Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 5,084,377                :
: Positions                                                                                                    :
:2,855,894 1,224,553   331,255 2,890,659   237,380   527,545    15,699   242,626   419,578    21,564   437,139 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:   -5,802    28,259    -2,920    41,610     2,075    -2,939     3,918    24,630    78,331    -3,996   -37,808 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      24.1       6.5      56.9       4.7      10.4       0.3       4.8       8.3       0.4       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      105        87         8        18        19        18         6        17        44        14        43 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   298,273                :
: Positions                                                                                                    :
:   20,156    39,304   147,701    25,729    26,808     1,869   124,603    28,146    30,542    12,538    40,510 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,082     4,596     1,546     1,208        -9       751    -5,905     7,492     4,831     9,311    -1,430 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.8      13.2      49.5       8.6       9.0       0.6      41.8       9.4      10.2       4.2      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       13        13        11         4        10         .         4         4        10         7        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   218,035                :
: Positions                                                                                                    :
:  117,354   177,760    64,177    11,046    10,521     8,329     5,856     2,465         0       690     3,742 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    5,698     2,034    -1,921      -369       461        65         0      -136      -219        58     1,093 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      81.5      29.4       5.1       4.8       3.8       2.7       1.1       0.0       0.3       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        19         7         .         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   114,699                :
: Positions                                                                                                    :
:   97,203    64,369     1,202    33,657     6,956       248         0         0       104     2,946     3,218 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    5,353     3,429      -160     3,905      -362       248         0         0      -109      -645     2,053 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      56.1       1.0      29.3       6.1       0.2       0.0       0.0       0.1       2.6       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        20         .         6         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   239,364                :
: Positions                                                                                                    :
:  180,214    74,041    26,967   134,773    17,261     1,767         0     2,113         0       456       310 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,290    -4,898    -5,286      -220      -746       681         0      -183      -490        81      -225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      30.9      11.3      56.3       7.2       0.7       0.0       0.9       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        13         6         5         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   840,141                :
: Positions                                                                                                    :
:  745,836    68,228    36,539   703,808    45,136         0       180     2,408         0    17,299       676 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    4,717    -2,805     1,204     9,448       720         0      -367      -368         0       217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8       8.1       4.3      83.8       5.4       0.0       0.0       0.3       0.0       2.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       38        22         4         9        12         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   395,700                :
: Positions                                                                                                    :
:  309,367   277,711    26,788    83,470    28,944         0       646     1,351     4,368         0       240 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      326     2,693       619       401       385         0       211       652         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      70.2       6.8      21.1       7.3       0.0       0.2       0.3       1.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       25        29         5         9         6         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   363,621                :
: Positions                                                                                                    :
:  303,076   232,783    38,600   111,349    12,341       127         0     1,104         0       189       338 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,211     2,668       544      -633       955         0         0         0         0      -489       154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      64.0      10.6      30.6       3.4       0.0       0.0       0.3       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        28         6         7        10         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   226,497                :
: Positions                                                                                                    :
:  188,848   104,553    16,234   107,532     4,567     1,887         0       937     1,036       413       105 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,172      -318         0     3,324         0      -887         0       292       434         0      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      46.2       7.2      47.5       2.0       0.8       0.0       0.4       0.5       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        24         .         8         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    76,472                :
: Positions                                                                                                    :
:   63,140    57,274     7,378    12,141       974         0         0         0         0     1,106       292 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:     -268       804       280        -6         0         0         0         0         0    -1,088        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      74.9       9.6      15.9       1.3       0.0       0.0       0.0       0.0       1.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        16         .         .         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    29,484                :
: Positions                                                                                                    :
:   21,076    27,302     6,186     1,338         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,736     2,418       868       248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      92.6      21.0       4.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        13         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   122,124                :
: Positions                                                                                                    :
:   91,070    37,148    17,257    72,161     5,024         0       584     1,718         0       250       279 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    3,015     2,631     4,149       186    -1,893         0       180       -56         0         0        52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      30.4      14.1      59.1       4.1       0.0       0.5       1.4       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   162,459                :
: Positions                                                                                                    :
:  122,713    67,414    21,698    83,141     7,675         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      536       379       256         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      41.5      13.4      51.2       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        14         4         7         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    99,556                :
: Positions                                                                                                    :
:   94,278    78,693         0    13,089        61         0         0         0     1,264         0       793 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,803     2,059         0       856         0         0         0         0       726         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.7      79.0       0.0      13.1       0.1       0.0       0.0       0.0       1.3       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        13         0         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    29,340                :
: Positions                                                                                                    :
:   10,840    27,174     3,194         0       966    11,730       210         0     1,950         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,860     4,340         0         0         0     2,480         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      92.6      10.9       0.0       3.3      40.0       0.7       0.0       6.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        8        18         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   518,584                :
: Positions                                                                                                    :
:  352,971   180,629    24,145   286,727    31,169    41,968     4,975     1,161    44,663       815     2,411 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:   -5,030     1,757       -95        64    -6,397       862     2,666       301     5,544       -62       792 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      34.8       4.7      55.3       6.0       8.1       1.0       0.2       8.6       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       39        36         .        12        11         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   141,126                :
: Positions                                                                                                    :
:   86,672    88,549    28,387    23,117    16,255     3,927     3,356       324         0       583        93 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    7,863     5,305      -526     1,460      -812         0     3,356       324         0       121       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      62.7      20.1      16.4      11.5       2.8       2.4       0.2       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        14         4         .         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    64,299                :
: Positions                                                                                                    :
:   34,836    45,115    20,296    11,673     3,597         0         0         0         0       242        62 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      573       543         0         0         0         0         0         0         0       242        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      70.2      31.6      18.2       5.6       0.0       0.0       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        11         5         4         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    99,793                :
: Positions                                                                                                    :
:   93,117    70,291     4,185    21,764     1,226       372         0         0       434     2,066         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    4,480     4,914      -124         0       124       372         0         0       434         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      70.4       4.2      21.8       1.2       0.4       0.0       0.0       0.4       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12         8         .         5         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   119,930                :
: Positions                                                                                                    :
:   67,818    99,319    11,990    13,515       976    34,692         0         0     4,124     5,310         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,201     2,945       -62         0        62       372         0         0       434         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      82.8      10.0      11.3       0.8      28.9       0.0       0.0       3.4       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       21        35         5         .         .         6         0         0         8         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   118,924                :
: Positions                                                                                                    :
:  116,928   115,425     1,242       532       212         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      558      -248         0       532       212         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.3      97.1       1.0       0.4       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   280,548                :
: Positions                                                                                                    :
:  199,679   201,986    54,401    52,090    19,293     1,042       441     1,268     1,671         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    7,621     7,684       953      -946    -1,959         0       229       -72         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      72.0      19.4      18.6       6.9       0.4       0.2       0.5       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       29        27         .         5         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    69,603                :
: Positions                                                                                                    :
:   43,120    52,179    10,434     5,965     5,637       284         0     1,222       472         0       310 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,176     3,154       642      -519        35       214         0         0      -614         0       310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      75.0      15.0       8.6       8.1       0.4       0.0       1.8       0.7       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        13         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   105,288                :
: Positions                                                                                                    :
:   90,360    85,663     4,468    12,632     3,807     1,084         0     1,058       248       434         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,253       943      -155       428         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      81.4       4.2      12.0       3.6       1.0       0.0       1.0       0.2       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        18         .         4         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #0233BA                                                    Open Interest is    35,974                :
: Positions                                                                                                    :
:   25,353    23,791       844     4,712     6,244       781         0       460         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,347     2,190         0      -251         0       363         0       -19         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      66.1       2.3      13.1      17.4       2.2       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         .         4         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   135,723                :
: Positions                                                                                                    :
:   81,807   119,895    32,073     3,530     3,387     1,239         0       408     9,223         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,694     5,888     3,798         0      -224      -333         0       180         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      88.3      23.6       2.6       2.5       0.9       0.0       0.3       6.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   114,730                :
: Positions                                                                                                    :
:   76,345   105,330    29,564     4,022     1,972         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,809     3,516     1,349         0       214         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      91.8      25.8       3.5       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         6         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    60,341                :
: Positions                                                                                                    :
:   60,341    57,865         0     1,692         0         0         0         0         0       510         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      837       713         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:    100.0      95.9       0.0       2.8       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   158,892                :
: Positions                                                                                                    :
:  128,875   120,852     8,646    22,781     9,189         0         0         0     3,316        18       261 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,862     4,373     1,762    -1,165      -708         0         0         0       620        18       261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      76.1       5.4      14.3       5.8       0.0       0.0       0.0       2.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   157,775                :
: Positions                                                                                                    :
:  113,933    98,746    12,155    26,758    14,333         0     3,675     7,129         0       978       465 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:   -1,360    -1,497     1,886       882      -226         0     1,210      -182         0      -284       465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      62.6       7.7      17.0       9.1       0.0       2.3       4.5       0.0       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        17         .         6         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   183,509                :
: Positions                                                                                                    :
:  106,868   131,198    54,762    36,922     7,326       310     2,018       376     5,811     2,028         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    5,170     7,186    -1,340    -1,989     1,193        62    -1,346       310         0       372         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      71.5      29.8      20.1       4.0       0.2       1.1       0.2       3.2       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        26         5         6         8         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   104,570                :
: Positions                                                                                                    :
:   84,333    74,391    13,116    20,896     1,708         0         0         0     1,718         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,950     3,709      -141    -2,692       -31         0         0         0       -62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      71.1      12.5      20.0       1.6       0.0       0.0       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         5         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    97,457                :
: Positions                                                                                                    :
:   57,528    76,566    33,521    15,163     1,134         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    3,744     3,633      -623         0       558         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      78.6      34.4      15.6       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        13         7         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    63,678                :
: Positions                                                                                                    :
:   41,705    40,337     6,872    12,052     8,816         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,769      -751    -4,245    -1,615        84         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      63.3      10.8      18.9      13.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    19,518                :
: Positions                                                                                                    :
:   18,738    15,294         0     1,334       240         0         0         0         0       810         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    1,588       558         0       186         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      78.4       0.0       6.8       1.2       0.0       0.0       0.0       0.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        10         0         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   146,342                :
: Positions                                                                                                    :
:  119,253    12,947    10,292   124,256     4,744       763         0         0       583         0       651 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    5,495       218      -266     5,528        35       763         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5       8.8       7.0      84.9       3.2       0.5       0.0       0.0       0.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16         6         .         9         7         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    77,217                :
: Positions                                                                                                    :
:   40,923    41,644    15,036    24,534     7,977         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    4,652      -395         0     2,889      -428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      53.9      19.5      31.8      10.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         9         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 1,341,767                :
: Positions                                                                                                    :
:  143,746   189,547   176,990    89,347   141,661   249,096   173,109   279,853   104,585   243,994   184,606 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,605     3,247   -19,926     5,702     9,525       -25   -33,576     8,209    -6,468     5,109     3,535 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      14.1      13.2       6.7      10.6      18.6      12.9      20.9       7.8      18.2      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   324                     :
:       45        35        26         9        28        61        59        81        67        39        68 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   412,715                :
: Positions                                                                                                    :
:   75,564    47,934     7,371    84,438    44,008    12,922     9,869    21,483   218,181   170,809    19,294 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    5,003     5,262      -402     1,651     4,086       290       274       936     3,028      -451        72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.3      11.6       1.8      20.5      10.7       3.1       2.4       5.2      52.9      41.4       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       23        24         .        10        11         5         .         6        14        14        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   123,782                :
: Positions                                                                                                    :
:   30,055    17,049    21,539    28,697    16,080     4,144    24,573    10,540    23,446    11,573    10,339 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:   -1,635       300       -58       426       396       864      -129      -465     1,649       764       582 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.3      13.8      17.4      23.2      13.0       3.3      19.9       8.5      18.9       9.3       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       10        11         8         6        14         5         5         5        10        12        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    46,641                :
: Positions                                                                                                    :
:    6,196    14,101    18,044     1,494    12,078         8     1,174     4,033     1,248     8,727     5,034 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:     -923    -1,106       364        11       -27         0       -87       752        39       662       450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      30.2      38.7       3.2      25.9       0.0       2.5       8.6       2.7      18.7      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        .         5         7         .         7         .         .         .         6         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    61,042                :
: Positions                                                                                                    :
:    7,207    12,466    26,817    13,470    11,780         0     2,502     2,898     4,985    10,738     4,534 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      20.4      43.9      22.1      19.3       0.0       4.1       4.7       8.2      17.6       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         4         .         4         5         0         .         .         4         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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 1,220,861                :
: Positions                                                                                                    :
:  298,701   171,335    99,689   841,200   118,622   160,118     4,392    45,188   450,461     6,960    22,654 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,554     3,346       345     3,197     3,700    13,612         0    -1,100    -9,110       823     1,622 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.5      14.0       8.2      68.9       9.7      13.1       0.4       3.7      36.9       0.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       33        29         4        15        14         7         .         4        12         4        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   215,330                :
: Positions                                                                                                    :
:   44,294    32,392   104,874    79,182    18,435    11,967    28,450     9,933     4,780    22,181    16,840 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    4,010       351      -426     2,858     3,276    -1,378     1,290     1,127       998    -1,202     3,694 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.6      15.0      48.7      36.8       8.6       5.6      13.2       4.6       2.2      10.3       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       11        14        14         5        14         .         5         7         6        11        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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     2,979                :
: Positions                                                                                                    :
:    1,094     1,997         6         0       203         0         0         0       861        67       246 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:       62        90        -9         0       -12         0         0         0        66         0        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      67.0       0.2       0.0       6.8       0.0       0.0       0.0      28.9       2.2       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        19         .         0         .         0         0         0         8         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    25,872                :
: Positions                                                                                                    :
:   24,153     8,006         0    13,673       618        50         0         0       790     3,275        45 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      478       304         0       410         0        50         0         0       286       120       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      30.9       0.0      52.8       2.4       0.2       0.0       0.0       3.1      12.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       18        17         0         8         .         .         0         0         6         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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   109,578                :
: Positions                                                                                                    :
:   76,975    86,092     9,272     8,926     5,956     3,817       793     2,137     7,229     1,929     3,297 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,674     1,131      -749       363     1,000      -249         8       153      -147       114       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      78.6       8.5       8.1       5.4       3.5       0.7       2.0       6.6       1.8       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   118                     :
:       57        56         6         7         8         8         .         5        17        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    64,981                :
: Positions                                                                                                    :
:   37,139    47,560     7,602     5,930     7,757     2,193       135     1,335     8,115     1,103       525 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      632    -1,072    -1,005       240     1,137         0       135         0         0        74         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      73.2      11.7       9.1      11.9       3.4       0.2       2.1      12.5       1.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       21        26         5         4         4         4         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    42,050                :
: Positions                                                                                                    :
:   35,535    27,585       839     9,935       600     1,021         0       265     2,956     2,726       505 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:    2,522       -63      -206     2,014      -210      -270         0       115      -275      -200      -226 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      65.6       2.0      23.6       1.4       2.4       0.0       0.6       7.0       6.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       31        33         .         7         5         4         0         .        11         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 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    11,955                :
: Positions                                                                                                    :
:    9,843     5,118       783     5,699        16         0         0         0       612       536       314 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      974       465         0       644         0         0         0         0       115         0        41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      42.8       6.5      47.7       0.1       0.0       0.0       0.0       5.1       4.5       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       19        22         .         7         .         0         0         0         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 14, 2017          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,878                :
: Positions                                                                                                    :
:   12,301     7,998     1,163     4,795       186        45         0       120     1,036     2,422     1,024 :
:                                                                                                              :
: Changes from:     November 7, 2017                                                                           :
:      211       231       -45         0       -54       -10         0         0        40       -50       129 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      47.4       6.9      28.4       1.1       0.3       0.0       0.7       6.1      14.4       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        18         .         4         4         .         0         .         6         7         6 :
----------------------------------------------------------------------------------------------------------------



Updated November 17, 2017