NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,509,159: 2,962,128  1,307,686    406,059  3,000,674    338,075    596,296     10,333    275,390    358,038     33,145    527,977:   45,196    15,879
Old  : 5,509,159: 2,962,128  1,307,686    406,059  3,000,674    338,075    596,296     10,333    275,390    358,038     33,145    527,977:   45,196    15,879
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    72,522:    66,910     82,707     -1,129     25,250    -14,478    -21,594        454     11,810     61,632        628    -35,908:    5,279     2,059
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       23.7        7.4       54.5        6.1       10.8        0.2        5.0        6.5        0.6        9.6:      0.8       0.3
Old  :     100.0:      53.8       23.7        7.4       54.5        6.1       10.8        0.2        5.0        6.5        0.6        9.6:      0.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:       112         98          7         19         20         21          .         17         41         17         43:
Old  :       230:       112         98          7         19         20         21          .         17         41         17         43:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       35.2       40.6       49.9       21.6       33.9       33.5       44.3
Old  :                 25.0       35.2       40.6       49.9       21.6       33.9       33.5       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  : 1,602,335:   170,585    185,737     33,338     93,056    511,534     62,788      1,804    456,429     18,909      7,412    345,085:    3,668     1,279
Old  : 1,602,335:   170,585    185,737     33,338     93,056    511,534     62,788      1,804    456,429     18,909      7,412    345,085:    3,668     1,279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    14,730:     3,033       -944      5,521         29      4,203    -14,082        371      6,682      4,885       -139      4,546:      -57       -17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.6       11.6        2.1        5.8       31.9        3.9        0.1       28.5        1.2        0.5       21.5:      0.2       0.1
Old  :     100.0:      10.6       11.6        2.1        5.8       31.9        3.9        0.1       28.5        1.2        0.5       21.5:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        87:        34         35          8         10         17          5          5         10         11         11         19:
Old  :        87:        34         35          8         10         17          5          5         10         11         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       56.2       73.5       73.0        5.5        5.4        6.6        7.3
Old  :                 56.2       56.2       73.5       73.0        5.5        5.4        6.6        7.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   216,195:   107,993    184,345     70,313     10,542      8,742      7,015      6,285      2,597      1,402          0        591:   17,542     3,093
Old  :   216,195:   107,993    184,345     70,313     10,542      8,742      7,015      6,285      2,597      1,402          0        591:   17,542     3,093
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    24,517:    16,396     13,375     -3,893       -428      6,531      2,635      5,479         25      1,402       -724        321:    1,100       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       85.3       32.5        4.9        4.0        3.2        2.9        1.2        0.6        0.0        0.3:      8.1       1.4
Old  :     100.0:      50.0       85.3       32.5        4.9        4.0        3.2        2.9        1.2        0.6        0.0        0.3:      8.1       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        25         24          5          .          7          .          .          .          .          0          .:
Old  :        45:        25         24          5          .          7          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       54.4       63.3       78.0       43.0       44.8       52.6       60.6
Old  :                 50.3       54.4       63.3       78.0       43.0       44.8       52.6       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    97,945:    88,554     64,389          0     24,838      3,501          0          0          0      2,640          0         60:    3,190     5,157
Old  :    97,945:    88,554     64,389          0     24,838      3,501          0          0          0      2,640          0         60:    3,190     5,157
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     4,362:     2,552        528        -82      1,936        296          0          0          0      1,542          0       -156:      210     1,758
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.4       65.7        0.0       25.4        3.6        0.0        0.0        0.0        2.7        0.0        0.1:      3.3       5.3
Old  :     100.0:      90.4       65.7        0.0       25.4        3.6        0.0        0.0        0.0        2.7        0.0        0.1:      3.3       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        25         25          0          7          5          0          0          0          .          0          .:
Old  :        39:        25         25          0          7          5          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       44.8       77.3       62.3       56.9       44.4       69.6       56.6
Old  :                 59.0       44.8       77.3       62.3       56.9       44.4       69.6       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   231,649:   180,642     85,112     17,042    116,740     19,787          0        251      1,717        759        882          0:   11,702     7,160
Old  :   231,649:   180,642     85,112     17,042    116,740     19,787          0        251      1,717        759        882          0:   11,702     7,160
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    -1,313:       -44      2,756     -2,966     -5,995      1,228        -55        251       -155        271        334          0:      408       268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       36.7        7.4       50.4        8.5        0.0        0.1        0.7        0.3        0.4        0.0:      5.1       3.1
Old  :     100.0:      78.0       36.7        7.4       50.4        8.5        0.0        0.1        0.7        0.3        0.4        0.0:      5.1       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        23         20          5          6          5          0          .          .          .          .          0:
Old  :        39:        23         20          5          6          5          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       61.3       75.9       76.3       54.1       60.7       64.2       70.4
Old  :                 61.2       61.3       75.9       76.3       54.1       60.7       64.2       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   948,786:   836,671    150,139     35,653    710,745     56,605          0        353      2,178        857     17,143      5,872:   10,950     5,751
Old  :   948,786:   836,671    150,139     35,653    710,745     56,605          0        353      2,178        857     17,143      5,872:   10,950     5,751
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       476:    -1,496     -8,042      1,361      7,688        125          0        -35         34       -500        217        110:      842       379
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.2       15.8        3.8       74.9        6.0        0.0        0.0        0.2        0.1        1.8        0.6:      1.2       0.6
Old  :     100.0:      88.2       15.8        3.8       74.9        6.0        0.0        0.0        0.2        0.1        1.8        0.6:      1.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        39         20          5          9         12          0          .          .          .          .          .:
Old  :        58:        39         20          5          9         12          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       60.9       60.9       82.0       35.9       60.7       54.7       76.6
Old  :                 41.2       60.9       60.9       82.0       35.9       60.7       54.7       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   407,368:   325,364    283,545     27,222     82,087     32,386        119          0      1,010      5,816          0          0:   15,451     8,340
Old  :   407,368:   325,364    283,545     27,222     82,087     32,386        119          0      1,010      5,816          0          0:   15,451     8,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     3,705:       626      3,874       -550     -2,106      2,970        119       -883       -240        840          0          0:      -60        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       69.6        6.7       20.2        8.0        0.0        0.0        0.2        1.4        0.0        0.0:      3.8       2.0
Old  :     100.0:      79.9       69.6        6.7       20.2        8.0        0.0        0.0        0.2        1.4        0.0        0.0:      3.8       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        28         33          5          9          7          .          0          .          .          0          0:
Old  :        59:        28         33          5          9          7          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       37.6       76.3       57.4       55.5       35.9       66.6       52.5
Old  :                 57.2       37.6       76.3       57.4       55.5       35.9       66.6       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   409,609:   344,918    291,583     28,222     92,932     18,390          0          0          0        494          0        734:   16,851     5,970
Old  :   409,609:   344,918    291,583     28,222     92,932     18,390          0          0          0        494          0        734:   16,851     5,970
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       276:       546        655       -360        690       -612          0          0          0        217          0       -189:      674      -268
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       71.2        6.9       22.7        4.5        0.0        0.0        0.0        0.1        0.0        0.2:      4.1       1.5
Old  :     100.0:      84.2       71.2        6.9       22.7        4.5        0.0        0.0        0.0        0.1        0.0        0.2:      4.1       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        32         30          5          7         10          0          0          0          .          0          .:
Old  :        51:        32         30          5          7         10          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       46.5       68.3       68.9       46.1       45.5       58.6       63.0
Old  :                 51.4       46.5       68.3       68.9       46.1       45.5       58.6       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   207,357:   176,954    102,656     17,579     90,282      3,789      1,291          0        937         39      1,148        240:    6,528     8,305
Old  :   207,357:   176,954    102,656     17,579     90,282      3,789      1,291          0        937         39      1,148        240:    6,528     8,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    10,245:     7,756        980      1,549      7,618        449      1,291       -210       -565         39        270        240:     -514     1,463
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       49.5        8.5       43.5        1.8        0.6        0.0        0.5        0.0        0.6        0.1:      3.1       4.0
Old  :     100.0:      85.3       49.5        8.5       43.5        1.8        0.6        0.0        0.5        0.0        0.6        0.1:      3.1       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         22          .          8          8          .          0          .          .          .          .:
Old  :        47:        27         22          .          8          8          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       42.0       73.9       69.0       53.6       41.8       68.7       64.0
Old  :                 54.2       42.0       73.9       69.0       53.6       41.8       68.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    79,950:    59,198     65,831     11,218      2,750      1,459        499        503        887          0      1,350      1,437:    5,252     5,733
Old  :    79,950:    59,198     65,831     11,218      2,750      1,459        499        503        887          0      1,350      1,437:    5,252     5,733
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       920:     1,103      1,082       -305          0          0        307          0          0       -912       -192        180:      547      -150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       82.3       14.0        3.4        1.8        0.6        0.6        1.1        0.0        1.7        1.8:      6.6       7.2
Old  :     100.0:      74.0       82.3       14.0        3.4        1.8        0.6        0.6        1.1        0.0        1.7        1.8:      6.6       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         17          5          .          4          .          .          .          0          .          .:
Old  :        32:        19         17          5          .          4          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       42.7       72.9       61.1       49.5       41.2       63.4       57.6
Old  :                 54.0       42.7       72.9       61.1       49.5       41.2       63.4       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,183:    19,617     18,561      1,812      4,064          0          0          0          0      1,013          0          0:      741       558
Old  :    23,183:    19,617     18,561      1,812      4,064          0          0          0          0      1,013          0          0:      741       558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     1,230:     1,230        720          0        510          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       80.1        7.8       17.5        0.0        0.0        0.0        0.0        4.4        0.0        0.0:      3.2       2.4
Old  :     100.0:      84.6       80.1        7.8       17.5        0.0        0.0        0.0        0.0        4.4        0.0        0.0:      3.2       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         10          .          .          0          0          0          0          .          0          0:
Old  :        23:        12         10          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       59.3       89.3       83.4       72.4       59.3       87.7       83.4
Old  :                 73.6       59.3       89.3       83.4       72.4       59.3       87.7       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   114,110:    83,114     33,360     16,292     70,676      4,490      1,912          0        769          0        332          0:    7,533     4,483
Old  :   114,110:    83,114     33,360     16,292     70,676      4,490      1,912          0        769          0        332          0:    7,533     4,483
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     6,205:     5,012      1,001      1,598      4,808          0       -680          0        186          0        332          0:       89      -122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       29.2       14.3       61.9        3.9        1.7        0.0        0.7        0.0        0.3        0.0:      6.6       3.9
Old  :     100.0:      72.8       29.2       14.3       61.9        3.9        1.7        0.0        0.7        0.0        0.3        0.0:      6.6       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         11          .          4          .          .          0          .          0          .          0:
Old  :        26:        15         11          .          4          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       62.8       75.1       89.4       47.7       61.9       67.9       79.1
Old  :                 51.2       62.8       75.1       89.4       47.7       61.9       67.9       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   160,909:   123,579     69,561     23,563     82,135      6,839        885          0          0          0          0          0:    6,043     2,374
Old  :   160,909:   123,579     69,561     23,563     82,135      6,839        885          0          0          0          0          0:    6,043     2,374
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     5,986:     5,959        657     -1,640      4,115      1,667          0          0          0          0          0          0:        0      -453
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       43.2       14.6       51.0        4.3        0.6        0.0        0.0        0.0        0.0        0.0:      3.8       1.5
Old  :     100.0:      76.8       43.2       14.6       51.0        4.3        0.6        0.0        0.0        0.0        0.0        0.0:      3.8       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        19         17          5          7          7          .          0          0          0          0          0:
Old  :        40:        19         17          5          7          7          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       73.4       71.3       85.7       52.6       73.2       68.7       85.1
Old  :                 54.9       73.4       71.3       85.7       52.6       73.2       68.7       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    82,191:    78,583     64,343          0     15,629        605          0          0          0          0          0          0:    3,003     1,614
Old  :    82,191:    78,583     64,343          0     15,629        605          0          0          0          0          0          0:    3,003     1,614
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     2,810:     2,940      3,631          0       -120        120          0          0          0          0          0          0:     -250      -821
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.6       78.3        0.0       19.0        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.7       2.0
Old  :     100.0:      95.6       78.3        0.0       19.0        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.7       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         14          0          .          .          0          0          0          0          0          0:
Old  :        26:        17         14          0          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       50.8       83.3       82.1       52.1       47.6       63.5       64.8
Old  :                 62.0       50.8       83.3       82.1       52.1       47.6       63.5       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    16,709:    13,179     16,341        620          0          0      2,077          0          0        217          0          0:      616       368
Old  :    16,709:    13,179     16,341        620          0          0      2,077          0          0        217          0          0:      616       368
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       240:       240        120          0          0          0          0          0          0          0          0          0:        0       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       97.8        3.7        0.0        0.0       12.4        0.0        0.0        1.3        0.0        0.0:      3.7       2.2
Old  :     100.0:      78.9       97.8        3.7        0.0        0.0       12.4        0.0        0.0        1.3        0.0        0.0:      3.7       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         14          .          0          0          .          0          0          .          0          0:
Old  :        27:        15         14          .          0          0          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       68.8       70.4       88.5       46.8       60.8       68.9       79.6
Old  :                 48.3       68.8       70.4       88.5       46.8       60.8       68.9       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   572,283:   434,063    185,290     40,426    330,522     35,616      5,756      5,818      1,587     43,960      2,717        907:    9,968     9,826
Old  :   572,283:   434,063    185,290     40,426    330,522     35,616      5,756      5,818      1,587     43,960      2,717        907:    9,968     9,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    17,213:    18,585      8,014     -5,378      5,245      2,082     -1,219        101        680      1,610         86        517:      336       488
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       32.4        7.1       57.8        6.2        1.0        1.0        0.3        7.7        0.5        0.2:      1.7       1.7
Old  :     100.0:      75.8       32.4        7.1       57.8        6.2        1.0        1.0        0.3        7.7        0.5        0.2:      1.7       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        70:        42         40          4         11          9          .          .          4          .          .          .:
Old  :        70:        42         40          4         11          9          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       54.8       55.1       66.6       31.9       53.1       47.4       60.5
Old  :                 33.9       54.8       55.1       66.6       31.9       53.1       47.4       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   120,211:    78,006     68,920     15,401     22,598     17,740      4,047        753      1,475          0        983        678:    2,864     7,064
Old  :   120,211:    78,006     68,920     15,401     22,598     17,740      4,047        753      1,475          0        983        678:    2,864     7,064
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    16,211:     2,300     12,382      7,181     -2,846      5,630          0       -471        852          0        174        186:       62       304
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       57.3       12.8       18.8       14.8        3.4        0.6        1.2        0.0        0.8        0.6:      2.4       5.9
Old  :     100.0:      64.9       57.3       12.8       18.8       14.8        3.4        0.6        1.2        0.0        0.8        0.6:      2.4       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         15          4          .          6          .          .          .          0          .          .:
Old  :        36:        20         15          4          .          6          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       42.2       59.0       71.0       26.2       38.8       42.4       53.9
Old  :                 36.2       42.2       59.0       71.0       26.2       38.8       42.4       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    17,568:    13,837     15,674      2,624      1,069          0          0          0          0          0          0          0:    1,107       825
Old  :    17,568:    13,837     15,674      2,624      1,069          0          0          0          0          0          0          0:    1,107       825
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     3,698:     3,638      2,858        -60        480          0          0          0          0          0          0          0:      120       360
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       89.2       14.9        6.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      6.3       4.7
Old  :     100.0:      78.8       89.2       14.9        6.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      6.3       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          9          .          .          0          0          0          0          0          0          0:
Old  :        21:        11          9          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       70.1       79.5       91.3       49.4       55.3       65.4       75.1
Old  :                 61.2       70.1       79.5       91.3       49.4       55.3       65.4       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV                                                                   Code-0233A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    73,484:    39,572     48,898     28,174     16,160      3,648          0          0          0          0        642          0:    2,090     4,136
Old  :    73,484:    39,572     48,898     28,174     16,160      3,648          0          0          0          0        642          0:    2,090     4,136
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     2,964:       548      2,298      2,141         30         92          0          0          0          0        300        -30:      213       274
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       66.5       38.3       22.0        5.0        0.0        0.0        0.0        0.0        0.9        0.0:      2.8       5.6
Old  :     100.0:      53.9       66.5       38.3       22.0        5.0        0.0        0.0        0.0        0.0        0.9        0.0:      2.8       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8         10          6          4          6          0          0          0          0          .          0:
Old  :        23:         8         10          6          4          6          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       61.8       87.2       83.1       63.0       61.0       80.7       80.7
Old  :                 64.4       61.8       87.2       83.1       63.0       61.0       80.7       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    93,894:    82,174     70,035      2,912     13,912      6,184        480        600          0      1,200        240          0:      944     2,923
Old  :    93,894:    82,174     70,035      2,912     13,912      6,184        480        600          0      1,200        240          0:      944     2,923
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    11,021:     7,691     10,150      1,740        -93       -120        480        600          0      1,200        240          0:       30       244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       74.6        3.1       14.8        6.6        0.5        0.6        0.0        1.3        0.3        0.0:      1.0       3.1
Old  :     100.0:      87.5       74.6        3.1       14.8        6.6        0.5        0.6        0.0        1.3        0.3        0.0:      1.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        13         15          .          5          4          .          .          0          .          .          0:
Old  :        35:        13         15          .          5          4          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       68.8       85.3       83.7       56.5       68.8       77.5       77.7
Old  :                 59.7       68.8       85.3       83.7       56.5       68.8       77.5       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,132:    84,282     92,627      8,879     14,070        124     18,119      3,669          0      1,961      2,906        930:      837       806
Old  :   115,132:    84,282     92,627      8,879     14,070        124     18,119      3,669          0      1,961      2,906        930:      837       806
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    11,561:     8,441     10,904      1,440       -183          0        480        600          0        270       -690        930:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       80.5        7.7       12.2        0.1       15.7        3.2        0.0        1.7        2.5        0.8:      0.7       0.7
Old  :     100.0:      73.2       80.5        7.7       12.2        0.1       15.7        3.2        0.0        1.7        2.5        0.8:      0.7       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        20         38          .          5          .          4          .          0          .          4          .:
Old  :        68:        20         38          .          5          .          4          .          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       44.0       66.4       58.8       31.7       40.3       52.8       51.2
Old  :                 39.6       44.0       66.4       58.8       31.7       40.3       52.8       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   152,444:   149,773    150,002      1,507          0          0          0          0          0          0          0          0:    1,164     2,442
Old  :   152,444:   149,773    150,002      1,507          0          0          0          0          0          0          0          0:    1,164     2,442
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     1,770:     1,710      1,770          0          0          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.2       98.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.8       1.6
Old  :     100.0:      98.2       98.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.8       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         26          .          0          0          0          0          0          0          0          0:
Old  :        35:        21         26          .          0          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.6       71.2       92.7       88.4       64.4       64.5       76.3       74.3
Old  :                 78.6       71.2       92.7       88.4       64.4       64.5       76.3       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   252,412:   188,681    186,597     32,732     31,712     22,683        118          0      1,282          0          0          0:    6,916    10,138
Old  :   252,412:   188,681    186,597     32,732     31,712     22,683        118          0      1,282          0          0          0:    6,916    10,138
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       189:     2,794     -2,329     -4,031     -1,449      4,066       -915          0        438          0          0          0:   -2,163      -537
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       73.9       13.0       12.6        9.0        0.0        0.0        0.5        0.0        0.0        0.0:      2.7       4.0
Old  :     100.0:      74.8       73.9       13.0       12.6        9.0        0.0        0.0        0.5        0.0        0.0        0.0:      2.7       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        32         30          .          .          4          .          0          .          0          0          0:
Old  :        44:        32         30          .          .          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       48.1       72.1       65.6       45.7       39.7       59.3       51.2
Old  :                 55.5       48.1       72.1       65.6       45.7       39.7       59.3       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    15,399:    12,119     11,685        646          0          0          0          0          0        341      1,410          0:    2,293     2,304
Old  :    15,399:    12,119     11,685        646          0          0          0          0          0        341      1,410          0:    2,293     2,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       210:       180         60         30          0          0          0          0          0          0        120          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       75.9        4.2        0.0        0.0        0.0        0.0        0.0        2.2        9.2        0.0:     14.9      15.0
Old  :     100.0:      78.7       75.9        4.2        0.0        0.0        0.0        0.0        0.0        2.2        9.2        0.0:     14.9      15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         12          .          0          0          0          0          0          .          .          0:
Old  :        24:        11         12          .          0          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       51.0       72.2       74.0       51.8       49.8       65.0       67.9
Old  :                 57.7       51.0       72.2       74.0       51.8       49.8       65.0       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,752:    96,669     88,826      4,240     11,217      7,785          0        872      1,874          0        430          0:    2,184     1,748
Old  :   112,752:    96,669     88,826      4,240     11,217      7,785          0        872      1,874          0        430          0:    2,184     1,748
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     1,512:     1,388      1,449        240       -305        158          0       -270          0          0        430          0:     -274        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       78.8        3.8        9.9        6.9        0.0        0.8        1.7        0.0        0.4        0.0:      1.9       1.6
Old  :     100.0:      85.7       78.8        3.8        9.9        6.9        0.0        0.8        1.7        0.0        0.4        0.0:      1.9       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        16         19          .          4          6          0          .          .          0          .          0:
Old  :        34:        16         19          .          4          6          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       45.6       77.8       66.8       42.7       39.4       59.3       52.8
Old  :                 53.9       45.6       77.8       66.8       42.7       39.4       59.3       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   135,555:    93,116    122,075     21,476      2,557      3,666        712          0      1,036      7,497          0          0:    8,052     6,221
Old  :   135,555:    93,116    122,075     21,476      2,557      3,666        712          0      1,036      7,497          0          0:    8,052     6,221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    -2,587:        83     -1,742     -2,713          0        178       -182          0          9        813          0          0:     -775    -1,032
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       90.1       15.8        1.9        2.7        0.5        0.0        0.8        5.5        0.0        0.0:      5.9       4.6
Old  :     100.0:      68.7       90.1       15.8        1.9        2.7        0.5        0.0        0.8        5.5        0.0        0.0:      5.9       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         12          .          .          .          .          0          .          .          0          0:
Old  :        27:        18         12          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       75.2       73.8       89.1       45.2       71.2       63.5       77.9
Old  :                 49.8       75.2       73.8       89.1       45.2       71.2       63.5       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   122,889:    84,098    115,982     30,104      3,540        727          0          0          0          0          0          0:    7,960     2,640
Old  :   122,889:    84,098    115,982     30,104      3,540        727          0          0          0          0          0          0:    7,960     2,640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       315:       192        243        181          0          0          0          0          0          0          0          0:      -58        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       94.4       24.5        2.9        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      6.5       2.1
Old  :     100.0:      68.4       94.4       24.5        2.9        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      6.5       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        15         14          5          .          .          0          0          0          0          0          0:
Old  :        22:        15         14          5          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       78.6       83.1       92.6       59.6       76.8       80.9       88.8
Old  :                 61.3       78.6       83.1       92.6       59.6       76.8       80.9       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   120,512:   100,401     84,863          0     18,929     13,420          0          0          0        780        307         96:    5,815     2,897
Old  :   120,512:   100,401     84,863          0     18,929     13,420          0          0          0        780        307         96:    5,815     2,897
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     6,403:    12,776      2,894     -7,788      1,416      2,736          0          0          0        540         60        -60:   -1,801      -643
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       70.4        0.0       15.7       11.1        0.0        0.0        0.0        0.6        0.3        0.1:      4.8       2.4
Old  :     100.0:      83.3       70.4        0.0       15.7       11.1        0.0        0.0        0.0        0.6        0.3        0.1:      4.8       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         16          0          4          .          0          0          0          .          .          .:
Old  :        31:        20         16          0          4          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.6       62.6       75.0       82.4       53.2       54.9       66.0       69.7
Old  :                 56.6       62.6       75.0       82.4       53.2       54.9       66.0       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   153,182:   104,243     89,177     11,194     25,847     21,253          0      1,363      8,151          0      1,644        450:    7,891     5,297
Old  :   153,182:   104,243     89,177     11,194     25,847     21,253          0      1,363      8,151          0      1,644        450:    7,891     5,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :      -755:    -2,132      2,276         30     -4,442        550          0       -126        163          0         33        300:      334       491
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       58.2        7.3       16.9       13.9        0.0        0.9        5.3        0.0        1.1        0.3:      5.2       3.5
Old  :     100.0:      68.1       58.2        7.3       16.9       13.9        0.0        0.9        5.3        0.0        1.1        0.3:      5.2       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        27         20          4          6          7          0          .          .          0          .          .:
Old  :        45:        27         20          4          6          7          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       61.8       57.2       74.9       29.6       50.9       42.2       59.2
Old  :                 39.8       61.8       57.2       74.9       29.6       50.9       42.2       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    19,601:    13,696     18,180      2,525          0        589          0          0          0      1,116          0          0:    1,675       832
Old  :    19,601:    13,696     18,180      2,525          0        589          0          0          0      1,116          0          0:    1,675       832
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     2,820:     1,650      2,820        870          0          0          0          0          0          0          0          0:      300         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       92.8       12.9        0.0        3.0        0.0        0.0        0.0        5.7        0.0        0.0:      8.5       4.2
Old  :     100.0:      69.9       92.8       12.9        0.0        3.0        0.0        0.0        0.0        5.7        0.0        0.0:      8.5       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         10          .          0          .          0          0          0          .          0          0:
Old  :        22:        11         10          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       70.9       74.7       87.9       47.1       70.9       72.2       86.6
Old  :                 49.1       70.9       74.7       87.9       47.1       70.9       72.2       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    37,328:    16,852     35,968     18,406          0          0          0          0          0          0        310          0:    2,070     1,050
Old  :    37,328:    16,852     35,968     18,406          0          0          0          0          0          0        310          0:    2,070     1,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     3,242:     2,226      3,242        654          0          0          0          0          0          0          0          0:      362         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.1       96.4       49.3        0.0        0.0        0.0        0.0        0.0        0.0        0.8        0.0:      5.5       2.8
Old  :     100.0:      45.1       96.4       49.3        0.0        0.0        0.0        0.0        0.0        0.0        0.8        0.0:      5.5       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         11          .          0          0          0          0          0          0          .          0:
Old  :        21:        12         11          .          0          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.0       75.3       89.9       92.2       74.9       71.6       79.5       82.7
Old  :                 80.0       75.3       89.9       92.2       74.9       71.6       79.5       82.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   191,160:   106,967    130,993     63,174     41,871      3,892          0      4,299          0     10,626      1,097        217:    6,284     8,791
Old  :   191,160:   106,967    130,993     63,174     41,871      3,892          0      4,299          0     10,626      1,097        217:    6,284     8,791
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     6,159:     7,238      3,509     -1,632        601        267          0       -187       -245       -365      1,097        217:      679       900
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       68.5       33.0       21.9        2.0        0.0        2.2        0.0        5.6        0.6        0.1:      3.3       4.6
Old  :     100.0:      56.0       68.5       33.0       21.9        2.0        0.0        2.2        0.0        5.6        0.6        0.1:      3.3       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        27         22          4          5          7          0          .          0          .          .          .:
Old  :        42:        27         22          4          5          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       50.4       64.0       67.3       45.1       48.2       60.8       63.4
Old  :                 46.3       50.4       64.0       67.3       45.1       48.2       60.8       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   107,175:    90,725     74,075     11,418     25,456        807          0          0          0          0          0          0:    4,225     6,837
Old  :   107,175:    90,725     74,075     11,418     25,456        807          0          0          0          0          0          0:    4,225     6,837
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     4,579:     6,151      2,881       -212        879          0          0          0          0     -1,037          0          0:     -323       819
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.7       69.1       10.7       23.8        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       6.4
Old  :     100.0:      84.7       69.1       10.7       23.8        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      3.9       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         15          .          6          4          0          0          0          0          0          0:
Old  :        33:        19         15          .          6          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       42.6       72.9       69.6       45.8       39.6       60.6       60.4
Old  :                 48.5       42.6       72.9       69.6       45.8       39.6       60.6       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    82,856:    42,140     66,850     32,987     11,714        636        750          0          0          0          0          0:    6,343     3,656
Old  :    82,856:    42,140     66,850     32,987     11,714        636        750          0          0          0          0          0:    6,343     3,656
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     1,869:     1,688      1,087         30        480          0          0          0          0          0          0          0:      151       302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.9       80.7       39.8       14.1        0.8        0.9        0.0        0.0        0.0        0.0        0.0:      7.7       4.4
Old  :     100.0:      50.9       80.7       39.8       14.1        0.8        0.9        0.0        0.0        0.0        0.0        0.0:      7.7       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        18         13          7          .          4          .          0          0          0          0          0:
Old  :        33:        18         13          7          .          4          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       66.6       59.6       87.1       33.9       65.0       54.8       77.7
Old  :                 35.5       66.6       59.6       87.1       33.9       65.0       54.8       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    78,468:    49,656     51,356     13,240     15,369      6,591          0          0          0      2,605          0        818:    5,558     4,334
Old  :    78,468:    49,656     51,356     13,240     15,369      6,591          0          0          0      2,605          0        818:    5,558     4,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     3,739:     2,646      3,064        -69        578        125          0          0          0        499       -477        477:       61       -28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       65.4       16.9       19.6        8.4        0.0        0.0        0.0        3.3        0.0        1.0:      7.1       5.5
Old  :     100.0:      63.3       65.4       16.9       19.6        8.4        0.0        0.0        0.0        3.3        0.0        1.0:      7.1       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        13         17          .          4          .          0          0          0          .          0          .:
Old  :        30:        13         17          .          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       54.5       73.1       75.5       41.0       48.1       56.5       57.3
Old  :                 49.3       54.5       73.1       75.5       41.0       48.1       56.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    27,016:    22,963     26,401        248        248          0          0          0          0      2,240          0          0:    1,565       367
Old  :    27,016:    22,963     26,401        248        248          0          0          0          0      2,240          0          0:    1,565       367
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       662:       302        755          0          0          0          0          0          0        240          0          0:      120       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.0       97.7        0.9        0.9        0.0        0.0        0.0        0.0        8.3        0.0        0.0:      5.8       1.4
Old  :     100.0:      85.0       97.7        0.9        0.9        0.0        0.0        0.0        0.0        8.3        0.0        0.0:      5.8       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         16          .          .          0          0          0          0          .          0          0:
Old  :        27:        11         16          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       77.0       84.7       87.6       65.3       77.0       84.6       87.2
Old  :                 65.4       77.0       84.7       87.6       65.3       77.0       84.6       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                                                               Code-0233DR
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MM Btus                                                                                                            :
     :          :    Positions                                                                                                           :
All  :   126,365:   100,606     14,276     10,256    100,257      5,750          0          0          0          0          0          0:    9,753     6,082
Old  :   126,365:   100,606     14,276     10,256    100,257      5,750          0          0          0          0          0          0:    9,753     6,082
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    10,582:     8,477        118      1,187     12,039        827          0          0          0          0          0          0:       91    -2,402
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       11.3        8.1       79.3        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      7.7       4.8
Old  :     100.0:      79.6       11.3        8.1       79.3        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      7.7       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        22          7          .          9          6          0          0          0          0          0          0:
Old  :        34:        22          7          .          9          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       66.7       65.0       83.0       42.9       64.8       61.1       77.0
Old  :                 43.7       66.7       65.0       83.0       42.9       64.8       61.1       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                                                                     Code-0233DT
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    77,538:    32,498     53,915     23,417      7,126     12,733          0          0          0          0          0          0:    8,890     3,764
Old  :    77,538:    32,498     53,915     23,417      7,126     12,733          0          0          0          0          0          0:    8,890     3,764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     4,085:     4,166      3,814     -1,141       -484        755          0          0          0          0          0          0:      305         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.9       69.5       30.2        9.2       16.4        0.0        0.0        0.0        0.0        0.0        0.0:     11.5       4.9
Old  :     100.0:      41.9       69.5       30.2        9.2       16.4        0.0        0.0        0.0        0.0        0.0        0.0:     11.5       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13          8          .          4          4          0          0          0          0          0          0:
Old  :        23:        13          8          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       71.2       73.8       88.0       40.6       66.6       61.0       75.3
Old  :                 51.8       71.2       73.8       88.0       40.6       66.6       61.0       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,334,555:   116,188    157,139    159,293     99,334    155,596    262,492    180,809    278,322     93,878    219,496    201,699:   67,086    42,161
Old  : 1,334,555:   116,188    157,139    159,293     99,334    155,596    262,492    180,809    278,322     93,878    219,496    201,699:   67,086    42,161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :   -12,038:   -15,333    -23,065        754      4,689       -190        636      3,145     10,135     -3,150      3,568     -8,372:    3,482    -1,948
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.7       11.8       11.9        7.4       11.7       19.7       13.5       20.9        7.0       16.4       15.1:      5.0       3.2
Old  :     100.0:       8.7       11.8       11.9        7.4       11.7       19.7       13.5       20.9        7.0       16.4       15.1:      5.0       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       345:        44         39         23         13         25         66         60         82         68         51         89:
Old  :       345:        44         39         23         13         25         66         60         82         68         51         89:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       21.6       32.0       33.0       10.3       18.3       14.6       23.3
Old  :                 20.5       21.6       32.0       33.0       10.3       18.3       14.6       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   531,781:    94,303    121,437     28,191     60,712    153,802     63,466      2,369     53,506     16,987     23,693    113,397:    8,128     2,865
Old  :   531,781:    94,303    121,437     28,191     60,712    153,802     63,466      2,369     53,506     16,987     23,693    113,397:    8,128     2,865
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     6,050:       949        268       -218       -864     -2,132       -560       -112      1,340        599      1,783      6,004:       67      -239
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.7       22.8        5.3       11.4       28.9       11.9        0.4       10.1        3.2        4.5       21.3:      1.5       0.5
Old  :     100.0:      17.7       22.8        5.3       11.4       28.9       11.9        0.4       10.1        3.2        4.5       21.3:      1.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       138:        37         35          7         16         22         25          5         23         21         26         38:
Old  :       138:        37         35          7         16         22         25          5         23         21         26         38:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       24.1       47.0       41.9       13.5        8.4       16.4       12.2
Old  :                 31.1       24.1       47.0       41.9       13.5        8.4       16.4       12.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   390,629:    84,407     60,343      8,109     92,420     34,206     12,170      9,646     12,288    203,053    150,567     22,530:   13,866     8,630
Old  :   390,629:    84,407     60,343      8,109     92,420     34,206     12,170      9,646     12,288    203,053    150,567     22,530:   13,866     8,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     6,651:    -6,456     -5,646      1,686      2,002         52        836      1,090        299      8,382      7,908      1,652:      200      -707
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       15.4        2.1       23.7        8.8        3.1        2.5        3.1       52.0       38.5        5.8:      3.5       2.2
Old  :     100.0:      21.6       15.4        2.1       23.7        8.8        3.1        2.5        3.1       52.0       38.5        5.8:      3.5       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        80:        25         26          5         10         14          5          5          6         17         10         19:
Old  :        80:        25         26          5         10         14          5          5          6         17         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       54.5       59.4       68.4       48.6       51.8       55.8       62.4
Old  :                 49.0       54.5       59.4       68.4       48.6       51.8       55.8       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   128,051:    35,068     18,417     28,360     24,961     16,966      4,852     24,950      7,351     12,521     13,531     14,868:    8,065     7,007
Old  :   128,051:    35,068     18,417     28,360     24,961     16,966      4,852     24,950      7,351     12,521     13,531     14,868:    8,065     7,007
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     4,865:       611        608     -1,499     -1,061      1,052          0        890        191      2,465      1,436      2,217:     -172      -468
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       14.4       22.1       19.5       13.2        3.8       19.5        5.7        9.8       10.6       11.6:      6.3       5.5
Old  :     100.0:      27.4       14.4       22.1       19.5       13.2        3.8       19.5        5.7        9.8       10.6       11.6:      6.3       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        13         12          9          6         14          .          6          5          8          9         15:
Old  :        54:        13         12          9          6         14          .          6          5          8          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       44.8       50.1       58.0       30.4       36.0       42.0       42.9
Old  :                 35.5       44.8       50.1       58.0       30.4       36.0       42.0       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    55,895:    10,032      5,567        106          0        170        750      9,404     23,253      4,865        726     16,669:       51       107
Old  :    55,895:    10,032      5,567        106          0        170        750      9,404     23,253      4,865        726     16,669:       51       107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    -1,057:       -66       -172         -1          0        -15       -189        128       -290        334        120       -828:       -2        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9       10.0        0.2        0.0        0.3        1.3       16.8       41.6        8.7        1.3       29.8:      0.1       0.2
Old  :     100.0:      17.9       10.0        0.2        0.0        0.3        1.3       16.8       41.6        8.7        1.3       29.8:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         8          9          .          0          .          .          6          8          5          4          8:
Old  :        28:         8          9          .          0          .          .          6          8          5          4          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       57.8       77.5       80.9       13.2       16.2       16.8       17.9
Old  :                 49.0       57.8       77.5       80.9       13.2       16.2       16.8       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES                                                                                                  Code-023P02
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   217,572:    35,819     33,385      5,491      3,019    101,570      1,443      3,188     12,138      2,226      5,708     57,006:    1,878     1,558
Old  :   217,572:    35,819     33,385      5,491      3,019    101,570      1,443      3,188     12,138      2,226      5,708     57,006:    1,878     1,558
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     5,428:     1,610        712       -144      1,028      2,176        333         14         88        630        673       -434:    1,168     1,170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       15.3        2.5        1.4       46.7        0.7        1.5        5.6        1.0        2.6       26.2:      0.9       0.7
Old  :     100.0:      16.5       15.3        2.5        1.4       46.7        0.7        1.5        5.6        1.0        2.6       26.2:      0.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:         4          4          6          .          9          5          .          6          6          9         15:
Old  :        35:         4          4          6          .          9          5          .          6          6          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       51.4       74.0       75.4        3.2        4.6        4.4        5.4
Old  :                 54.1       51.4       74.0       75.4        3.2        4.6        4.4        5.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,270,417:   288,033    187,005     94,051    833,274    121,967    145,841     29,744     52,956    519,407     10,584     20,391:   27,771    14,496
Old  : 1,270,417:   288,033    187,005     94,051    833,274    121,967    145,841     29,744     52,956    519,407     10,584     20,391:   27,771    14,496
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :    10,556:       689      3,256      1,931      6,639        430        132       -320          0      7,335        380         39:        0       132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.7       14.7        7.4       65.6        9.6       11.5        2.3        4.2       40.9        0.8        1.6:      2.2       1.1
Old  :     100.0:      22.7       14.7        7.4       65.6        9.6       11.5        2.3        4.2       40.9        0.8        1.6:      2.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        85:        32         27          4         15         13          7          .          5         15          5         16:
Old  :        85:        32         27          4         15         13          7          .          5         15          5         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       45.6       68.7       64.7       52.9       44.2       63.3       59.4
Old  :                 56.1       45.6       68.7       64.7       52.9       44.2       63.3       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   248,931:    49,493     38,249    132,720    104,398     22,638      5,076     11,952     13,136      2,013     36,894     17,370:    6,485     4,294
Old  :   248,931:    49,493     38,249    132,720    104,398     22,638      5,076     11,952     13,136      2,013     36,894     17,370:    6,485     4,294
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     9,601:     2,774      6,199      1,181       -981      1,358        380     -1,744      1,744       -136        525      2,426:     -126        74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.9       15.4       53.3       41.9        9.1        2.0        4.8        5.3        0.8       14.8        7.0:      2.6       1.7
Old  :     100.0:      19.9       15.4       53.3       41.9        9.1        2.0        4.8        5.3        0.8       14.8        7.0:      2.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        15         16         15          4         13          7          .          6          6         12         15:
Old  :        62:        15         16         15          4         13          7          .          6          6         12         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       52.8       49.6       66.5       26.0       48.3       46.9       57.3
Old  :                 27.7       52.8       49.6       66.5       26.0       48.3       46.9       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665B
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     2,512:     1,319      1,533          0        172         59          0          0          0        277        168        283:      574       297
Old  :     2,512:     1,319      1,533          0        172         59          0          0          0        277        168        283:      574       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       242:       128        170          0        -37         59          0          0          0         59         53         39:      -43       -42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       61.0        0.0        6.8        2.3        0.0        0.0        0.0       11.0        6.7       11.3:     22.9      11.8
Old  :     100.0:      52.5       61.0        0.0        6.8        2.3        0.0        0.0        0.0       11.0        6.7       11.3:     22.9      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         18          0          .          .          0          0          0          .          4          6:
Old  :        26:        15         18          0          .          .          0          0          0          .          4          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       31.0       49.3       52.5       19.3       24.4       24.6       34.3
Old  :                 30.9       31.0       49.3       52.5       19.3       24.4       24.6       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    21,842:    19,239      8,404        415     10,285        980          0          0          0        982      1,934         60:      166       179
Old  :    21,842:    19,239      8,404        415     10,285        980          0          0          0        982      1,934         60:      166       179
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       340:        78        185        -50        105         50          0          0          0        262          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       38.5        1.9       47.1        4.5        0.0        0.0        0.0        4.5        8.9        0.3:      0.8       0.8
Old  :     100.0:      88.1       38.5        1.9       47.1        4.5        0.0        0.0        0.0        4.5        8.9        0.3:      0.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        17         19          .          8          .          0          0          0          4          .          .:
Old  :        42:        17         19          .          8          .          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.6       51.9       85.7       71.2       62.6       45.7       70.4       62.4
Old  :                 69.6       51.9       85.7       71.2       62.6       45.7       70.4       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   109,358:    79,785     89,254     10,014      8,884      6,030      5,847        145        440      3,453      1,785      2,441:    1,348       379
Old  :   109,358:    79,785     89,254     10,014      8,884      6,030      5,847        145        440      3,453      1,785      2,441:    1,348       379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :     1,923:     1,692        798        -66        219        271       -315         46        -22        233        486        183:      -53       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       81.6        9.2        8.1        5.5        5.3        0.1        0.4        3.2        1.6        2.2:      1.2       0.3
Old  :     100.0:      73.0       81.6        9.2        8.1        5.5        5.3        0.1        0.4        3.2        1.6        2.2:      1.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       114:        55         51          7          7          9          4          .          .         14         14         15:
Old  :       114:        55         51          7          7          9          4          .          .         14         14         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       32.5       45.0       58.8       14.7       27.6       23.6       37.5
Old  :                 30.3       32.5       45.0       58.8       14.7       27.6       23.6       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    73,870:    41,773     56,303      9,377      5,804      8,013      2,196          0      1,066     11,175      1,746        150:      120       788
Old  :    73,870:    41,773     56,303      9,377      5,804      8,013      2,196          0      1,066     11,175      1,746        150:      120       788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       754:       380        520       -387       -387        631         95          0          0         35        -10          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       76.2       12.7        7.9       10.8        3.0        0.0        1.4       15.1        2.4        0.2:      0.2       1.1
Old  :     100.0:      56.5       76.2       12.7        7.9       10.8        3.0        0.0        1.4       15.1        2.4        0.2:      0.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        20         27          4          5          5          .          0          .          .          .          .:
Old  :        48:        20         27          4          5          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       53.7       77.0       70.8       39.4       37.1       51.6       46.1
Old  :                 46.8       53.7       77.0       70.8       39.4       37.1       51.6       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    40,273:    35,397     28,078          0      6,807      1,005        410          0          0      1,998      2,680      1,036:      427       667
Old  :    40,273:    35,397     28,078          0      6,807      1,005        410          0          0      1,998      2,680      1,036:      427       667
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :        30:        99       -206          0        310         69        -15          0          0        223        173       -326:      -20        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       69.7        0.0       16.9        2.5        1.0        0.0        0.0        5.0        6.7        2.6:      1.1       1.7
Old  :     100.0:      87.9       69.7        0.0       16.9        2.5        1.0        0.0        0.0        5.0        6.7        2.6:      1.1       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        27         35          0          8          7          .          0          0         11          6          9:
Old  :        65:        27         35          0          8          7          .          0          0         11          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       34.2       67.4       50.3       39.2       31.6       56.2       45.9
Old  :                 45.5       34.2       67.4       50.3       39.2       31.6       56.2       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,947:     5,752      4,423      1,805      3,597        110          0          0          0        860         55        244:      176       518
Old  :     8,947:     5,752      4,423      1,805      3,597        110          0          0          0        860         55        244:      176       518
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :        95:        70         65          0         30          0          0          0          0          5          0         30:      -10       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.3       49.4       20.2       40.2        1.2        0.0        0.0        0.0        9.6        0.6        2.7:      2.0       5.8
Old  :     100.0:      64.3       49.4       20.2       40.2        1.2        0.0        0.0        0.0        9.6        0.6        2.7:      2.0       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        16         17          .          7          .          0          0          0          6          .          .:
Old  :        36:        16         17          .          7          .          0          0          0          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       41.5       76.9       64.0       43.5       36.8       56.4       55.9
Old  :                 56.9       41.5       76.9       64.0       43.5       36.8       56.4       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, August 22, 2017                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,875:    13,139      8,152      1,168      5,631        318          7          0         41        888      1,498        768:      546       467
Old  :    16,875:    13,139      8,152      1,168      5,631        318          7          0         41        888      1,498        768:      546       467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 15, 2017                                                                  :
     :       132:        -7         -7         30         25          0          7          0         41          0         60         43:       18       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       48.3        6.9       33.4        1.9        0.0        0.0        0.2        5.3        8.9        4.6:      3.2       2.8
Old  :     100.0:      77.9       48.3        6.9       33.4        1.9        0.0        0.0        0.2        5.3        8.9        4.6:      3.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         14          4          4          .          .          0          .          .          6          .:
Old  :        39:        22         14          4          4          .          .          0          .          .          6          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       52.8       59.3       73.2       32.4       44.5       48.2       58.2
Old  :                 37.9       52.8       59.3       73.2       32.4       44.5       48.2       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 25, 2017