Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 5,509,159                :
: Positions                                                                                                    :
:2,962,128 1,307,686   406,059 3,000,674   338,075   596,296    10,333   275,390   358,038    33,145   527,977 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   66,910    82,707    -1,129    25,250   -14,478   -21,594       454    11,810    61,632       628   -35,908 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      23.7       7.4      54.5       6.1      10.8       0.2       5.0       6.5       0.6       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   230                     :
:      112        98         7        19        20        21         .        17        41        17        43 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   325,859                :
: Positions                                                                                                    :
:   22,840    41,300   125,950    64,763    25,788       894    90,164    69,235    54,433    10,449    23,987 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   -1,584      -671     4,656     3,366       600         0    -4,236     8,984    -2,688     1,925     2,674 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.0      12.7      38.7      19.9       7.9       0.3      27.7      21.2      16.7       3.2       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       13        13        12         4         9         .         7         7        11         5        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   216,195                :
: Positions                                                                                                    :
:  107,993   184,345    70,313    10,542     8,742     7,015     6,285     2,597     1,402         0       591 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   16,396    13,375    -3,893      -428     6,531     2,635     5,479        25     1,402      -724       321 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      85.3      32.5       4.9       4.0       3.2       2.9       1.2       0.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        24         5         .         7         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    97,945                :
: Positions                                                                                                    :
:   88,554    64,389         0    24,838     3,501         0         0         0     2,640         0        60 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,552       528       -82     1,936       296         0         0         0     1,542         0      -156 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      65.7       0.0      25.4       3.6       0.0       0.0       0.0       2.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        25         0         7         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   231,649                :
: Positions                                                                                                    :
:  180,642    85,112    17,042   116,740    19,787         0       251     1,717       759       882         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      -44     2,756    -2,966    -5,995     1,228       -55       251      -155       271       334         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      36.7       7.4      50.4       8.5       0.0       0.1       0.7       0.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        20         5         6         5         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   948,786                :
: Positions                                                                                                    :
:  836,671   150,139    35,653   710,745    56,605         0       353     2,178       857    17,143     5,872 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   -1,496    -8,042     1,361     7,688       125         0       -35        34      -500       217       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      15.8       3.8      74.9       6.0       0.0       0.0       0.2       0.1       1.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       39        20         5         9        12         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   407,368                :
: Positions                                                                                                    :
:  325,364   283,545    27,222    82,087    32,386       119         0     1,010     5,816         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      626     3,874      -550    -2,106     2,970       119      -883      -240       840         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      69.6       6.7      20.2       8.0       0.0       0.0       0.2       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        33         5         9         7         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   409,609                :
: Positions                                                                                                    :
:  344,918   291,583    28,222    92,932    18,390         0         0         0       494         0       734 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      546       655      -360       690      -612         0         0         0       217         0      -189 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      71.2       6.9      22.7       4.5       0.0       0.0       0.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       32        30         5         7        10         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   207,357                :
: Positions                                                                                                    :
:  176,954   102,656    17,579    90,282     3,789     1,291         0       937        39     1,148       240 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    7,756       980     1,549     7,618       449     1,291      -210      -565        39       270       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      49.5       8.5      43.5       1.8       0.6       0.0       0.5       0.0       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        22         .         8         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    79,950                :
: Positions                                                                                                    :
:   59,198    65,831    11,218     2,750     1,459       499       503       887         0     1,350     1,437 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,103     1,082      -305         0         0       307         0         0      -912      -192       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      82.3      14.0       3.4       1.8       0.6       0.6       1.1       0.0       1.7       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        17         5         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    23,183                :
: Positions                                                                                                    :
:   19,617    18,561     1,812     4,064         0         0         0         0     1,013         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,230       720         0       510         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      80.1       7.8      17.5       0.0       0.0       0.0       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        10         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   114,110                :
: Positions                                                                                                    :
:   83,114    33,360    16,292    70,676     4,490     1,912         0       769         0       332         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    5,012     1,001     1,598     4,808         0      -680         0       186         0       332         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      29.2      14.3      61.9       3.9       1.7       0.0       0.7       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        11         .         4         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   160,909                :
: Positions                                                                                                    :
:  123,579    69,561    23,563    82,135     6,839       885         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    5,959       657    -1,640     4,115     1,667         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      43.2      14.6      51.0       4.3       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        17         5         7         7         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    82,191                :
: Positions                                                                                                    :
:   78,583    64,343         0    15,629       605         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,940     3,631         0      -120       120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.6      78.3       0.0      19.0       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        14         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    16,709                :
: Positions                                                                                                    :
:   13,179    16,341       620         0         0     2,077         0         0       217         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      240       120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      97.8       3.7       0.0       0.0      12.4       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   572,283                :
: Positions                                                                                                    :
:  434,063   185,290    40,426   330,522    35,616     5,756     5,818     1,587    43,960     2,717       907 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   18,585     8,014    -5,378     5,245     2,082    -1,219       101       680     1,610        86       517 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      32.4       7.1      57.8       6.2       1.0       1.0       0.3       7.7       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       42        40         4        11         9         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   120,211                :
: Positions                                                                                                    :
:   78,006    68,920    15,401    22,598    17,740     4,047       753     1,475         0       983       678 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,300    12,382     7,181    -2,846     5,630         0      -471       852         0       174       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      57.3      12.8      18.8      14.8       3.4       0.6       1.2       0.0       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        15         4         .         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    17,568                :
: Positions                                                                                                    :
:   13,837    15,674     2,624     1,069         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    3,638     2,858       -60       480         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      89.2      14.9       6.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    73,484                :
: Positions                                                                                                    :
:   39,572    48,898    28,174    16,160     3,648         0         0         0         0       642         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      548     2,298     2,141        30        92         0         0         0         0       300       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      66.5      38.3      22.0       5.0       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        10         6         4         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    93,894                :
: Positions                                                                                                    :
:   82,174    70,035     2,912    13,912     6,184       480       600         0     1,200       240         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    7,691    10,150     1,740       -93      -120       480       600         0     1,200       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      74.6       3.1      14.8       6.6       0.5       0.6       0.0       1.3       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       13        15         .         5         4         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   115,132                :
: Positions                                                                                                    :
:   84,282    92,627     8,879    14,070       124    18,119     3,669         0     1,961     2,906       930 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    8,441    10,904     1,440      -183         0       480       600         0       270      -690       930 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      80.5       7.7      12.2       0.1      15.7       3.2       0.0       1.7       2.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       20        38         .         5         .         4         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   152,444                :
: Positions                                                                                                    :
:  149,773   150,002     1,507         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,710     1,770         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.2      98.4       1.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        26         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   252,412                :
: Positions                                                                                                    :
:  188,681   186,597    32,732    31,712    22,683       118         0     1,282         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,794    -2,329    -4,031    -1,449     4,066      -915         0       438         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      73.9      13.0      12.6       9.0       0.0       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       32        30         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    15,399                :
: Positions                                                                                                    :
:   12,119    11,685       646         0         0         0         0         0       341     1,410         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      180        60        30         0         0         0         0         0         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      75.9       4.2       0.0       0.0       0.0       0.0       0.0       2.2       9.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        12         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   112,752                :
: Positions                                                                                                    :
:   96,669    88,826     4,240    11,217     7,785         0       872     1,874         0       430         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,388     1,449       240      -305       158         0      -270         0         0       430         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      78.8       3.8       9.9       6.9       0.0       0.8       1.7       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        19         .         4         6         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   135,555                :
: Positions                                                                                                    :
:   93,116   122,075    21,476     2,557     3,666       712         0     1,036     7,497         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:       83    -1,742    -2,713         0       178      -182         0         9       813         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      90.1      15.8       1.9       2.7       0.5       0.0       0.8       5.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   122,889                :
: Positions                                                                                                    :
:   84,098   115,982    30,104     3,540       727         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      192       243       181         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      94.4      24.5       2.9       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        14         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   120,512                :
: Positions                                                                                                    :
:  100,401    84,863         0    18,929    13,420         0         0         0       780       307        96 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   12,776     2,894    -7,788     1,416     2,736         0         0         0       540        60       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      70.4       0.0      15.7      11.1       0.0       0.0       0.0       0.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        16         0         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   153,182                :
: Positions                                                                                                    :
:  104,243    89,177    11,194    25,847    21,253         0     1,363     8,151         0     1,644       450 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   -2,132     2,276        30    -4,442       550         0      -126       163         0        33       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      58.2       7.3      16.9      13.9       0.0       0.9       5.3       0.0       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        20         4         6         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    19,601                :
: Positions                                                                                                    :
:   13,696    18,180     2,525         0       589         0         0         0     1,116         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,650     2,820       870         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      92.8      12.9       0.0       3.0       0.0       0.0       0.0       5.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    37,328                :
: Positions                                                                                                    :
:   16,852    35,968    18,406         0         0         0         0         0         0       310         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,226     3,242       654         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.1      96.4      49.3       0.0       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   191,160                :
: Positions                                                                                                    :
:  106,967   130,993    63,174    41,871     3,892         0     4,299         0    10,626     1,097       217 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    7,238     3,509    -1,632       601       267         0      -187      -245      -365     1,097       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      68.5      33.0      21.9       2.0       0.0       2.2       0.0       5.6       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        22         4         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   107,175                :
: Positions                                                                                                    :
:   90,725    74,075    11,418    25,456       807         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    6,151     2,881      -212       879         0         0         0         0    -1,037         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      69.1      10.7      23.8       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        15         .         6         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    82,856                :
: Positions                                                                                                    :
:   42,140    66,850    32,987    11,714       636       750         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,688     1,087        30       480         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      80.7      39.8      14.1       0.8       0.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        13         7         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    78,468                :
: Positions                                                                                                    :
:   49,656    51,356    13,240    15,369     6,591         0         0         0     2,605         0       818 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,646     3,064       -69       578       125         0         0         0       499      -477       477 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      65.4      16.9      19.6       8.4       0.0       0.0       0.0       3.3       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        17         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    27,016                :
: Positions                                                                                                    :
:   22,963    26,401       248       248         0         0         0         0     2,240         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      302       755         0         0         0         0         0         0       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      97.7       0.9       0.9       0.0       0.0       0.0       0.0       8.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        16         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   126,365                :
: Positions                                                                                                    :
:  100,606    14,276    10,256   100,257     5,750         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    8,477       118     1,187    12,039       827         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      11.3       8.1      79.3       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22         7         .         9         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    77,538                :
: Positions                                                                                                    :
:   32,498    53,915    23,417     7,126    12,733         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    4,166     3,814    -1,141      -484       755         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      69.5      30.2       9.2      16.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         8         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 1,316,077                :
: Positions                                                                                                    :
:  115,262   156,879   159,403    99,574   153,942   262,279   180,340   277,118    93,967   218,144   190,026 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:  -15,227   -23,082       521     4,740      -173       610     3,143    10,005    -4,332     2,072    -8,026 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      11.9      12.1       7.6      11.7      19.9      13.7      21.1       7.1      16.6      14.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       44        36        23        13        25        65        60        80        69        44        76 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   387,868                :
: Positions                                                                                                    :
:   84,130    60,143     8,826    92,101    32,838    12,170     9,592    12,281   202,442   150,623    22,430 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:   -6,458    -5,641     1,922     1,800      -286       836     1,036       292     8,416     7,908     1,641 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      15.5       2.3      23.7       8.5       3.1       2.5       3.2      52.2      38.8       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       25        26         5        10        14         5         5         6        17        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   128,051                :
: Positions                                                                                                    :
:   35,068    18,417    28,360    24,961    16,966     4,852    24,950     7,351    12,521    13,531    14,868 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      611       608    -1,499    -1,061     1,052         0       890       191     2,465     1,436     2,217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      14.4      22.1      19.5      13.2       3.8      19.5       5.7       9.8      10.6      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       13        12         9         6        14         .         6         5         8         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    49,715                :
: Positions                                                                                                    :
:    7,076     7,944    16,848     6,586    13,612       256     1,799     3,239     3,562    11,173     5,113 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      173       765       687      -957       786        14         0       -14     1,155     2,221       539 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      16.0      33.9      13.2      27.4       0.5       3.6       6.5       7.2      22.5      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:        4         4         6         .         8         .         .         .         7         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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 1,270,417                :
: Positions                                                                                                    :
:  288,033   187,005    94,051   833,274   121,967   145,841    29,744    52,956   519,407    10,584    20,391 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      689     3,256     1,931     6,639       430       132      -320         0     7,335       380        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.7      14.7       7.4      65.6       9.6      11.5       2.3       4.2      40.9       0.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       32        27         4        15        13         7         .         5        15         5        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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   248,931                :
: Positions                                                                                                    :
:   49,493    38,249   132,720   104,398    22,638     5,076    11,952    13,136     2,013    36,894    17,370 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    2,774     6,199     1,181      -981     1,358       380    -1,744     1,744      -136       525     2,426 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.9      15.4      53.3      41.9       9.1       2.0       4.8       5.3       0.8      14.8       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       15        16        15         4        13         7         .         6         6        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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     2,512                :
: Positions                                                                                                    :
:    1,319     1,533         0       172        59         0         0         0       277       168       283 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      128       170         0       -37        59         0         0         0        59        53        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      61.0       0.0       6.8       2.3       0.0       0.0       0.0      11.0       6.7      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        18         0         .         .         0         0         0         .         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    21,842                :
: Positions                                                                                                    :
:   19,239     8,404       415    10,285       980         0         0         0       982     1,934        60 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:       78       185       -50       105        50         0         0         0       262         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      38.5       1.9      47.1       4.5       0.0       0.0       0.0       4.5       8.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       17        19         .         8         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   109,358                :
: Positions                                                                                                    :
:   79,785    89,254    10,014     8,884     6,030     5,847       145       440     3,453     1,785     2,441 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:    1,692       798       -66       219       271      -315        46       -22       233       486       183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      81.6       9.2       8.1       5.5       5.3       0.1       0.4       3.2       1.6       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       55        51         7         7         9         4         .         .        14        14        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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    73,870                :
: Positions                                                                                                    :
:   41,773    56,303     9,377     5,804     8,013     2,196         0     1,066    11,175     1,746       150 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:      380       520      -387      -387       631        95         0         0        35       -10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      76.2      12.7       7.9      10.8       3.0       0.0       1.4      15.1       2.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        27         4         5         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    40,273                :
: Positions                                                                                                    :
:   35,397    28,078         0     6,807     1,005       410         0         0     1,998     2,680     1,036 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:       99      -206         0       310        69       -15         0         0       223       173      -326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      69.7       0.0      16.9       2.5       1.0       0.0       0.0       5.0       6.7       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       27        35         0         8         7         .         0         0        11         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 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     8,947                :
: Positions                                                                                                    :
:    5,752     4,423     1,805     3,597       110         0         0         0       860        55       244 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:       70        65         0        30         0         0         0         0         5         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      49.4      20.2      40.2       1.2       0.0       0.0       0.0       9.6       0.6       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        17         .         7         .         0         0         0         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 22, 2017            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,875                :
: Positions                                                                                                    :
:   13,139     8,152     1,168     5,631       318         7         0        41       888     1,498       768 :
:                                                                                                              :
: Changes from:     August 15, 2017                                                                            :
:       -7        -7        30        25         0         7         0        41         0        60        43 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      48.3       6.9      33.4       1.9       0.0       0.0       0.2       5.3       8.9       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        14         4         4         .         .         0         .         .         6         . :
----------------------------------------------------------------------------------------------------------------



Updated August 25, 2017