1       4.9       8.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       29        33         .         6         7         4         0         .        11         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    10,106                :
: Positions                                                                                                    :
:    7,687     5,090     1,237     3,965        32         0         0         0       730       469       280 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      140        55         0         0       -88         0         0         0        25       384        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      50.4      12.2      39.2       0.3       0.0       0.0       0.0       7.2       4.6       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        19         .         7         .         0         0         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 10, 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    16,932                :
: Positions                                                                                                    :
:   12,766     7,715     1,389     5,418       215       100         0        60       851     2,518       744 :
:                                                                                                              :
: Changes from:     October 3, 2017                                                                            :
:      246       184        15         0         0         0         0        60        -5        62       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      45.6       8.2      32.0       1.3       0.6       0.0       0.4       5.0      14.9       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        17         4         4         4         .         0         .         .         7         5 :
----------------------------------------------------------------------------------------------------------------



Updated October 13, 2017