NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,572,009: 2,968,939  1,261,163    434,290  3,067,186    338,474    663,165     11,119    260,562    311,255     64,593    556,591:   38,733    12,321
Old  : 5,572,009: 2,968,939  1,261,163    434,290  3,067,186    338,474    663,165     11,119    260,562    311,255     64,593    556,591:   38,733    12,321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    99,170:    79,068     30,457     -3,682      7,581     12,120    -27,620     -3,955     32,478    -16,129     -3,186     24,242:   -1,307      -567
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       22.6        7.8       55.0        6.1       11.9        0.2        4.7        5.6        1.2       10.0:      0.7       0.2
Old  :     100.0:      53.3       22.6        7.8       55.0        6.1       11.9        0.2        4.7        5.6        1.2       10.0:      0.7       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:       113         99          7         19         21         20          .         16         41         20         43:
Old  :       230:       113         99          7         19         21         20          .         16         41         20         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       34.6       42.4       49.8       23.1       34.0       36.0       44.1
Old  :                 26.3       34.6       42.4       49.8       23.1       34.0       36.0       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  : 1,750,868:   201,909    206,712     24,231    106,692    560,017     86,238      1,657    484,970     26,300     25,436    364,049:    3,154     1,334
Old  : 1,750,868:   201,909    206,712     24,231    106,692    560,017     86,238      1,657    484,970     26,300     25,436    364,049:    3,154     1,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    75,283:    14,296     13,092      8,876      3,642       -117     -9,800        150     23,946     15,845     11,511     22,565:     -329       493
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.5       11.8        1.4        6.1       32.0        4.9        0.1       27.7        1.5        1.5       20.8:      0.2       0.1
Old  :     100.0:      11.5       11.8        1.4        6.1       32.0        4.9        0.1       27.7        1.5        1.5       20.8:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        96:        40         39          9          9         17          7          4         10         14         11         18:
Old  :        96:        40         39          9          9         17          7          4         10         14         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       55.5       72.7       72.4        5.7        5.6        7.0        7.9
Old  :                 55.9       55.5       72.7       72.4        5.7        5.6        7.0        7.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   198,775:    94,408    176,439     72,768     11,434      3,672      4,380      1,390      2,571      2,972          0      1,040:   16,964     2,229
Old  :   198,775:    94,408    176,439     72,768     11,434      3,672      4,380      1,390      2,571      2,972          0      1,040:   16,964     2,229
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     3,905:     2,789      3,817        290        663        430       -201        152        -22       -219     -1,439        396:      442       -92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.5       88.8       36.6        5.8        1.8        2.2        0.7        1.3        1.5        0.0        0.5:      8.5       1.1
Old  :     100.0:      47.5       88.8       36.6        5.8        1.8        2.2        0.7        1.3        1.5        0.0        0.5:      8.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        27         27          5          .          6          .          .          .          .          0          .:
Old  :        48:        27         27          5          .          6          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       55.0       60.5       78.9       44.4       47.0       55.5       65.5
Old  :                 45.9       55.0       60.5       78.9       44.4       47.0       55.5       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    96,162:    84,424     65,067        149     22,694      4,203          0          0          0      3,387          0          0:    3,999     4,198
Old  :    96,162:    84,424     65,067        149     22,694      4,203          0          0          0      3,387          0          0:    3,999     4,198
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -1,769:    -3,678     -1,427        149       -230        -53          0          0          0      1,780          0        -60:       93         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.8       67.7        0.2       23.6        4.4        0.0        0.0        0.0        3.5        0.0        0.0:      4.2       4.4
Old  :     100.0:      87.8       67.7        0.2       23.6        4.4        0.0        0.0        0.0        3.5        0.0        0.0:      4.2       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        24         25          .          5          4          0          0          0          .          0          0:
Old  :        38:        24         25          .          5          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       45.5       76.0       63.6       56.6       45.1       66.8       56.7
Old  :                 58.5       45.5       76.0       63.6       56.6       45.1       66.8       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   240,550:   186,694     81,150     20,443    131,102     17,802      2,356          0      1,057          0      1,286        372:   11,826     7,781
Old  :   240,550:   186,694     81,150     20,443    131,102     17,802      2,356          0      1,057          0      1,286        372:   11,826     7,781
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     8,115:     6,991      5,363       -782       -319      2,707      1,173          0       -558       -161        919        161:   -1,416      -158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       33.7        8.5       54.5        7.4        1.0        0.0        0.4        0.0        0.5        0.2:      4.9       3.2
Old  :     100.0:      77.6       33.7        8.5       54.5        7.4        1.0        0.0        0.4        0.0        0.5        0.2:      4.9       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         18          6          6          6          .          0          .          0          .          .:
Old  :        40:        22         18          6          6          6          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       59.1       77.1       74.0       58.2       58.8       67.7       71.0
Old  :                 63.4       59.1       77.1       74.0       58.2       58.8       67.7       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   981,672:   877,241    166,494     25,562    724,176     56,845          0      2,051      3,645        784     16,617      6,155:   11,440     5,689
Old  :   981,672:   877,241    166,494     25,562    724,176     56,845          0      2,051      3,645        784     16,617      6,155:   11,440     5,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     3,121:     2,633      7,549      2,564     -2,745     -1,723          0        202        510        200       -128       -514:     -549       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       17.0        2.6       73.8        5.8        0.0        0.2        0.4        0.1        1.7        0.6:      1.2       0.6
Old  :     100.0:      89.4       17.0        2.6       73.8        5.8        0.0        0.2        0.4        0.1        1.7        0.6:      1.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        39         21          6          8         11          0          .          .          .          .          .:
Old  :        59:        39         21          6          8         11          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       60.0       61.5       81.7       34.7       59.6       54.2       75.2
Old  :                 41.8       60.0       61.5       81.7       34.7       59.6       54.2       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   435,184:   351,657    304,180     24,885     92,557     31,380          0          0          0      7,049          0          0:   20,213     7,067
Old  :   435,184:   351,657    304,180     24,885     92,557     31,380          0          0          0      7,049          0          0:   20,213     7,067
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -1,487:    -2,375      1,791       -826     -2,061       -113          0     -1,075     -1,027        897          0          0:    1,957       998
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       69.9        5.7       21.3        7.2        0.0        0.0        0.0        1.6        0.0        0.0:      4.6       1.6
Old  :     100.0:      80.8       69.9        5.7       21.3        7.2        0.0        0.0        0.0        1.6        0.0        0.0:      4.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        28         35          4          9          7          0          0          0          .          0          0:
Old  :        56:        28         35          4          9          7          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       38.0       78.3       57.9       57.7       35.6       70.8       52.8
Old  :                 60.2       38.0       78.3       57.9       57.7       35.6       70.8       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   427,687:   361,454    302,798     27,792     97,712     20,135          0          0          0      1,942          0        546:   15,818     6,496
Old  :   427,687:   361,454    302,798     27,792     97,712     20,135          0          0          0      1,942          0        546:   15,818     6,496
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -348:     2,469        393     -2,343       -469       -337       -609          0       -879        528          0        -19:      842       963
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       70.8        6.5       22.8        4.7        0.0        0.0        0.0        0.5        0.0        0.1:      3.7       1.5
Old  :     100.0:      84.5       70.8        6.5       22.8        4.7        0.0        0.0        0.0        0.5        0.0        0.1:      3.7       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        32         30          4          8         10          0          0          0          .          0          .:
Old  :        54:        32         30          4          8         10          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       43.7       68.3       65.5       45.7       42.4       58.2       59.6
Old  :                 51.6       43.7       68.3       65.5       45.7       42.4       58.2       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   201,496:   179,479    110,024     10,913     77,403      2,043        505          0      1,598          0      2,139        124:    6,834     8,165
Old  :   201,496:   179,479    110,024     10,913     77,403      2,043        505          0      1,598          0      2,139        124:    6,834     8,165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     9,540:    17,007     -3,256     -3,556      8,889       -872     -1,835          0      1,090       -356      2,139          0:   -1,938     1,550
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.1       54.6        5.4       38.4        1.0        0.3        0.0        0.8        0.0        1.1        0.1:      3.4       4.1
Old  :     100.0:      89.1       54.6        5.4       38.4        1.0        0.3        0.0        0.8        0.0        1.1        0.1:      3.4       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        29         23          .          7          6          .          0          .          0          .          .:
Old  :        45:        29         23          .          7          6          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       40.4       73.1       68.0       52.0       40.2       67.1       66.0
Old  :                 55.0       40.4       73.1       68.0       52.0       40.2       67.1       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    89,268:    61,682     71,332     14,003      3,060      1,955        201          0      1,005      5,251      3,407        496:    4,675     8,013
Old  :    89,268:    61,682     71,332     14,003      3,060      1,955        201          0      1,005      5,251      3,407        496:    4,675     8,013
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -1,924:    -2,734     -2,902     -1,630          0       -325        -22          0        118         91       -386        441:    2,137     1,130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.1       79.9       15.7        3.4        2.2        0.2        0.0        1.1        5.9        3.8        0.6:      5.2       9.0
Old  :     100.0:      69.1       79.9       15.7        3.4        2.2        0.2        0.0        1.1        5.9        3.8        0.6:      5.2       9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         18          5          .          4          .          0          .          .          .          .:
Old  :        35:        18         18          5          .          4          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       42.7       72.5       59.9       51.4       40.5       64.4       56.0
Old  :                 55.1       42.7       72.5       59.9       51.4       40.5       64.4       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,833:    26,828     23,012          0      5,139          0          0          0          0      1,416          0          0:      589       682
Old  :    28,833:    26,828     23,012          0      5,139          0          0          0          0      1,416          0          0:      589       682
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,488:       899        992          0        248          0          0          0          0        403          0          0:      186       248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.0       79.8        0.0       17.8        0.0        0.0        0.0        0.0        4.9        0.0        0.0:      2.0       2.4
Old  :     100.0:      93.0       79.8        0.0       17.8        0.0        0.0        0.0        0.0        4.9        0.0        0.0:      2.0       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         10          0          .          0          0          0          0          .          0          0:
Old  :        24:        14         10          0          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.2       63.4       88.9       87.9       70.2       63.4       87.3       87.9
Old  :                 70.2       63.4       88.9       87.9       70.2       63.4       87.3       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    99,998:    77,888     36,681      9,794     53,547      3,044          0         29      1,627          0          0          0:    7,645     5,070
Old  :    99,998:    77,888     36,681      9,794     53,547      3,044          0         29      1,627          0          0          0:    7,645     5,070
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,142:     1,595      1,245        365        735        242        -92         29        124          0          0          0:      -92      -233
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       36.7        9.8       53.5        3.0        0.0        0.0        1.6        0.0        0.0        0.0:      7.6       5.1
Old  :     100.0:      77.9       36.7        9.8       53.5        3.0        0.0        0.0        1.6        0.0        0.0        0.0:      7.6       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         12          .          5          4          0          .          .          0          0          0:
Old  :        26:        16         12          .          5          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       60.2       76.4       86.1       48.3       56.3       71.3       77.8
Old  :                 51.4       60.2       76.4       86.1       48.3       56.3       71.3       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   163,289:   121,968     76,843     28,937     78,263      4,572        837          0          0          0          0          0:    6,975     3,611
Old  :   163,289:   121,968     76,843     28,937     78,263      4,572        837          0          0          0          0          0:    6,975     3,611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,352:     1,300        558        727        478       -978        248          0          0          0          0          0:       55     1,294
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       47.1       17.7       47.9        2.8        0.5        0.0        0.0        0.0        0.0        0.0:      4.3       2.2
Old  :     100.0:      74.7       47.1       17.7       47.9        2.8        0.5        0.0        0.0        0.0        0.0        0.0:      4.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         16          5          7          8          .          0          0          0          0          0:
Old  :        40:        20         16          5          7          8          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       74.6       70.7       85.8       51.0       74.6       68.8       85.6
Old  :                 52.8       74.6       70.7       85.8       51.0       74.6       68.8       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    69,429:    63,318     49,691          0     16,407        880          0          0          0          0          0          0:    5,231     2,451
Old  :    69,429:    63,318     49,691          0     16,407        880          0          0          0          0          0          0:    5,231     2,451
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       496:       678        806          0       -186          0          0          0          0          0          0          0:     -182      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.2       71.6        0.0       23.6        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      7.5       3.5
Old  :     100.0:      91.2       71.6        0.0       23.6        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      7.5       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16         16          0          .          .          0          0          0          0          0          0:
Old  :        25:        16         16          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       47.3       78.8       73.8       44.3       44.0       57.7       62.0
Old  :                 57.7       47.3       78.8       73.8       44.3       44.0       57.7       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,511:    17,115     20,333        651        465          0      2,077          0         62          0          0          0:    1,606       651
Old  :    21,511:    17,115     20,333        651        465          0      2,077          0         62          0          0          0:    1,606       651
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     4,076:     1,348      4,382        279          0          0      2,077          0         62          0          0          0:      310      -368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       94.5        3.0        2.2        0.0        9.7        0.0        0.3        0.0        0.0        0.0:      7.5       3.0
Old  :     100.0:      79.6       94.5        3.0        2.2        0.0        9.7        0.0        0.3        0.0        0.0        0.0:      7.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17         15          .          .          0          .          0          .          0          0          0:
Old  :        29:        17         15          .          .          0          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       61.3       63.3       80.9       38.4       58.1       58.7       75.3
Old  :                 42.7       61.3       63.3       80.9       38.4       58.1       58.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   561,661:   419,870    182,529     47,271    327,318     36,606      9,621      2,604      1,007     37,820      2,911        786:    8,680     7,900
Old  :   561,661:   419,870    182,529     47,271    327,318     36,606      9,621      2,604      1,007     37,820      2,911        786:    8,680     7,900
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -4,280:    -4,980      4,955     -3,887    -13,858      3,206       -927          0         30        293        659        664:    1,321        64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       32.5        8.4       58.3        6.5        1.7        0.5        0.2        6.7        0.5        0.1:      1.5       1.4
Old  :     100.0:      74.8       32.5        8.4       58.3        6.5        1.7        0.5        0.2        6.7        0.5        0.1:      1.5       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        44         41          .         12          9          .          .          .          4          .          4:
Old  :        77:        44         41          .         12          9          .          .          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       56.3       51.5       68.4       30.1       55.1       45.1       61.7
Old  :                 31.0       56.3       51.5       68.4       30.1       55.1       45.1       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   109,385:    80,638     60,403      6,708     26,109     13,165      3,806          0          0        479      1,113        744:    3,845     7,851
Old  :   109,385:    80,638     60,403      6,708     26,109     13,165      3,806          0          0        479      1,113        744:    3,845     7,851
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -625:      -180     -1,197     -2,088      2,559        837          0     -2,822       -601        479     -1,444        713:      215     1,330
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       55.2        6.1       23.9       12.0        3.5        0.0        0.0        0.4        1.0        0.7:      3.5       7.2
Old  :     100.0:      73.7       55.2        6.1       23.9       12.0        3.5        0.0        0.0        0.4        1.0        0.7:      3.5       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         16          .          4          6          .          0          0          .          .          .:
Old  :        37:        20         16          .          4          6          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       51.6       61.8       78.3       35.9       47.3       55.2       65.3
Old  :                 39.3       51.6       61.8       78.3       35.9       47.3       55.2       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    16,782:    11,801     13,582      2,971      1,643         31          0          0          0        496          0          0:    1,483     1,526
Old  :    16,782:    11,801     13,582      2,971      1,643         31          0          0          0        496          0          0:    1,483     1,526
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,612:     1,364      1,054        -31        124         31          0          0          0          0          0          0:      248       403
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       80.9       17.7        9.8        0.2        0.0        0.0        0.0        3.0        0.0        0.0:      8.8       9.1
Old  :     100.0:      70.3       80.9       17.7        9.8        0.2        0.0        0.0        0.0        3.0        0.0        0.0:      8.8       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         11          .          .          .          0          0          0          .          0          0:
Old  :        24:        14         11          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       66.9       72.7       82.0       51.0       62.2       68.2       74.2
Old  :                 54.0       66.9       72.7       82.0       51.0       62.2       68.2       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    73,040:    37,965     45,056     28,902     18,544      4,238          0          0          0          0      1,057         90:    1,845     4,055
Old  :    73,040:    37,965     45,056     28,902     18,544      4,238          0          0          0          0      1,057         90:    1,845     4,055
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,939:     1,971        728        -60        424       -153          0          0          0          0        667        -65:      246       338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       61.7       39.6       25.4        5.8        0.0        0.0        0.0        0.0        1.4        0.1:      2.5       5.6
Old  :     100.0:      52.0       61.7       39.6       25.4        5.8        0.0        0.0        0.0        0.0        1.4        0.1:      2.5       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         7         10          6          4          5          0          0          0          0          .          .:
Old  :        22:         7         10          6          4          5          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       55.6       87.0       77.9       60.5       54.2       78.0       74.9
Old  :                 64.0       55.6       87.0       77.9       60.5       54.2       78.0       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   104,770:    89,579     73,583      3,178     17,343      7,038      3,309      2,790          0          0      1,302          0:    1,666     2,714
Old  :   104,770:    89,579     73,583      3,178     17,343      7,038      3,309      2,790          0          0      1,302          0:    1,666     2,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    13,216:     7,450     11,502      1,984      1,023       -124      3,309        310          0          0      1,302          0:      597      -797
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       70.2        3.0       16.6        6.7        3.2        2.7        0.0        0.0        1.2        0.0:      1.6       2.6
Old  :     100.0:      85.5       70.2        3.0       16.6        6.7        3.2        2.7        0.0        0.0        1.2        0.0:      1.6       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        14         21          .          4          .          .          .          0          0          .          0:
Old  :        42:        14         21          .          4          .          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       63.5       87.5       76.5       60.8       63.0       78.1       73.3
Old  :                 63.5       63.5       87.5       76.5       60.8       63.0       78.1       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   129,672:    73,546    101,415     22,288     17,810         31     27,993      5,828          0      3,317      3,689          0:    2,497       899
Old  :   129,672:    73,546    101,415     22,288     17,810         31     27,993      5,828          0      3,317      3,689          0:    2,497       899
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    13,347:     7,426     11,115      1,860        930          0      3,441        434          0        124      1,302          0:      496      -434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.7       78.2       17.2       13.7        0.0       21.6        4.5        0.0        2.6        2.8        0.0:      1.9       0.7
Old  :     100.0:      56.7       78.2       17.2       13.7        0.0       21.6        4.5        0.0        2.6        2.8        0.0:      1.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        19         38          .          5          .          5          .          0          6          6          0:
Old  :        74:        19         38          .          5          .          5          .          0          6          6          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       42.7       72.5       58.6       45.9       37.3       68.3       49.8
Old  :                 46.1       42.7       72.5       58.6       45.9       37.3       68.3       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   147,404:   144,103    142,259      2,406          0          0          0          0          0          0      1,259          0:      895     3,886
Old  :   147,404:   144,103    142,259      2,406          0          0          0          0          0          0      1,259          0:      895     3,886
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     4,491:     4,218      5,848        521          0          0          0          0          0          0       -496          0:     -248      -861
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.8       96.5        1.6        0.0        0.0        0.0        0.0        0.0        0.0        0.9        0.0:      0.6       2.6
Old  :     100.0:      97.8       96.5        1.6        0.0        0.0        0.0        0.0        0.0        0.0        0.9        0.0:      0.6       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        17         25          .          0          0          0          0          0          0          .          0:
Old  :        36:        17         25          .          0          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.2       71.0       93.0       86.7       74.3       68.1       87.3       83.2
Old  :                 75.2       71.0       93.0       86.7       74.3       68.1       87.3       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   259,755:   189,906    203,578     48,505     33,859     12,059      1,111          0      1,132          0          0          0:    7,042     9,127
Old  :   259,755:   189,906    203,578     48,505     33,859     12,059      1,111          0      1,132          0          0          0:    7,042     9,127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -2,409:    -2,944        875      4,489        490     -2,769        856          0       -215          0          0          0:   -1,826      -790
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       78.4       18.7       13.0        4.6        0.4        0.0        0.4        0.0        0.0        0.0:      2.7       3.5
Old  :     100.0:      73.1       78.4       18.7       13.0        4.6        0.4        0.0        0.4        0.0        0.0        0.0:      2.7       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        31         30          .          .          5          .          0          .          0          0          0:
Old  :        43:        31         30          .          .          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       50.4       73.2       67.0       52.4       42.6       63.1       56.1
Old  :                 58.3       50.4       73.2       67.0       52.4       42.6       63.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    20,089:    15,006     15,583      1,395          0          0          0        558          0        620      1,550          0:    3,068     2,398
Old  :    20,089:    15,006     15,583      1,395          0          0          0        558          0        620      1,550          0:    3,068     2,398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,201:     1,550      1,765        620          0          0          0         62          0        217        403          0:     -186       -29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       77.6        6.9        0.0        0.0        0.0        2.8        0.0        3.1        7.7        0.0:     15.3      11.9
Old  :     100.0:      74.7       77.6        6.9        0.0        0.0        0.0        2.8        0.0        3.1        7.7        0.0:     15.3      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         12          .          0          0          0          .          0          .          .          0:
Old  :        24:         9         12          .          0          0          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       53.3       78.2       74.5       53.6       53.3       71.6       70.9
Old  :                 55.1       53.3       78.2       74.5       53.6       53.3       71.6       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   121,981:   107,290     94,971      2,058     13,955      7,411          0        991      2,146          0        988         93:    2,983     1,426
Old  :   121,981:   107,290     94,971      2,058     13,955      7,411          0        991      2,146          0        988         93:    2,983     1,426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       583:       647     -1,007      1,342        355         54          0        155       -149          0        988         93:   -1,404        94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.0       77.9        1.7       11.4        6.1        0.0        0.8        1.8        0.0        0.8        0.1:      2.4       1.2
Old  :     100.0:      88.0       77.9        1.7       11.4        6.1        0.0        0.8        1.8        0.0        0.8        0.1:      2.4       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        16         23          .          5          6          0          .          .          0          .          .:
Old  :        37:        16         23          .          5          6          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       48.7       80.5       67.3       51.7       46.5       68.7       59.6
Old  :                 58.2       48.7       80.5       67.3       51.7       46.5       68.7       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   139,033:    94,356    124,073     26,813      2,805      3,765        276          0        690      4,873          0          0:    8,260     7,700
Old  :   139,033:    94,356    124,073     26,813      2,805      3,765        276          0        690      4,873          0          0:    8,260     7,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,435:     2,888      1,753     -1,317          0        738       -151          0        -59        302          0          0:       34         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       89.2       19.3        2.0        2.7        0.2        0.0        0.5        3.5        0.0        0.0:      5.9       5.5
Old  :     100.0:      67.9       89.2       19.3        2.0        2.7        0.2        0.0        0.5        3.5        0.0        0.0:      5.9       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        19         12          .          .          .          .          0          .          .          0          0:
Old  :        28:        19         12          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       74.0       74.0       88.6       48.1       71.3       65.5       80.5
Old  :                 52.2       74.0       74.0       88.6       48.1       71.3       65.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   124,662:    85,882    114,966     27,430      5,039      1,438          0          0          0        403          0          0:    9,509     3,219
Old  :   124,662:    85,882    114,966     27,430      5,039      1,438          0          0          0        403          0          0:    9,509     3,219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,931:     3,312      1,817        815       -890       -460          0          0          0        403          0          0:   -2,139     1,464
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       92.2       22.0        4.0        1.2        0.0        0.0        0.0        0.3        0.0        0.0:      7.6       2.6
Old  :     100.0:      68.9       92.2       22.0        4.0        1.2        0.0        0.0        0.0        0.3        0.0        0.0:      7.6       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         14          4          .          .          0          0          0          .          0          0:
Old  :        23:        14         14          4          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       76.7       80.7       90.0       57.9       74.9       77.5       84.9
Old  :                 60.0       76.7       80.7       90.0       57.9       74.9       77.5       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    76,766:    74,355     74,939      1,457      1,240          0          0          0          0          0          0          0:      954       587
Old  :    76,766:    74,355     74,939      1,457      1,240          0          0          0          0          0          0          0:      954       587
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    10,106:     9,300      9,424        620        620          0          0          0          0          0          0          0:      186        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.9       97.6        1.9        1.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.8
Old  :     100.0:      96.9       97.6        1.9        1.6        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         13          .          .          0          0          0          0          0          0          0:
Old  :        21:        11         13          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.9       87.4       94.4       94.4       81.0       80.3       87.8       86.2
Old  :                 81.9       87.4       94.4       94.4       81.0       80.3       87.8       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   116,926:    88,457     80,878      8,747     20,427     11,563          0          0          0        403        836        216:    7,540     3,006
Old  :   116,926:    88,457     80,878      8,747     20,427     11,563          0          0          0        403        836        216:    7,540     3,006
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -497:     1,046     -1,536        124      2,540     -1,836          0          0          0       -214        836       -280:      663      -221
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       69.2        7.5       17.5        9.9        0.0        0.0        0.0        0.3        0.7        0.2:      6.4       2.6
Old  :     100.0:      75.7       69.2        7.5       17.5        9.9        0.0        0.0        0.0        0.3        0.7        0.2:      6.4       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         16          .          .          .          0          0          0          .          .          .:
Old  :        29:        18         16          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       65.3       76.7       86.0       54.3       57.5       68.3       75.3
Old  :                 59.0       65.3       76.7       86.0       54.3       57.5       68.3       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   159,834:   108,186     92,140     12,896     27,618     19,386        189          0      8,196        528      4,396        247:   10,206     7,851
Old  :   159,834:   108,186     92,140     12,896     27,618     19,386        189          0      8,196        528      4,396        247:   10,206     7,851
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -222:    -1,050       -580        428     -1,066        856          0          0          0        527      1,534          0:     -983      -966
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       57.6        8.1       17.3       12.1        0.1        0.0        5.1        0.3        2.8        0.2:      6.4       4.9
Old  :     100.0:      67.7       57.6        8.1       17.3       12.1        0.1        0.0        5.1        0.3        2.8        0.2:      6.4       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         19          .          6          6          .          0          .          .          .          .:
Old  :        42:        25         19          .          6          6          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       62.3       56.8       76.4       32.2       52.1       44.1       62.1
Old  :                 39.0       62.3       56.8       76.4       32.2       52.1       44.1       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    28,855:    19,519     26,468      3,131        353        453        372          0          0      3,565        899         62:    1,753       620
Old  :    28,855:    19,519     26,468      3,131        353        453        372          0          0      3,565        899         62:    1,753       620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,883:     3,255      2,511        477        353         19          0          0          0       -744        -62         62:     -186         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       91.7       10.9        1.2        1.6        1.3        0.0        0.0       12.4        3.1        0.2:      6.1       2.1
Old  :     100.0:      67.6       91.7       10.9        1.2        1.6        1.3        0.0        0.0       12.4        3.1        0.2:      6.1       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         14          .          .          .          .          0          0          .          .          .:
Old  :        29:        12         14          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       62.7       70.9       81.3       45.6       62.7       69.3       75.4
Old  :                 45.6       62.7       70.9       81.3       45.6       62.7       69.3       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    35,097:    17,977     32,993     14,985        248        279        930          0          0          0        279          0:      926     1,298
Old  :    35,097:    17,977     32,993     14,985        248        279        930          0          0          0        279          0:      926     1,298
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    11,110:     5,452     11,048      5,871       -279        279         62          0          0          0          0          0:     -554        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       94.0       42.7        0.7        0.8        2.6        0.0        0.0        0.0        0.8        0.0:      2.6       3.7
Old  :     100.0:      51.2       94.0       42.7        0.7        0.8        2.6        0.0        0.0        0.0        0.8        0.0:      2.6       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         13          .          .          .          .          0          0          0          .          0:
Old  :        26:        11         13          .          .          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       70.1       88.5       88.5       78.6       66.0       85.6       84.5
Old  :                 79.1       70.1       88.5       88.5       78.6       66.0       85.6       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   192,735:   104,470    137,750     64,883     35,662      4,840          0      2,881          0     11,497      1,009        300:    6,745    10,293
Old  :   192,735:   104,470    137,750     64,883     35,662      4,840          0      2,881          0     11,497      1,009        300:    6,745    10,293
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     5,469:     3,917      5,493      2,064       -214        435          0        950          0       -455       -372          0:     -492      -823
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.2       71.5       33.7       18.5        2.5        0.0        1.5        0.0        6.0        0.5        0.2:      3.5       5.3
Old  :     100.0:      54.2       71.5       33.7       18.5        2.5        0.0        1.5        0.0        6.0        0.5        0.2:      3.5       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        28         24          4          5          7          0          .          0          .          .          .:
Old  :        45:        28         24          4          5          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       53.1       62.6       67.0       42.0       51.9       58.1       63.5
Old  :                 44.4       53.1       62.6       67.0       42.0       51.9       58.1       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                                                            Code-0233CS
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    17,675:    14,972     16,222      1,814        779        488          0          0          0          0          0          0:      401       186
Old  :    17,675:    14,972     16,222      1,814        779        488          0          0          0          0          0          0:      401       186
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.7       91.8       10.3        4.4        2.8        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       1.1
Old  :     100.0:      84.7       91.8       10.3        4.4        2.8        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          8          .          .          .          0          0          0          0          0          0:
Old  :        20:        10          8          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       83.9       87.6       96.0       64.8       82.9       87.6       91.5
Old  :                 64.8       83.9       87.6       96.0       64.8       82.9       87.6       91.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    95,002:    78,605     61,277        695     20,735      4,485        958          0          0      1,739          0         93:    8,427     8,412
Old  :    95,002:    78,605     61,277        695     20,735      4,485        958          0          0      1,739          0         93:    8,427     8,412
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    -1,290:        25     -1,943        -31      1,661     -1,641          0          0          0        243          0          0:      114       633
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       64.5        0.7       21.8        4.7        1.0        0.0        0.0        1.8        0.0        0.1:      8.9       8.9
Old  :     100.0:      82.7       64.5        0.7       21.8        4.7        1.0        0.0        0.0        1.8        0.0        0.1:      8.9       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         17          .          4          .          .          0          0          .          0          .:
Old  :        33:        19         17          .          4          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       39.4       69.3       65.1       38.9       35.5       53.2       57.1
Old  :                 45.5       39.4       69.3       65.1       38.9       35.5       53.2       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    92,492:    50,657     73,834     33,397     13,499        977          0          0          0          0          0          0:    7,461     4,182
Old  :    92,492:    50,657     73,834     33,397     13,499        977          0          0          0          0          0          0:    7,461     4,182
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -454:      -484       -826        139        -31        589          0          0          0          0          0          0:     -698      -186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.8       79.8       36.1       14.6        1.1        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       4.5
Old  :     100.0:      54.8       79.8       36.1       14.6        1.1        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         13          7          .          6          0          0          0          0          0          0:
Old  :        32:        18         13          7          .          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       65.2       61.6       83.8       33.4       64.6       53.8       78.6
Old  :                 40.0       65.2       61.6       83.8       33.4       64.6       53.8       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    79,931:    45,890     52,935     14,603     15,386      7,096          0          0          0      5,809        445        496:    6,037     3,573
Old  :    79,931:    45,890     52,935     14,603     15,386      7,096          0          0          0      5,809        445        496:    6,037     3,573
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,228:       188      2,511         94     -1,771         30          0          0          0        428        367       -124:      612       215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       66.2       18.3       19.2        8.9        0.0        0.0        0.0        7.3        0.6        0.6:      7.6       4.5
Old  :     100.0:      57.4       66.2       18.3       19.2        8.9        0.0        0.0        0.0        7.3        0.6        0.6:      7.6       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        11         17          .          .          .          0          0          0          .          .          .:
Old  :        29:        11         17          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       53.6       72.6       74.7       41.6       46.2       56.4       57.2
Old  :                 48.4       53.6       72.6       74.7       41.6       46.2       56.4       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    35,339:    29,488     33,727        496        961          0          0          0          0      3,906          0          0:    1,449       651
Old  :    35,339:    29,488     33,727        496        961          0          0          0          0      3,906          0          0:    1,449       651
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     4,247:     2,976      3,503        248        558          0          0          0          0      1,302          0          0:     -279       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       95.4        1.4        2.7        0.0        0.0        0.0        0.0       11.1        0.0        0.0:      4.1       1.8
Old  :     100.0:      83.4       95.4        1.4        2.7        0.0        0.0        0.0        0.0       11.1        0.0        0.0:      4.1       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         14          .          .          0          0          0          0          .          0          0:
Old  :        27:        12         14          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       72.2       83.9       88.0       62.0       71.8       83.3       85.6
Old  :                 62.0       72.2       83.9       88.0       62.0       71.8       83.3       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   117,594:    91,654     14,980      8,504     88,821      5,780        852          0          0      1,771          0          0:    9,033     8,013
Old  :   117,594:    91,654     14,980      8,504     88,821      5,780        852          0          0      1,771          0          0:    9,033     8,013
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,131:     1,017       -636        212        702         31          0          0          0          0          0          0:     -129     1,034
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       12.7        7.2       75.5        4.9        0.7        0.0        0.0        1.5        0.0        0.0:      7.7       6.8
Old  :     100.0:      77.9       12.7        7.2       75.5        4.9        0.7        0.0        0.0        1.5        0.0        0.0:      7.7       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        20          7          .          8          6          .          0          0          .          0          0:
Old  :        33:        20          7          .          8          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       65.7       62.3       84.4       38.4       63.4       58.6       77.1
Old  :                 39.2       65.7       62.3       84.4       38.4       63.4       58.6       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    75,138:    26,491     49,700     26,255      8,381     12,515          0          0          0          0          0          0:    9,877     4,542
Old  :    75,138:    26,491     49,700     26,255      8,381     12,515          0          0          0          0          0          0:    9,877     4,542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :      -854:       759     -1,099     -2,164       -151        427          0          0          0          0          0          0:      124       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       66.1       34.9       11.2       16.7        0.0        0.0        0.0        0.0        0.0        0.0:     13.1       6.0
Old  :     100.0:      35.3       66.1       34.9       11.2       16.7        0.0        0.0        0.0        0.0        0.0        0.0:     13.1       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13          8          .          4          4          0          0          0          0          0          0:
Old  :        23:        13          8          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       64.8       71.3       84.0       40.6       60.3       56.3       70.4
Old  :                 53.4       64.8       71.3       84.0       40.6       60.3       56.3       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,335,978:   139,680    189,181    154,457     90,413    153,763    253,583    180,045    266,836     81,997    199,185    211,686:   73,977    44,869
Old  : 1,335,978:   139,680    189,181    154,457     90,413    153,763    253,583    180,045    266,836     81,997    199,185    211,686:   73,977    44,869
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :   -29,903:    -4,667    -20,849     -2,722      6,955      3,480     -5,665     10,625    -19,637        321     -8,754     -2,209:    1,197       487
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       14.2       11.6        6.8       11.5       19.0       13.5       20.0        6.1       14.9       15.8:      5.5       3.4
Old  :     100.0:      10.5       14.2       11.6        6.8       11.5       19.0       13.5       20.0        6.1       14.9       15.8:      5.5       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       332:        40         35         25         11         26         59         66         80         70         45         74:
Old  :       332:        40         35         25         11         26         59         66         80         70         45         74:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       21.6       31.1       33.3       10.5       17.4       14.9       22.4
Old  :                 19.9       21.6       31.1       33.3       10.5       17.4       14.9       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   562,128:   105,987    119,296     24,595     70,077    167,466     75,090      1,198     51,836     10,362     29,984    119,310:    7,481     2,961
Old  :   562,128:   105,987    119,296     24,595     70,077    167,466     75,090      1,198     51,836     10,362     29,984    119,310:    7,481     2,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       214:     1,095      3,442     -5,073     -5,797       -972     13,075     -1,444     -1,482     -7,961      5,616      1,236:      296      -385
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.9       21.2        4.4       12.5       29.8       13.4        0.2        9.2        1.8        5.3       21.2:      1.3       0.5
Old  :     100.0:      18.9       21.2        4.4       12.5       29.8       13.4        0.2        9.2        1.8        5.3       21.2:      1.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        36         33          7         16         22         26          8         23         23         19         33:
Old  :       136:        36         33          7         16         22         26          8         23         23         19         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       25.1       47.5       43.0       13.0        8.3       15.7       12.3
Old  :                 30.6       25.1       47.5       43.0       13.0        8.3       15.7       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   400,844:   112,086     68,554      7,317    106,373     32,279     18,912     10,560     11,772    179,848    138,957     24,110:   14,521     8,239
Old  :   400,844:   112,086     68,554      7,317    106,373     32,279     18,912     10,560     11,772    179,848    138,957     24,110:   14,521     8,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :    12,708:     1,098      4,509        524      7,735     -4,571      6,361        -97      1,432      3,639       -389      4,155:       70       -67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       17.1        1.8       26.5        8.1        4.7        2.6        2.9       44.9       34.7        6.0:      3.6       2.1
Old  :     100.0:      28.0       17.1        1.8       26.5        8.1        4.7        2.6        2.9       44.9       34.7        6.0:      3.6       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        24         28          4         12         15          6          4          7         15         14         21:
Old  :        84:        24         28          4         12         15          6          4          7         15         14         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       53.0       60.3       67.5       48.3       50.1       56.9       60.9
Old  :                 50.6       53.0       60.3       67.5       48.3       50.1       56.9       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   143,365:    35,423     20,104     32,362     18,374     25,284      2,727     31,031      9,342     14,857     16,692     15,625:    7,745     6,913
Old  :   143,365:    35,423     20,104     32,362     18,374     25,284      2,727     31,031      9,342     14,857     16,692     15,625:    7,745     6,913
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     3,185:        96      1,320      1,927        229      1,342     -3,086        695         70      4,625     -1,524      1,635:   -3,424      -582
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       14.0       22.6       12.8       17.6        1.9       21.6        6.5       10.4       11.6       10.9:      5.4       4.8
Old  :     100.0:      24.7       14.0       22.6       12.8       17.6        1.9       21.6        6.5       10.4       11.6       10.9:      5.4       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        15         14         10          4         13          .          8          8          9         12         16:
Old  :        63:        15         14         10          4         13          .          8          8          9         12         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       42.1       49.4       54.7       26.3       29.9       38.2       38.2
Old  :                 32.2       42.1       49.4       54.7       26.3       29.9       38.2       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    59,472:    10,381      5,969         87          0        219      1,739      8,890     24,571      3,594        868     18,810:       70       144
Old  :    59,472:    10,381      5,969         87          0        219      1,739      8,890     24,571      3,594        868     18,810:       70       144
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       343:       261        320         16          0         11        414        516       -597        262        113         -5:      -20       -16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       10.0        0.1        0.0        0.4        2.9       14.9       41.3        6.0        1.5       31.6:      0.1       0.2
Old  :     100.0:      17.5       10.0        0.1        0.0        0.4        2.9       14.9       41.3        6.0        1.5       31.6:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         8          9          .          0          .          .          5          8          6          .          8:
Old  :        28:         8          9          .          0          .          .          5          8          6          .          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       54.6       76.4       79.4       11.6       14.7       15.2       17.3
Old  :                 48.1       54.6       76.4       79.4       11.6       14.7       15.2       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   198,022:    30,478     28,712      7,396      1,796     90,474      1,682      5,196     14,221      4,775      8,461     48,426:      570       734
Old  :   198,022:    30,478     28,712      7,396      1,796     90,474      1,682      5,196     14,221      4,775      8,461     48,426:      570       734
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     3,254:     2,989      1,292      1,028     -1,008     -1,712       -589      1,517      2,305      1,199      2,736     -1,701:     -264      -174
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.4       14.5        3.7        0.9       45.7        0.8        2.6        7.2        2.4        4.3       24.5:      0.3       0.4
Old  :     100.0:      15.4       14.5        3.7        0.9       45.7        0.8        2.6        7.2        2.4        4.3       24.5:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:         5          4          4          4          8          5          .          6         10          5         15:
Old  :        34:         5          4          4          4          8          5          .          6         10          5         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       50.6       73.7       77.3        4.7        7.3        6.2        7.8
Old  :                 53.9       50.6       73.7       77.3        4.7        7.3        6.2        7.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,311,367:   289,403    198,194     91,409    841,684    123,804    150,071     43,019     53,520    552,153     12,456     22,890:   28,117    15,800
Old  : 1,311,367:   289,403    198,194     91,409    841,684    123,804    150,071     43,019     53,520    552,153     12,456     22,890:   28,117    15,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     9,960:     2,586       -461      6,640     14,061      2,456      3,190     -8,744      2,262     -7,822        305       -420:    1,068       501
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.1       15.1        7.0       64.2        9.4       11.4        3.3        4.1       42.1        0.9        1.7:      2.1       1.2
Old  :     100.0:      22.1       15.1        7.0       64.2        9.4       11.4        3.3        4.1       42.1        0.9        1.7:      2.1       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        88:        34         28          .         16         13          7          .          5         15          7         16:
Old  :        88:        34         28          .         16         13          7          .          5         15          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       37.9       68.6       60.5       53.2       36.5       63.2       56.8
Old  :                 56.2       37.9       68.6       60.5       53.2       36.5       63.2       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   251,880:    48,980     40,456    139,528    116,279     21,202     12,464     14,070     10,343      3,276     33,541     11,839:    4,248     4,150
Old  :   251,880:    48,980     40,456    139,528    116,279     21,202     12,464     14,070     10,343      3,276     33,541     11,839:    4,248     4,150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     3,728:       586      1,974        439     -1,216       -826      3,290      1,925        470     -2,449        524         81:    2,137       796
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.4       16.1       55.4       46.2        8.4        4.9        5.6        4.1        1.3       13.3        4.7:      1.7       1.6
Old  :     100.0:      19.4       16.1       55.4       46.2        8.4        4.9        5.6        4.1        1.3       13.3        4.7:      1.7       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        17         18         15          4         11          5          .          6          6         13         14:
Old  :        66:        17         18         15          4         11          5          .          6          6         13         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       55.0       49.2       69.5       25.5       52.2       46.7       60.6
Old  :                 26.8       55.0       49.2       69.5       25.5       52.2       46.7       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665B
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,152:       975      1,223          0        110         36          0          0          0        161         35        313:      667       435
Old  :     2,152:       975      1,223          0        110         36          0          0          0        161         35        313:      667       435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       239:       214        164          0         17         -7          0          0          0         -3         35         65:      -30       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.3       56.8        0.0        5.1        1.7        0.0        0.0        0.0        7.5        1.6       14.5:     31.0      20.2
Old  :     100.0:      45.3       56.8        0.0        5.1        1.7        0.0        0.0        0.0        7.5        1.6       14.5:     31.0      20.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         15          0          .          .          0          0          0          5          .          6:
Old  :        22:        11         15          0          .          .          0          0          0          5          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       30.7       42.7       47.7       15.1       24.0       21.5       32.2
Old  :                 24.0       30.7       42.7       47.7       15.1       24.0       21.5       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    23,274:    20,695      8,747        138     10,776      1,257          0          0          0        684      2,070        222:      278       202
Old  :    23,274:    20,695      8,747        138     10,776      1,257          0          0          0        684      2,070        222:      278       202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       694:       428        457          0        287          0          0          0          0        315         -1        -49:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.9       37.6        0.6       46.3        5.4        0.0        0.0        0.0        2.9        8.9        1.0:      1.2       0.9
Old  :     100.0:      88.9       37.6        0.6       46.3        5.4        0.0        0.0        0.0        2.9        8.9        1.0:      1.2       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        16         20          .          8          .          0          0          0          4          .          .:
Old  :        42:        16         20          .          8          .          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       49.4       87.1       69.9       63.3       42.7       67.3       56.4
Old  :                 71.7       49.4       87.1       69.9       63.3       42.7       67.3       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   106,071:    75,200     85,836     11,505      9,703      5,507      6,960        210        368      3,180      1,690      2,291:    1,060       466
Old  :   106,071:    75,200     85,836     11,505      9,703      5,507      6,960        210        368      3,180      1,690      2,291:    1,060       466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,938:     1,981      2,656        -26        528       -408        300        111         22        361       -548        712:       -4      -135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       80.9       10.8        9.1        5.2        6.6        0.2        0.3        3.0        1.6        2.2:      1.0       0.4
Old  :     100.0:      70.9       80.9       10.8        9.1        5.2        6.6        0.2        0.3        3.0        1.6        2.2:      1.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       103:        49         49          7          6          7          .          .          .         13         12         13:
Old  :       103:        49         49          7          6          7          .          .          .         13         12         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       34.5       46.3       61.4       17.0       28.7       26.3       38.5
Old  :                 30.4       34.5       46.3       61.4       17.0       28.7       26.3       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    75,177:    42,874     56,183      9,748      6,612      7,574      2,130        780        830     11,890      2,469          0:      131       729
Old  :    75,177:    42,874     56,183      9,748      6,612      7,574      2,130        780        830     11,890      2,469          0:      131       729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     1,441:       887        432        293        803        261          0       -100          0          0         -5          0:        0        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       74.7       13.0        8.8       10.1        2.8        1.0        1.1       15.8        3.3        0.0:      0.2       1.0
Old  :     100.0:      57.0       74.7       13.0        8.8       10.1        2.8        1.0        1.1       15.8        3.3        0.0:      0.2       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        19         25          4          5          4          .          .          .          .          4          0:
Old  :        45:        19         25          4          5          4          .          .          .          .          4          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.8       53.0       78.8       69.8       40.2       36.6       52.1       45.3
Old  :                 48.8       53.0       78.8       69.8       40.2       36.6       52.1       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    40,694:    36,739     27,652          0      7,058      1,067        260          0          0      1,076      2,927      1,328:      224       662
Old  :    40,694:    36,739     27,652          0      7,058      1,067        260          0          0      1,076      2,927      1,328:      224       662
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :     2,501:     2,621      2,077          0        435         73         85          0          0       -392         25        134:      -20      -243
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.3       68.0        0.0       17.3        2.6        0.6        0.0        0.0        2.6        7.2        3.3:      0.6       1.6
Old  :     100.0:      90.3       68.0        0.0       17.3        2.6        0.6        0.0        0.0        2.6        7.2        3.3:      0.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        28         34          0          8          5          .          0          0          6          9          8:
Old  :        63:        28         34          0          8          5          .          0          0          6          9          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       35.0       67.3       51.3       40.3       29.3       54.9       41.1
Old  :                 46.7       35.0       67.3       51.3       40.3       29.3       54.9       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,331:     5,668      4,622      2,166      3,253        110          0          0          0        947         90        291:      149       965
Old  :     9,331:     5,668      4,622      2,166      3,253        110          0          0          0        947         90        291:      149       965
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :         3:        25         50          0          0          0          0          0          0         25          0        -17:      -30       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       49.5       23.2       34.9        1.2        0.0        0.0        0.0       10.1        1.0        3.1:      1.6      10.3
Old  :     100.0:      60.7       49.5       23.2       34.9        1.2        0.0        0.0        0.0       10.1        1.0        3.1:      1.6      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        15         16          .          6          .          0          0          0          7          .          4:
Old  :        37:        15         16          .          6          .          0          0          0          7          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       40.6       72.2       61.2       39.6       36.0       53.1       53.3
Old  :                 51.8       40.6       72.2       61.2       39.6       36.0       53.1       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, July 25, 2017                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,469:    14,310      8,814        572      6,165        112          0          0          0        832      1,090        799:      844       489
Old  :    17,469:    14,310      8,814        572      6,165        112          0          0          0        832      1,090        799:      844       489
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 18, 2017                                                                    :
     :       365:       364         91         95        -30         55          0          0          0         -9        246        -43:      -97        46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       50.5        3.3       35.3        0.6        0.0        0.0        0.0        4.8        6.2        4.6:      4.8       2.8
Old  :     100.0:      81.9       50.5        3.3       35.3        0.6        0.0        0.0        0.0        4.8        6.2        4.6:      4.8       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         12          .          4          .          0          0          0          .          5          .:
Old  :        34:        20         12          .          4          .          0          0          0          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       57.7       64.4       76.4       34.3       50.2       50.2       64.1
Old  :                 42.7       57.7       64.4       76.4       34.3       50.2       50.2       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 28, 2017