Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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 5,262,986                :
: Positions                                                                                                    :
:2,876,895 1,331,625   399,898 3,010,847   243,270   577,045    15,912   243,511   497,316    16,635   389,454 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   64,464    -5,316   -41,527    68,772    10,494   -66,966     1,672     3,580   107,020    -3,852   -76,556 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      25.3       7.6      57.2       4.6      11.0       0.3       4.6       9.4       0.3       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      111        98         7        19        19        19         4        16        49        11        45 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   313,168                :
: Positions                                                                                                    :
:   19,807    31,607   129,236    39,005    30,451       508   144,260    39,596    63,435       681    27,094 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -817     4,174     2,297    -2,674     4,528    -2,721    14,767     4,293    12,797    -4,651     3,967 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.3      10.1      41.3      12.5       9.7       0.2      46.1      12.6      20.3       0.2       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       13        12        12         4        11         .         8         5         9         4        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   226,257                :
: Positions                                                                                                    :
:  117,268   191,161    71,609    11,952     8,608     6,261     5,856     2,114     1,472     1,572     1,287 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      221     3,745       432       751      -268         0         0         0     1,472    -1,226     1,039 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      84.5      31.6       5.3       3.8       2.8       2.6       0.9       0.7       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        24         6         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    97,288                :
: Positions                                                                                                    :
:   86,496    64,807        52    22,649     5,380         0         0         0       305         0       767 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      500    -2,296      -165       452       926         0         0         0    -1,789         0       739 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      66.6       0.1      23.3       5.5       0.0       0.0       0.0       0.3       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        25         .         5         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   257,950                :
: Positions                                                                                                    :
:  200,107    98,212    25,240   128,189    19,461       197         0     2,521         0     1,033       403 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    3,446      -706      -905       260        60      -537         0       117      -953     1,033       403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      38.1       9.8      49.7       7.5       0.1       0.0       1.0       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        19         5         6         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   907,672                :
: Positions                                                                                                    :
:  797,639   112,406    31,426   706,167    59,413         0     1,085     1,730       287    16,587     5,456 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   -3,250   -17,715    -1,425    15,858       886         0         6        90       287      -976       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      12.4       3.5      77.8       6.5       0.0       0.1       0.2       0.0       1.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       39        20         4         9        11         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   392,394                :
: Positions                                                                                                    :
:  314,865   268,204    26,407    85,283    30,946         0       160       834     5,317         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,816    -8,157       -52     9,466    -1,990      -725       160       -14       341         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      68.4       6.7      21.7       7.9       0.0       0.0       0.2       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       30        33         5         9         7         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   378,091                :
: Positions                                                                                                    :
:  313,501   258,936    31,253    96,048    16,650         0         0         0       226       248       636 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   -2,318    -8,204      -434     6,444       305         0         0         0        86       248       -53 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      68.5       8.3      25.4       4.4       0.0       0.0       0.0       0.1       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        28         5         7        11         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   225,678                :
: Positions                                                                                                    :
:  193,559   106,559    17,483   101,752     4,181     1,337         0     1,024         0     2,273       408 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    3,180     1,077        62       -47       298    -2,374         0       838         0      -116       294 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      47.2       7.7      45.1       1.9       0.6       0.0       0.5       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        21         .         8         8         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    71,902                :
: Positions                                                                                                    :
:   55,291    59,656    10,233     2,450       762         0       590         0         0       479       979 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,055     2,252       608         0       -31         0         0         0      -732       479      -202 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      83.0      14.2       3.4       1.1       0.0       0.8       0.0       0.0       0.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        18         5         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    18,562                :
: Positions                                                                                                    :
:   14,378    14,853     1,812     3,379         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,116     1,963         0       341         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      80.0       9.8      18.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        12         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   118,860                :
: Positions                                                                                                    :
:   87,777    31,367    15,293    77,968     4,429     2,361         0       917         0       548         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,262     1,716         0     1,045         0       471         0        93         0       540      -333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      26.4      12.9      65.6       3.7       2.0       0.0       0.8       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         9         .         4         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   162,871                :
: Positions                                                                                                    :
:  124,679    69,822    20,651    82,455     7,780     1,108         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    5,117     2,590         0     2,320        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      42.9      12.7      50.6       4.8       0.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        15         5         7         7         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    89,599                :
: Positions                                                                                                    :
:   85,943    71,618        23    13,276       402         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    3,322     3,536         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.9      79.9       0.0      14.8       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    13,235                :
: Positions                                                                                                    :
:   12,005    11,547         0     1,170         0         0         0         0       780         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,083     1,079         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      87.2       0.0       8.8       0.0       0.0       0.0       0.0       5.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   560,804                :
: Positions                                                                                                    :
:  414,187   197,973    39,931   306,845    34,097    14,076     4,660     1,639    45,421     3,014     1,539 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   -2,315     5,356      -842    -1,103       539     5,739      -311       -51       125       162       207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      35.3       7.1      54.7       6.1       2.5       0.8       0.3       8.1       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       43        38         .        11         9         5         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   122,260                :
: Positions                                                                                                    :
:   79,861    68,315    18,464    18,551    16,928     3,927     3,521       395       310     1,542       300 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      510      -668     1,346    -1,315      -797         0       686      -727       213       759      -182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      55.9      15.1      15.2      13.8       3.2       2.9       0.3       0.3       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        13         4         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    18,537                :
: Positions                                                                                                    :
:   14,858    16,767       302       480         0         0         0         0       370       292       248 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    3,254     3,688      -186         0         0         0         0         0       370      -248       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      90.5       1.6       2.6       0.0       0.0       0.0       0.0       2.0       1.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    71,592                :
: Positions                                                                                                    :
:   38,760    48,149    27,038    14,493     3,857         0         0         0         0     1,511         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,424     1,996         0      -738       310         0         0         0         0     1,511         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      67.3      37.8      20.2       5.4       0.0       0.0       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        10         6         4         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    89,273                :
: Positions                                                                                                    :
:   78,722    67,380     1,052    12,565     6,224     2,480         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,746     4,765      -240      -777     1,240     2,480         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      75.5       1.2      14.1       7.0       2.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10         8         .         5         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   112,572                :
: Positions                                                                                                    :
:   68,211    97,823     7,540    11,681       757    32,959         0        31     2,594     1,530         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      403     3,932     1,240       310         0     2,449         0        31         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      86.9       6.7      10.4       0.7      29.3       0.0       0.0       2.3       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       17        37         .         4         .         5         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   143,826                :
: Positions                                                                                                    :
:  141,848   140,119     1,311         0         0         0         0         0         0       248         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    3,627     4,060         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.6      97.4       0.9       0.0       0.0       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        19         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   247,118                :
: Positions                                                                                                    :
:  186,100   178,640    33,512    38,885    20,137         0       137     1,499         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    5,596        29      -975     3,883      -612         0      -539       148         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      72.3      13.6      15.7       8.1       0.0       0.1       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       33        32         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    68,064                :
: Positions                                                                                                    :
:   42,986    44,566    12,375     8,211     6,352         0     3,810       592         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      65.5      18.2      12.1       9.3       0.0       5.6       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        14         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   108,610                :
: Positions                                                                                                    :
:   92,422    86,515     4,239    11,819     6,734       130         0     2,295         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,380     3,245         0       -62         0       130      -440       421         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      79.7       3.9      10.9       6.2       0.1       0.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        17         .         4         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   135,209                :
: Positions                                                                                                    :
:   92,764   122,745    20,785     1,707     4,562     2,523         0       252     8,382         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    3,218     3,286       233      -459       824     1,340         0      -161       549         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      90.8      15.4       1.3       3.4       1.9       0.0       0.2       6.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        12         4         .         5         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   114,372                :
: Positions                                                                                                    :
:   74,976   106,055    28,418     4,557     2,145         0         0         0       368         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:   -8,776    -9,742    -2,704       923       963         0         0         0       151         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      92.7      24.8       4.0       1.9       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        13         5         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   131,860                :
: Positions                                                                                                    :
:  108,911    94,840       611    21,407    12,302         0         0         0       869       217         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      759     1,382      -396    -1,284        31         0         0         0       869       217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      71.9       0.5      16.2       9.3       0.0       0.0       0.0       0.7       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   149,772                :
: Positions                                                                                                    :
:  100,600    95,281    12,916    19,966    17,906         0       511     8,189       620       496         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      488      -644    -1,247       323     1,311         0       152      -152       124       496         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      63.6       8.6      13.3      12.0       0.0       0.3       5.5       0.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        21         5         4         6         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    17,753                :
: Positions                                                                                                    :
:   12,739    17,151     2,721         0        30       360         0         0       390         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,325     2,418        31         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      96.6      15.3       0.0       0.2       2.0       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    30,530                :
: Positions                                                                                                    :
:   11,675    29,356    16,949       360         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      558       558         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      96.2      55.5       1.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   186,875                :
: Positions                                                                                                    :
:  103,985   123,661    59,985    43,386     5,453         0     2,542       465    10,272       390       169 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      972    -2,061       977     1,741       -66         0      -264       118      -354       165      -129 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      66.2      32.1      23.2       2.9       0.0       1.4       0.2       5.5       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        22         4         5         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   107,897                :
: Positions                                                                                                    :
:   90,214    75,353    11,262    24,915     1,824         0         0         0       852         0       248 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    5,198     3,051       331     2,119       642         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      69.8      10.4      23.1       1.7       0.0       0.0       0.0       0.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        18         .         6         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    97,818                :
: Positions                                                                                                    :
:   51,429    80,309    37,196    13,306       636       248         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    8,253     9,762     2,140     1,359         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      82.1      38.0      13.6       0.7       0.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        13         7         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    74,243                :
: Positions                                                                                                    :
:   45,075    46,597    12,728    15,642     6,503         0         0         0     3,112         0       428 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -430     1,036      -151      -122         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      62.8      17.1      21.1       8.8       0.0       0.0       0.0       4.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        16         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    25,834                :
: Positions                                                                                                    :
:   25,560    24,004         0     1,216         0         0         0         0         0       128       120 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    6,280     5,434         0       310         0         0         0         0      -526       128       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.9      92.9       0.0       4.7       0.0       0.0       0.0       0.0       0.0       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        20         0         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   130,497                :
: Positions                                                                                                    :
:  103,212    16,766    10,028   100,143     8,101         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    4,134     1,144       117     2,178     1,403         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      12.8       7.7      76.7       6.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       23         7         .         9         7         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    70,760                :
: Positions                                                                                                    :
:   31,747    42,795    16,073    12,999    12,074         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      598    -3,358      -684     3,574      -102         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      60.5      22.7      18.4      17.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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 1,321,626                :
: Positions                                                                                                    :
:  125,429   178,775   151,237   102,746   134,415   277,674   139,366   313,744    95,079   257,275   160,177 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    6,878     7,795   -24,177     6,540    11,461    18,642   -32,306     6,902    -7,123    15,510   -10,195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5      13.5      11.4       7.8      10.2      21.0      10.5      23.7       7.2      19.5      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   338                     :
:       44        36        23        13        26        76        47        82        60        55        73 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   395,326                :
: Positions                                                                                                    :
:   80,065    56,881     5,919    87,104    37,169    15,304     8,742     9,849   214,563   167,551    19,686 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,170     3,259      -937    -2,473     1,159     2,983     1,457    -1,374     2,522     4,038    -1,280 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.3      14.4       1.5      22.0       9.4       3.9       2.2       2.5      54.3      42.4       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       23        25         .        11        14         5         4         5        17        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   123,272                :
: Positions                                                                                                    :
:   32,511    16,253    27,421    22,954    19,641     2,179    28,309     8,040    14,393    10,348    10,988 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,130    -2,001    -2,690    -1,457     3,234     1,044     1,655     1,736    -1,629      -509     2,114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.4      13.2      22.2      18.6      15.9       1.8      23.0       6.5      11.7       8.4       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       11        12         8         6        13         .         8         7        12         5        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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 NAT GAS FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                  :
CFTC Code #023P01                                                    Open Interest is    45,007                :
: Positions                                                                                                    :
:    2,659     2,945     9,302     2,459    16,277         0     2,399     3,212     1,424     5,837    11,523 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.9       6.5      20.7       5.5      36.2       0.0       5.3       7.1       3.2      13.0      25.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        4         4         5         .         6         0         .         .         4         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    52,541                :
: Positions                                                                                                    :
:    4,736    16,871    23,078     1,316    14,832       379     1,359     2,983     1,495     9,888     5,038 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -319     3,663     3,845       784       284       184    -1,074       377       -69       217       377 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      32.1      43.9       2.5      28.2       0.7       2.6       5.7       2.8      18.8       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        4         4         6         .         9         .         .         .         5         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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 1,238,554                :
: Positions                                                                                                    :
:  288,223   178,313    93,521   824,973   134,152   175,975     2,442    52,246   441,066     6,228    24,994 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    6,700     4,665      -369    10,477     8,489    23,754     1,568    -5,220   -14,134         1     1,795 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.3      14.4       7.6      66.6      10.8      14.2       0.2       4.2      35.6       0.5       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       29        26         4        15        13         7         .         6        13         4        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   236,432                :
: Positions                                                                                                    :
:   48,169    34,773   123,951    93,621    18,967     4,216    26,896    11,473     3,436    26,397    20,405 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    2,431      -667    -2,117      -909      -332        22     7,124      -176       558    -4,504     1,489 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4      14.7      52.4      39.6       8.0       1.8      11.4       4.9       1.5      11.2       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       15        15        14         5        13         .         6         6         6        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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     2,771                :
: Positions                                                                                                    :
:    1,025     1,706        88         0       189         0         0         0       573       189       273 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:       90       245        16         0       -13         0         0         0        75         0        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      61.6       3.2       0.0       6.8       0.0       0.0       0.0      20.7       6.8       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        19         .         0         .         0         0         0         6         .         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    19,971                :
: Positions                                                                                                    :
:   18,377     8,130       830     9,399       165         0         0         0       398     2,023        45 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,238       768         0       405         0         0         0         0         0        65        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      40.7       4.2      47.1       0.8       0.0       0.0       0.0       2.0      10.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        16         .         8         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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   104,997                :
: Positions                                                                                                    :
:   74,640    83,220     9,652     9,048     6,127     4,767       238     1,201     4,742     1,831     2,967 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,700     1,841       658      -134      -514      -908        20       648       321       -35       519 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      79.3       9.2       8.6       5.8       4.5       0.2       1.1       4.5       1.7       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       53        52         6         7         9         4         .         4        19        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    74,172                :
: Positions                                                                                                    :
:   42,064    57,352     9,855     5,764     7,524     2,066         0     1,055    10,960     1,501       420 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:     -287       -62        45         0         0        45         0         0        15         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      77.3      13.3       7.8      10.1       2.8       0.0       1.4      14.8       2.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        26         4         5         4         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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    40,167                :
: Positions                                                                                                    :
:   34,554    28,256        29     6,045     1,348       675         0         0     2,212     3,279       821 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      217       423         0      -293       233       145         0         0       257       429       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      70.3       0.1      15.0       3.4       1.7       0.0       0.0       5.5       8.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       33        37         .         7         7         .         0         0         9         9         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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     9,812                :
: Positions                                                                                                    :
:    7,242     4,874     1,499     3,797       110         0         0         0       491       174       244 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:      383       241         0       117         0         0         0         0       -94       -60        38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      49.7      15.3      38.7       1.1       0.0       0.0       0.0       5.0       1.8       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        18         .         7         .         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 2017         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    17,757                :
: Positions                                                                                                    :
:   14,070     8,795     1,351     5,602       188         0         3        35       919     2,216       661 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:    1,335       712        10       110         0         0         0       -13        -5       620       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      49.5       7.6      31.5       1.1       0.0       0.0       0.2       5.2      12.5       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        16         4         4         .         0         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 19, 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 BALMO  - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665W                                                    Open Interest is     1,200                :
: Positions                                                                                                    :
:      730       783       405       100         0         0         0         0        25       292        15 :
:                                                                                                              :
: Changes from:     September 12, 2017                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      65.3      33.8       8.3       0.0       0.0       0.0       0.0       2.1      24.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 22, 2017