Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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 5,201,285                :
: Positions                                                                                                    :
:2,866,136 1,289,661   390,281 2,917,605   251,045   583,354    11,960   215,175   381,961    21,988   479,364 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   38,574   -14,125   -54,891     7,441    -3,014     4,013       946    -1,645    -5,230   -12,781    22,966 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      24.8       7.5      56.1       4.8      11.2       0.2       4.1       7.3       0.4       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      109        90         9        19        20        18         6        17        35        21        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   309,821                :
: Positions                                                                                                    :
:   22,217    35,931   131,946    23,236    31,206     1,118   160,309    23,745    66,641     4,586    30,281 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,854     1,443     5,892       874       612    -1,900     3,206     2,324      -102       221     3,720 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.2      11.6      42.6       7.5      10.1       0.4      51.7       7.7      21.5       1.5       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       11        11        11         4         9         .         5         4        13         4        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   238,065                :
: Positions                                                                                                    :
:  134,174   202,554    65,213    10,591    10,498     8,592     5,856     2,512       870        83     1,622 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -1,247    -7,791    -6,652        62       -23     1,831         0       806       210    -1,483       443 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.4      85.1      27.4       4.4       4.4       3.6       2.5       1.1       0.4       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        21         6         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   107,715                :
: Positions                                                                                                    :
:   89,821    71,551     3,169    20,331     7,875         0         0         0         0     3,617       240 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    7,732     1,845      -458     1,687       120         0         0         0       -33     2,506      -742 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      66.4       2.9      18.9       7.3       0.0       0.0       0.0       0.0       3.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        19         .         5         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   258,256                :
: Positions                                                                                                    :
:  199,306    81,112    22,046   136,546    20,634         0     1,836     2,292       426       559       214 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -6,537    -5,253    -4,020    -4,761     1,773         0      -128      -181       -94        89      -274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      31.4       8.5      52.9       8.0       0.0       0.7       0.9       0.2       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        13         5         5         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   879,190                :
: Positions                                                                                                    :
:  770,469    94,356    35,014   705,017    52,559     4,048       253     2,686         0    17,784     3,555 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   21,308    -3,472       -81    25,184   -10,046       302        -1       185         0       706      -624 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      10.7       4.0      80.2       6.0       0.5       0.0       0.3       0.0       2.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       39        21         4         9        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   402,433                :
: Positions                                                                                                    :
:  329,107   287,525    26,087    75,334    25,309         0     5,165       501     4,736         0       240 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      112     8,414     2,980    -5,863     3,758         0     1,419       501      -124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      71.4       6.5      18.7       6.3       0.0       1.3       0.1       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       24        27         5         9         6         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   369,765                :
: Positions                                                                                                    :
:  305,167   238,667    34,848   108,021    13,916         0         0         0         0         7       737 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    7,088     1,624     1,320     3,901      -732         0         0         0      -210         7       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      64.5       9.4      29.2       3.8       0.0       0.0       0.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        30         5         7        10         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   220,087                :
: Positions                                                                                                    :
:  188,080   109,490    17,348    94,541     4,617         3         0     1,483       716       756       318 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    4,818     2,414    -1,708    -2,321       823    -1,773         0       685       271       343        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      49.7       7.9      43.0       2.1       0.0       0.0       0.7       0.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        19         .         8         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    76,065                :
: Positions                                                                                                    :
:   61,217    56,276     9,336    11,449     1,028         0       770         0         0     1,159        84 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    2,687     2,680       391       488       -88         0         0         0         0       -60         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      74.0      12.3      15.1       1.4       0.0       1.0       0.0       0.0       1.5       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 17, 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   116,796                :
: Positions                                                                                                    :
:   88,862    33,902    10,866    71,126     6,935     1,197         0     1,424         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    2,413     2,240      -514    -1,171        24      -612         0       153         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      29.0       9.3      60.9       5.9       1.0       0.0       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         .         5         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   158,482                :
: Positions                                                                                                    :
:  118,358    63,937    22,383    81,772     5,919         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -2,930     1,126     4,701     1,541    -1,107         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      40.3      14.1      51.6       3.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        11         5         6         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    91,044                :
: Positions                                                                                                    :
:   85,226    71,768         0    10,943        61         0         0         0       868         0       793 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      78.8       0.0      12.0       0.1       0.0       0.0       0.0       1.0       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         0         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    18,424                :
: Positions                                                                                                    :
:    8,779    14,058     3,224     2,310       426     4,352       210         0       806       682         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      540       296      -240       990       240     1,500       210         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      76.3      17.5      12.5       2.3      23.6       1.1       0.0       4.4       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        14         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   536,313                :
: Positions                                                                                                    :
:  384,461   189,599    35,718   292,703    33,968    25,768     4,167     1,581    40,043     1,008     1,560 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -6,140     1,334     5,332       864    -3,353     1,187       329      -389      -457       278       586 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      35.4       6.7      54.6       6.3       4.8       0.8       0.3       7.5       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        36         5         8         9         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   127,852                :
: Positions                                                                                                    :
:   79,105    81,170    26,089    19,810    15,350     3,927     2,654       428       824         0       276 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    6,414     1,362    -2,379     1,394       955         0      -968      -295       426         0       184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      63.5      20.4      15.5      12.0       3.1       2.1       0.3       0.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       14        15         5         .         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    17,877                :
: Positions                                                                                                    :
:   13,736    16,761       217       248         0         0       620         0       713         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,200     1,324         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      93.8       1.2       1.4       0.0       0.0       3.5       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        13         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    66,768                :
: Positions                                                                                                    :
:   37,514    44,080    17,939    13,402     4,184         0         0         0         0       551         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      66.0      26.9      20.1       6.3       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         4         4         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 2017           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AG                                                    Open Interest is    97,248                :
: Positions                                                                                                    :
:   90,979    68,681     3,654    22,504     1,642         0         0         0         0     2,966         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      70.6       3.8      23.1       1.7       0.0       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         6         .         5         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   129,163                :
: Positions                                                                                                    :
:   87,136   110,637    11,722    12,271     1,505    26,443       372         0     1,922     3,421         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    2,312     2,432         0      -360       360         0         0         0         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      85.7       9.1       9.5       1.2      20.5       0.3       0.0       1.5       2.6       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 17, 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   136,033                :
: Positions                                                                                                    :
:  132,935   132,737       801         0         0         0         0         0       620       540         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,903     1,692         0         0         0         0         0         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.7      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:    30                     :
:       17        18         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   264,581                :
: Positions                                                                                                    :
:  200,405   185,193    23,385    35,051    32,231         0       460     1,653     1,851         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    6,563     3,246       -88     3,488    -2,337         0      -278       231         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      70.0       8.8      13.2      12.2       0.0       0.2       0.6       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       29        29         .         4         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    68,781                :
: Positions                                                                                                    :
:   43,050    42,518     9,688    10,966     6,362         0       539       997         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      61.8      14.1      15.9       9.2       0.0       0.8       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   106,280                :
: Positions                                                                                                    :
:   90,520    84,225     5,573    13,906     5,680     1,726         0       965         0       540         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    4,188     5,222        90      -390         0     1,212         0      -946         0       540         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      79.2       5.2      13.1       5.3       1.6       0.0       0.9       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        18         .         4         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   135,870                :
: Positions                                                                                                    :
:   90,800   121,031    23,798     3,432     2,848     2,453         0       498     8,940         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,753       911       180     1,750    -1,778      -172         0       226       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      89.1      17.5       2.5       2.1       1.8       0.0       0.4       6.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   113,159                :
: Positions                                                                                                    :
:   73,750   102,789    30,787     4,583     1,777         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,342     1,663     3,271        91      -120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      90.8      27.2       4.1       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        13         6         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    62,414                :
: Positions                                                                                                    :
:   62,135    59,033         0     2,792         0         0         0         0         0       465         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      578    -1,718         0     2,296         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.6      94.6       0.0       4.5       0.0       0.0       0.0       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        15         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   150,336                :
: Positions                                                                                                    :
:  125,448   110,011         0    25,967    10,837         0         0         0     4,300         0        78 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    2,845     4,057         0     1,910      -579         0         0         0     2,327         0       -46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      73.2       0.0      17.3       7.2       0.0       0.0       0.0       2.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         0         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   155,161                :
: Positions                                                                                                    :
:  108,598   101,523    11,320    22,121    15,957         0     1,138     7,628         0       772       776 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    7,878     5,329    -1,053       967       674         0       186      -314         0       772       776 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      65.4       7.3      14.3      10.3       0.0       0.7       4.9       0.0       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        16         4         5         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    17,298                :
: Positions                                                                                                    :
:   14,183    16,692       448         0       420         0         0         0     1,302         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,924     2,340        76      -344       -76         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      96.5       2.6       0.0       2.4       0.0       0.0       0.0       7.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    16,240       248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:        0         0      -150         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.3      97.4      60.3       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 17, 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   179,436                :
: Positions                                                                                                    :
:  101,069   120,369    60,243    45,534     3,678       621         0       459     7,035         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    7,046     3,117      -801      -312      -182       180    -1,267      -328    -1,224         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      67.1      33.6      25.4       2.0       0.3       0.0       0.3       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        23         5         6         7         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   104,066                :
: Positions                                                                                                    :
:   85,100    71,235    12,307    24,696     1,943         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -1,179       178       627         0       -22         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      68.5      11.8      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        19         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    98,364                :
: Positions                                                                                                    :
:   53,459    78,540    35,683    15,144       636         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,573     1,271         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      79.8      36.3      15.4       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        13         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    68,534                :
: Positions                                                                                                    :
:   40,353    42,136    11,229    15,148     8,123         0       360         0     2,736         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      216       183      -151      -118        28         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      61.5      16.4      22.1      11.9       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 17, 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    21,635                :
: Positions                                                                                                    :
:   20,519    20,056         0       680         0         0         0         0       837       868         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      660       600         0        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      92.7       0.0       3.1       0.0       0.0       0.0       0.0       3.9       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        14         0         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   123,950                :
: Positions                                                                                                    :
:   98,925    16,124     9,081    96,259     7,235         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    3,700      -393       458     1,422       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      13.0       7.3      77.7       5.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19         7         .         9         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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 1,371,570                :
: Positions                                                                                                    :
:  145,992   190,115   171,809    93,352   138,087   267,525   203,297   290,130   121,273   241,481   172,129 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -1,017     5,894   -12,968    -1,622     7,966      -354   -29,243    12,105    -6,576    -1,305       899 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      13.9      12.5       6.8      10.1      19.5      14.8      21.2       8.8      17.6      12.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   341                     :
:       45        35        27        11        29        63        69        78        64        39        71 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   403,759                :
: Positions                                                                                                    :
:   72,389    47,335     6,851    82,192    45,137     8,327     8,501    18,626   224,940   175,790    16,052 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:   -2,343    -2,910      -400     1,360       587       264     1,293      -512     4,710     1,632      -156 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      11.7       1.7      20.4      11.2       2.1       2.1       4.6      55.7      43.5       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       24        25         .        11        13         4         .         5        15        15        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   121,590                :
: Positions                                                                                                    :
:   30,704    14,494    25,033    32,313    13,800     3,162    23,755     9,928    20,684    10,874    10,651 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      517     1,072      -636     1,315       659       174     1,450      -744     5,345     1,354        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.3      11.9      20.6      26.6      11.3       2.6      19.5       8.2      17.0       8.9       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       10        12         9         5        13         5         6         4        13         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    49,980                :
: Positions                                                                                                    :
:    8,280    13,892    15,200     1,528    16,105       307     1,451     2,685     1,327     8,243     6,076 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:     -285      -981    -1,715     1,124     1,954       -50       -21        53       102    -2,070     1,335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.6      27.8      30.4       3.1      32.2       0.6       2.9       5.4       2.7      16.5      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        .         5         7         .         8         .         .         .         5         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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 1,228,795                :
: Positions                                                                                                    :
:  299,809   174,682    98,540   838,477   120,254   168,810     4,555    46,264   449,675    12,602    20,207 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      942     5,880     1,488     3,862     1,127     5,555         0      -390     1,907     1,610      -104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.4      14.2       8.0      68.2       9.8      13.7       0.4       3.8      36.6       1.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       32        28         4        15        14         8         .         5        12         4        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   209,738                :
: Positions                                                                                                    :
:   46,259    32,724   112,237    84,011    17,375     3,317    26,235     9,595     1,188    19,051    15,768 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      492        29       147       428       763       452    -2,190       152      -594     1,405       -99 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.1      15.6      53.5      40.1       8.3       1.6      12.5       4.6       0.6       9.1       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       14        15        14         5        14         .         4         5         4        12        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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     2,717                :
: Positions                                                                                                    :
:      904     1,950       200         0       149         0         0         0       529        18       223 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:       20       185       102         0       -21         0         0         0        17         2        57 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.3      71.8       7.4       0.0       5.5       0.0       0.0       0.0      19.5       0.7       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        21         .         0         .         0         0         0         5         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    21,019                :
: Positions                                                                                                    :
:   19,499     8,390       933    10,565         0         0         0         0       371     1,764         0 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:    1,179        97       -62     1,095         0         0         0         0        75         0       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      39.9       4.4      50.3       0.0       0.0       0.0       0.0       1.8       8.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        15         .         7         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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   107,394                :
: Positions                                                                                                    :
:   76,576    84,001     9,129     9,637     5,912     3,958       813     1,712     5,598     1,243     3,664 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      354     1,822      -381      -421       268       825       324      -455       880       -40       757 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      78.2       8.5       9.0       5.5       3.7       0.8       1.6       5.2       1.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   113                     :
:       53        54         6         7         9         6         .         5        20         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    70,244                :
: Positions                                                                                                    :
:   40,618    55,123     9,532     4,730     6,662     2,163         0     1,374     9,095     1,180       560 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:     -512      -588      -276         0       -60       135         0         0        80         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      78.5      13.6       6.7       9.5       3.1       0.0       2.0      12.9       1.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        27         4         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    40,862                :
: Positions                                                                                                    :
:   34,993    28,464       449     6,920     1,196     1,011         0       120     2,198     3,344       361 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:        4       195       413       143      -273      -310         0        95       196       -40       -46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      69.7       1.1      16.9       2.9       2.5       0.0       0.3       5.4       8.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       30        34         .         6         7         4         0         .        11         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 17, 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    10,541                :
: Positions                                                                                                    :
:    7,997     5,400     1,237     3,965        92         0         0         0       795       534       280 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      310       310         0         0        60         0         0         0        65        65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      51.2      11.7      37.6       0.9       0.0       0.0       0.0       7.5       5.1       2.7 :
:                                                                                                              :
: 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 17, 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    17,276                :
: Positions                                                                                                    :
:   12,952     7,651     1,289     5,428       254        55         0       120       878     2,615       916 :
:                                                                                                              :
: Changes from:     October 10, 2017                                                                           :
:      186       -64      -100        10        39       -45         0        60        27        97       172 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      44.3       7.5      31.4       1.5       0.3       0.0       0.7       5.1      15.1       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        17         4         4         4         .         0         .         4         6         5 :
----------------------------------------------------------------------------------------------------------------



Updated October 20, 2017