Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,045,932                :
: Positions                                                                                                    :
:2,880,293 1,178,100   348,997 2,727,049   247,379   488,644    33,144   254,781   247,146    53,807   545,626 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
: -140,668   -56,933     3,540  -159,380   -10,339   -13,975     7,005   -17,979   -57,771    19,358    15,809 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      23.3       6.9      54.0       4.9       9.7       0.7       5.0       4.9       1.1      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      111        85         9        18        20        18         8        19        35        16        42 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 1,389,014                :
: Positions                                                                                                    :
:  145,313   127,086    27,123    20,121   427,465     8,813       807   429,857     1,799    35,052   345,879 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:    3,725    -7,740    -2,203    -1,547    -6,456     6,343    -3,019     8,623    -5,838    12,379    21,552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5       9.1       2.0       1.4      30.8       0.6       0.1      30.9       0.1       2.5      24.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       38        36        10         6        16         5         4         8         9        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   235,789                :
: Positions                                                                                                    :
:  120,275   191,266    76,994    18,026     7,848     8,496     6,417     2,806       557         0     5,191 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -2,126     6,262    13,264     5,394    -1,118       305       561        81        68      -552      -435 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      81.1      32.7       7.6       3.3       3.6       2.7       1.2       0.2       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        21         7         .         5         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   110,069                :
: Positions                                                                                                    :
:   92,777    60,616       861    30,454     8,266       248         0         0         0     2,177     4,164 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -8,727    -5,299         0    -4,808     1,832         0         0         0      -215    -1,485      -399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      55.1       0.8      27.7       7.5       0.2       0.0       0.0       0.0       2.0       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        20         .         6         5         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   242,287                :
: Positions                                                                                                    :
:  187,785    77,018    21,217   132,139    16,536         0         8     2,645         0     1,331       791 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -1,228      -394    -7,515    -4,472     1,554         0       -24      -104      -412       509       791 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      31.8       8.8      54.5       6.8       0.0       0.0       1.1       0.0       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        15         5         5         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   817,807                :
: Positions                                                                                                    :
:  734,044    64,977    37,653   698,767    34,623       684         0     1,357         0    15,070       734 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -23,787       854       756   -22,888    -7,022      -148         0      -285      -214    -1,118      -852 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8       7.9       4.6      85.4       4.2       0.1       0.0       0.2       0.0       1.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       37        21         4         8        11         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   411,505                :
: Positions                                                                                                    :
:  322,163   313,703    36,592    58,016    28,148         0         0         0     6,080         0       240 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -15,513    -2,163     3,984    -9,050    -3,346         0      -626    -1,526       776    -1,085       -87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      76.2       8.9      14.1       6.8       0.0       0.0       0.0       1.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       26        31         5         6         6         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   344,207                :
: Positions                                                                                                    :
:  282,911   221,166    39,911   106,334     9,197       435         0     1,103     1,799     1,883       525 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -25,711   -17,141     1,451    -4,679    -3,852       -65         0        35     1,400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      64.3      11.6      30.9       2.7       0.1       0.0       0.3       0.5       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        25         5         7         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   237,621                :
: Positions                                                                                                    :
:  201,984   111,726    11,594   108,776     4,088       135     1,498     1,392     2,461       413       254 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -10,582    -5,378    -1,143        90    -1,103      -993         0       510     2,027    -1,736       254 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      47.0       4.9      45.8       1.7       0.1       0.6       0.6       1.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        18         .         8         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    74,228                :
: Positions                                                                                                    :
:   62,470    54,142     7,547    12,262       915         0         0         0         0       923         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -2,767    -5,278    -1,363      -152       -31         0         0         0         0      -376         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      72.9      10.2      16.5       1.2       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        16         .         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    28,064                :
: Positions                                                                                                    :
:   18,769    25,327     5,166         0       610         0         0         0         0     1,085         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -7,478    -7,252    -1,330    -1,090       610         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      90.2      18.4       0.0       2.2       0.0       0.0       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        12         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   128,999                :
: Positions                                                                                                    :
:   92,631    35,938    26,964    87,736     1,344     1,780         0     1,018         0       941         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -4,937    -3,290    12,274     9,574    -3,609     1,043         0      -274         0       292       -41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      27.9      20.9      68.0       1.0       1.4       0.0       0.8       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         6         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   156,914                :
: Positions                                                                                                    :
:  118,484    64,732    20,752    80,228     5,883         0         0         0         0     2,260         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -7,880    -4,480      -867    -4,496    -1,872         0         0         0         0     2,260         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      41.3      13.2      51.1       3.7       0.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        13         4         6         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    94,027                :
: Positions                                                                                                    :
:   88,642    74,573         0    13,488         0         0         0         0       917         0       793 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -7,955    -6,718         0       492       -61         0         0         0      -589         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      79.3       0.0      14.3       0.0       0.0       0.0       0.0       1.0       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         0         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    22,838                :
: Positions                                                                                                    :
:    6,726    21,474     3,092         0       558     9,517         0         0     2,542         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -4,980   -15,577       394         0      -904    -8,940      -210         0    -1,950         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.5      94.0      13.5       0.0       2.4      41.7       0.0       0.0      11.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        5        17         .         0         .         .         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   481,313                :
: Positions                                                                                                    :
:  353,681   172,521    33,677   275,469    17,232    18,696     2,572       695    44,203       426     2,378 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -1,401   -17,375     3,026    -9,986   -16,865   -25,407    -2,520      -500    -1,312      -375       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      35.8       7.0      57.2       3.6       3.9       0.5       0.1       9.2       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       37        32         .         8         8         4         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   144,566                :
: Positions                                                                                                    :
:   90,958    91,083    26,234    22,842    17,582     4,141     4,381       567       451         0       371 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -6,666    -2,112       246    -1,115    -3,993       214       680       273       451    -2,802       104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      63.0      18.1      15.8      12.2       2.9       3.0       0.4       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        14         5         4         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    71,154                :
: Positions                                                                                                    :
:   41,175    43,784    23,151    20,920     2,663     1,768         0       518         0       378        56 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -1,633    -2,992     1,084     1,392      -962      -186         0       124         0       -56        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      61.5      32.5      29.4       3.7       2.5       0.0       0.7       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        7         8         5         5         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AH                                                    Open Interest is   103,251                :
: Positions                                                                                                    :
:   57,249    87,052    15,689     6,761     3,188    22,630       806         0     3,627     3,906         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -30,314   -63,527    -7,477    -7,188     1,096   -34,475      -150         0    -2,519    -4,046    -1,171 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      84.3      15.2       6.5       3.1      21.9       0.8       0.0       3.5       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       18        26         6         .         .         4         .         0         4         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   114,542                :
: Positions                                                                                                    :
:  111,838   111,938     1,606       372        62         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -11,468   -10,916      -870       150      -150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.6      97.7       1.4       0.3       0.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        18         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   270,408                :
: Positions                                                                                                    :
:  186,999   190,960    51,848    46,376    25,487         0     1,042       940     2,158         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -9,933   -11,883    -3,311    -3,510     3,666    -1,042       635      -183      -378      -465         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      70.6      19.2      17.2       9.4       0.0       0.4       0.3       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       30        27         .         5         5         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    73,965                :
: Positions                                                                                                    :
:   48,320    56,991     9,046     5,365     6,966     1,597         0       420       441         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:    2,234     1,963    -2,889    -1,304       844     1,597       -53    -1,143      -496         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      77.1      12.2       7.3       9.4       2.2       0.0       0.6       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   106,181                :
: Positions                                                                                                    :
:   92,102    90,575     4,987     8,842     4,408       960         0     1,120         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -5,566      -957       488    -3,906       601         0         0         0         0    -1,612         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      85.3       4.7       8.3       4.2       0.9       0.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        17         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #0233BA                                                    Open Interest is    33,095                :
: Positions                                                                                                    :
:   22,689    23,811     1,322     4,130     3,374     1,897         0       175       348         0        31 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -8,144    -5,762       470    -1,731    -2,903      -223         0         0       348         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      71.9       4.0      12.5      10.2       5.7       0.0       0.5       1.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   129,435                :
: Positions                                                                                                    :
:   77,522   115,166    32,025     3,469     2,740       946         0       498     8,569         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -5,215    -8,099    -1,566      -216      -268       -30         0         0    -1,398         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      89.0      24.7       2.7       2.1       0.7       0.0       0.4       6.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   109,868                :
: Positions                                                                                                    :
:   74,858    99,819    25,632     4,708     1,647         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -2,346    -6,646    -4,268       562      -143         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      90.9      23.3       4.3       1.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         5         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   153,538                :
: Positions                                                                                                    :
:  123,497   116,816    10,251    23,664     8,238         0         0         0     2,061         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -6,056    -8,410       122     1,522      -547      -198         0      -909    -1,249      -111      -261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      76.1       6.7      15.4       5.4       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   164,454                :
: Positions                                                                                                    :
:  117,494   113,024    20,010    22,079    11,970         0     3,479     7,397         0     2,474       186 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -9,406      -881     5,587    -3,242    -2,286         0      -193       214         0        73        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      68.7      12.2      13.4       7.3       0.0       2.1       4.5       0.0       1.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        17         4         5         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   182,824                :
: Positions                                                                                                    :
:  110,540   137,285    53,768    33,829     4,884         0     1,510       894     4,938     2,025         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -5,547      -986       148    -2,741    -1,090         0      -196       189       587       245         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      75.1      29.4      18.5       2.7       0.0       0.8       0.5       2.7       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        24         5         6         7         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    99,191                :
: Positions                                                                                                    :
:   79,573    72,954    13,790    18,641       871         0         0         0     1,855         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -4,985    -4,893    -2,302    -2,294      -401         0         0         0       323         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      73.5      13.9      18.8       0.9       0.0       0.0       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        18         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is   103,526                :
: Positions                                                                                                    :
:   57,502    86,653    41,019    13,319       514         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -3,421    -2,130      -476    -1,658      -837         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      83.7      39.6      12.9       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        16         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    60,832                :
: Positions                                                                                                    :
:   45,050    41,942     6,461    11,278     4,808         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:    2,327       -58      -713      -499    -4,190         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      68.9      10.6      18.5       7.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         8         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    18,213                :
: Positions                                                                                                    :
:   15,010    14,365         0     1,464         0         0         0         0       217         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -8,536    -6,207         0      -180      -240         0         0         0       217      -810       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      78.9       0.0       8.0       0.0       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        11         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   154,655                :
: Positions                                                                                                    :
:  123,303    10,999    10,076   134,721     5,367         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -4,987    -1,092      -577      -250       300      -763         0         0      -583         0      -651 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7       7.1       6.5      87.1       3.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15         6         .         8         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    62,147                :
: Positions                                                                                                    :
:   39,543    38,075     6,061    16,107     5,864     1,761         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -7,288    -5,785    -8,509   -10,335      -829       279         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      61.3       9.8      25.9       9.4       2.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,540,560                :
: Positions                                                                                                    :
:  167,811   222,421   229,805    79,616   160,132   254,493   266,800   325,143   138,701   251,296   186,769 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   27,341    26,906    14,461    -4,006     3,982    -5,511    27,464    28,588    10,403     3,032     8,283 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      14.4      14.9       5.2      10.4      16.5      17.3      21.1       9.0      16.3      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   361                     :
:       45        37        27         9        29        60        72        83        88        43        83 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   506,022                :
: Positions                                                                                                    :
:   88,519   102,393    22,985    49,624   128,651    71,759       441    54,083    12,569    47,182   120,099 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -2,951     2,921    -1,190    -8,466    -6,715    -2,904    -3,184    -9,720     1,226     4,013    15,294 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      20.2       4.5       9.8      25.4      14.2       0.1      10.7       2.5       9.3      23.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       35        34         7        15        20        28         6        28        30        26        43 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   405,052                :
: Positions                                                                                                    :
:   82,230    50,908     5,782    91,243    39,255     6,457    12,067    20,852   214,944   155,025    19,376 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -2,516    -4,092    -2,528    -3,101    -4,607   -11,967      -903      -226     1,033    -8,900    -5,774 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.3      12.6       1.4      22.5       9.7       1.6       3.0       5.1      53.1      38.3       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       25        24         .         9        11         5         .         6        12        14        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   109,146                :
: Positions                                                                                                    :
:   27,289    11,686    20,595    23,772    12,205     4,420    25,886     5,615    19,045    13,692    10,236 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:    1,047       813    -1,314       326       213       212      -804       213     2,268       817     1,162 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.0      10.7      18.9      21.8      11.2       4.0      23.7       5.1      17.4      12.5       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:        9        10         8         4        12         4         5         6         7        14        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    59,925                :
: Positions                                                                                                    :
:    7,720     7,325       370         0        91     2,472    15,119    17,878    16,006     4,108    15,302 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:      399     1,019        39         0       -58      -488      -711     1,799       726       387       916 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      12.2       0.6       0.0       0.2       4.1      25.2      29.8      26.7       6.9      25.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        7         9         .         0         .         5         8         9         6         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is   206,607                :
: Positions                                                                                                    :
:   33,815    34,265     4,219     6,474    90,535     2,068         0    15,552     3,787     3,436    55,768 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:      273       238     1,340     2,375    -5,042     1,373      -875      -469     2,036     3,329    10,199 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.4      16.6       2.0       3.1      43.8       1.0       0.0       7.5       1.8       1.7      27.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        5         6         4         4         8         6         0         6        10         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,224,225                :
: Positions                                                                                                    :
:  283,078   176,315    93,073   815,072   122,929   117,886    25,089    46,245   505,350     7,575    17,132 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:  -12,050    -5,452    -6,870   -26,696     4,147   -34,777    19,109    -1,388    32,025      -325    -4,522 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      14.4       7.6      66.6      10.0       9.6       2.0       3.8      41.3       0.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       30        25         .        15        14         5         .         5        10         .        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   198,696                :
: Positions                                                                                                    :
:   43,059    24,295    97,808    82,423    17,188     4,391    17,207    10,377     5,076    21,316    15,183 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:    1,623      -379       917     2,732       472      -142    -3,046       570     1,093     3,420      -800 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      12.2      49.2      41.5       8.7       2.2       8.7       5.2       2.6      10.7       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       12        12        13         5        14         .         4         6         4        12        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     2,627                :
: Positions                                                                                                    :
:      982     1,599         0        26        72         0         0         0       710       189       195 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:     -288      -520      -116        26       -65         0         0         0       -45        45       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.4      60.9       0.0       1.0       2.7       0.0       0.0       0.0      27.0       7.2       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         0         .         .         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    23,168                :
: Positions                                                                                                    :
:   21,598     6,437         0    12,939       465         0         0         0       883     3,117         0 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -3,315    -2,286         0    -1,014      -153         0         0         0      -194      -158      -118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      27.8       0.0      55.8       2.0       0.0       0.0       0.0       3.8      13.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       19        20         0         8         .         0         0         0         6         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   101,095                :
: Positions                                                                                                    :
:   69,842    79,599     8,089     7,944     5,624     2,714       794     1,785     9,666     2,312     2,629 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -7,030    -6,492    -1,312    -1,357      -382      -615      -316        43     1,018        21    -1,195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      78.7       8.0       7.9       5.6       2.7       0.8       1.8       9.6       2.3       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   118                     :
:       55        54         6         7         9         7         .         5        18        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    57,561                :
: Positions                                                                                                    :
:   30,697    41,958     8,711     5,564     6,554     2,344       346     1,295     7,295       942       380 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -5,253    -4,813       599      -366    -1,008       151       146       -40      -845      -216      -145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      72.9      15.1       9.7      11.4       4.1       0.6       2.2      12.7       1.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       20        27         5         4         4         .         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    38,938                :
: Positions                                                                                                    :
:   33,665    25,647       424     9,718       782       875         0       340     2,081     1,608       490 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -4,195    -3,934      -267      -132       -96      -106         0         0      -194      -633      -130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      65.9       1.1      25.0       2.0       2.2       0.0       0.9       5.3       4.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       35        35         .         8         4         4         0         .        10         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    12,471                :
: Positions                                                                                                    :
:   10,489     5,649       391     5,600         6         0         0         0     1,060       625       284 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:     -486      -657      -392      -204         0         0         0         0       187         4       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      45.3       3.1      44.9       0.0       0.0       0.0       0.0       8.5       5.0       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        20         .         7         .         0         0         0         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 5, 2017  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    15,710                :
: Positions                                                                                                    :
:   11,408     7,062     1,248     4,348       135       100        30       160     1,306     3,036       656 :
:                                                                                                              :
: Changes from:     November 28, 2017                                                                          :
:   -1,187    -1,044        45      -373       -81        40        30       -30       173       412      -333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      45.0       7.9      27.7       0.9       0.6       0.2       1.0       8.3      19.3       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        18         .         4         .         .         .         .         5         8         5 :
----------------------------------------------------------------------------------------------------------------



Updated December 8, 2017