Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,098,228                :
: Positions                                                                                                    :
:2,948,885 1,155,948   360,942 2,743,572   244,082   468,853    26,871   253,922   206,368    85,873   579,815 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   68,592   -22,152    11,945    16,523    -3,297   -19,791    -6,273      -859   -40,778    32,066    34,189 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      22.7       7.1      53.8       4.8       9.2       0.5       5.0       4.0       1.7      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      107        82         9        18        20        19         5        16        35        15        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 1,504,629                :
: Positions                                                                                                    :
:  158,340   139,029    24,154    29,635   439,873    26,677       392   452,429     1,991    43,836   398,442 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   13,027    11,943    -2,969     9,514    12,408    17,863      -415    22,572       192     8,785    52,563 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5       9.2       1.6       2.0      29.2       1.8       0.0      30.1       0.1       2.9      26.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       40        36         7         9        16         5         5         9        11        12        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   236,207                :
: Positions                                                                                                    :
:  122,793   198,552    74,258    10,318     9,121     8,861     6,424     2,581       678       453     4,550 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    2,518     7,286    -2,736    -7,708     1,273       365         7      -225       121       453      -641 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      84.1      31.4       4.4       3.9       3.8       2.7       1.1       0.3       0.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        21         7         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   114,350                :
: Positions                                                                                                    :
:   97,398    67,236       861    29,906     7,484       248         0         0        54       610     5,260 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    4,621     6,620         0      -548      -782         0         0         0        54    -1,567     1,096 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      58.8       0.8      26.2       6.5       0.2       0.0       0.0       0.0       0.5       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        21         .         6         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   243,963                :
: Positions                                                                                                    :
:  198,176    77,795    14,304   133,033    17,455     1,069         0     2,108         0     1,241       759 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   10,391       777    -6,913       894       919     1,069        -8      -537         0       -90       -32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      31.9       5.9      54.5       7.2       0.4       0.0       0.9       0.0       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        16         5         5         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   824,174                :
: Positions                                                                                                    :
:  738,203    66,013    40,490   704,811    35,030       138         0     1,680         0    13,884     1,125 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    4,159     1,036     2,837     6,044       407      -546         0       323         0    -1,186       391 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6       8.0       4.9      85.5       4.3       0.0       0.0       0.2       0.0       1.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       39        20         4         8        10         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   422,352                :
: Positions                                                                                                    :
:  322,159   327,144    49,371    58,463    25,381         0         0         0     4,368         0       240 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:       -4    13,441    12,779       447    -2,767         0         0         0    -1,712         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      77.5      11.7      13.8       6.0       0.0       0.0       0.0       1.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       26        30         6         5         7         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   358,880                :
: Positions                                                                                                    :
:  296,718   232,971    39,068   109,105     9,166     1,130         0     1,103     1,795     1,883       802 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   13,807    11,805      -843     2,771       -31       695         0         0        -4         0       277 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      64.9      10.9      30.4       2.6       0.3       0.0       0.3       0.5       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        26         5         7         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   246,969                :
: Positions                                                                                                    :
:  208,199   121,280    13,444   107,183     6,464         0       412     1,462     1,910       866       245 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    6,215     9,554     1,850    -1,593     2,376      -135    -1,086        70      -551       453        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      49.1       5.4      43.4       2.6       0.0       0.2       0.6       0.8       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        22         .         8         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    75,770                :
: Positions                                                                                                    :
:   64,047    55,521     7,603    12,175       915         0     1,836         0         0       866         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,577     1,379        56       -87         0         0     1,836         0         0       -57         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      73.3      10.0      16.1       1.2       0.0       2.4       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        16         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    30,637                :
: Positions                                                                                                    :
:   21,218    27,807     5,166         0       610         0         0         0         0     1,271        62 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    2,449     2,480         0         0         0         0         0         0         0       186        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      90.8      16.9       0.0       2.0       0.0       0.0       0.0       0.0       4.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        7        14         .         0         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   137,509                :
: Positions                                                                                                    :
:  101,375    37,245    26,287    93,519     2,492       345         0     1,686         0       299        32 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    8,744     1,307      -677     5,783     1,148    -1,435         0       668         0      -642        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      27.1      19.1      68.0       1.8       0.3       0.0       1.2       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         .         6         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   164,082                :
: Positions                                                                                                    :
:  125,559    67,409    20,566    82,166     5,917         0         0         0         0     4,782         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    7,075     2,677      -186     1,938        34         0         0         0         0     2,522         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      41.1      12.5      50.1       3.6       0.0       0.0       0.0       0.0       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        14         4         6         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    94,173                :
: Positions                                                                                                    :
:   88,788    74,933         0    13,488         0         0         0         0       917         0       793 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      146       360         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      79.6       0.0      14.3       0.0       0.0       0.0       0.0       1.0       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         0         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    26,394                :
: Positions                                                                                                    :
:    9,910    24,906     3,092         0       558     9,889         0         0     2,542         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    3,184     3,432         0         0         0       372         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      94.4      11.7       0.0       2.1      37.5       0.0       0.0       9.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        7        17         .         0         .         .         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   491,527                :
: Positions                                                                                                    :
:  355,303   181,403    36,759   274,977    17,229    16,418     3,598       614    48,411       594     2,741 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,622     8,882     3,082      -492        -3    -2,278     1,026       -81     4,208       168       363 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      36.9       7.5      55.9       3.5       3.3       0.7       0.1       9.8       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       39        32         .         8         9         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is   150,203                :
: Positions                                                                                                    :
:   95,401    98,773    26,969    22,535    17,608     4,141     4,257       691       788         0       431 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    4,443     7,690       735      -307        26         0      -124       124       337         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      65.8      18.0      15.0      11.7       2.8       2.8       0.5       0.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        14         5         4         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    71,565                :
: Positions                                                                                                    :
:   42,267    43,316    22,943    21,007     2,663     1,126         0       755         0       508       112 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,092      -468      -208        87         0      -642         0       237         0       130        56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      60.5      32.1      29.4       3.7       1.6       0.0       1.1       0.0       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8         8         5         5         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233AH                                                    Open Interest is   102,543                :
: Positions                                                                                                    :
:   58,489    86,313    16,309     9,329       620    22,605       806         0     3,627     3,906         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,240      -739       620     2,568    -2,568       -25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      84.2      15.9       9.1       0.6      22.0       0.8       0.0       3.5       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       18        26         6         .         .         4         .         0         4         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is   115,286                :
: Positions                                                                                                    :
:  112,768   111,876     1,544       372       124         0         0         0         0       744         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      930       -62       -62         0        62         0         0         0         0       744         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.8      97.0       1.3       0.3       0.1       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       10        18         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV   MMBTU                                                       :
CFTC Code #0233AN                                                    Open Interest is    20,739                :
: Positions                                                                                                    :
:   10,550    20,243     8,682         0         0         0         0         0       589       217         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      97.6      41.9       0.0       0.0       0.0       0.0       0.0       2.8       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        13         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   278,155                :
: Positions                                                                                                    :
:  196,163   187,360    46,853    53,359    28,848         0     1,042       940     2,158         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    9,164    -3,600    -4,995     6,983     3,361         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      67.4      16.8      19.2      10.4       0.0       0.4       0.3       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       28        26         .         5         5         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    83,400                :
: Positions                                                                                                    :
:   55,865    61,370     9,015     9,657     5,475         0       593     1,409         0         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    7,545     4,379       -31     4,292    -1,491    -1,597       593       989      -441         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      73.6      10.8      11.6       6.6       0.0       0.7       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233B1                                                    Open Interest is   121,791                :
: Positions                                                                                                    :
:  107,989   106,107     4,559     8,982     4,408       960         0     1,120         0         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   15,887    15,532      -428       140         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      87.1       3.7       7.4       3.6       0.8       0.0       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   129,899                :
: Positions                                                                                                    :
:   77,183   115,275    32,113     3,469     2,954       676         0       589     8,870         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:     -339       109        88         0       214      -270         0        91       301         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      88.7      24.7       2.7       2.3       0.5       0.0       0.5       6.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   110,525                :
: Positions                                                                                                    :
:   75,314   100,073    24,972     4,758     1,938         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      456       254      -660        50       291         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      90.5      22.6       4.3       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         5         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   156,488                :
: Positions                                                                                                    :
:  127,427   117,669    10,251    25,608     7,634         0         0         0     4,419         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    3,930       853         0     1,944      -604         0         0         0     2,358         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      75.2       6.6      16.4       4.9       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        13         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   176,474                :
: Positions                                                                                                    :
:  130,583   119,725    17,635    24,934    14,605         0     3,756     6,948         0     1,229       186 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   13,089     6,701    -2,375     2,855     2,635         0       277      -449         0    -1,245         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      67.8      10.0      14.1       8.3       0.0       2.1       3.9       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        17         4         5         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   189,316                :
: Positions                                                                                                    :
:  120,360   140,944    50,476    36,045     4,895         0     2,277       643     4,351     1,994         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    9,820     3,659    -3,292     2,216        11         0       767      -251      -587       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      74.4      26.7      19.0       2.6       0.0       1.2       0.3       2.3       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        25         5         6         7         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    99,628                :
: Positions                                                                                                    :
:   80,104    72,815    13,163    18,548       999       429         0       764     2,038         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      531      -139      -627       -93       128       429         0       764       183         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      73.1      13.2      18.6       1.0       0.4       0.0       0.8       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is   108,948                :
: Positions                                                                                                    :
:   62,343    91,951    42,142    13,443       514         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    4,841     5,298     1,123       124         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      84.4      38.7      12.3       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        16         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    66,692                :
: Positions                                                                                                    :
:   47,857    46,306     6,461    10,738     6,763         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    2,807     4,364         0      -540     1,955         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      69.4       9.7      16.1      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         7         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    20,906                :
: Positions                                                                                                    :
:   17,703    15,109         0     5,177         0         0         0         0       217         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    2,693       744         0     3,713         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      72.3       0.0      24.8       0.0       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        11         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is   164,682                :
: Positions                                                                                                    :
:  134,489    15,965    10,865   139,764     4,808         0         0         0     2,026         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   11,186     4,966       789     5,043      -559         0         0         0     2,026         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7       9.7       6.6      84.9       2.9       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17         8         .         8         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV   2500 mm btu                                                     :
CFTC Code #0233DT                                                    Open Interest is    64,405                :
: Positions                                                                                                    :
:   40,890    39,046     6,026    16,538     5,436     1,823         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,347       971       -35       431      -428        62         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      60.6       9.4      25.7       8.4       2.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        10         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,578,394                :
: Positions                                                                                                    :
:  205,272   227,341   239,794    79,787   151,295   251,055   310,940   300,353   137,314   247,624   208,385 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:   37,461     4,920     9,989       171    -8,837    -3,438    44,141   -24,790    -1,387    -3,672    21,616 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      14.4      15.2       5.1       9.6      15.9      19.7      19.0       8.7      15.7      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   376                     :
:       46        38        25        11        31        59        74        76        96        45        91 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   550,302                :
: Positions                                                                                                    :
:   93,918   116,062    29,099    43,616   133,050    76,862       875    48,760    18,102    62,394   141,776 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    5,398    13,669     6,114    -6,008     4,399     5,103       433    -5,323     5,533    15,212    21,677 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.1      21.1       5.3       7.9      24.2      14.0       0.2       8.9       3.3      11.3      25.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   157                     :
:       36        34         7        15        20        30         5        27        37        25        49 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   413,323                :
: Positions                                                                                                    :
:   85,972    53,959     6,253    98,814    36,712     7,461    13,017    21,182   218,747   153,648    20,519 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    3,741     3,052       471     7,571    -2,542     1,004       950       330     3,803    -1,377     1,142 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      13.1       1.5      23.9       8.9       1.8       3.1       5.1      52.9      37.2       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       25        26         .         9        11         5         .         6        13        14        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   115,066                :
: Positions                                                                                                    :
:   27,474    11,555    18,801    25,106    13,828     4,717    29,365     5,561    24,576    13,524    10,180 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      185      -131    -1,794     1,334     1,623       297     3,479       -54     5,531      -168       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      10.0      16.3      21.8      12.0       4.1      25.5       4.8      21.4      11.8       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       10         9         7         6        12         .         6         4        11        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    61,184                :
: Positions                                                                                                    :
:    8,071     7,977       542         0       206     2,149    14,944    19,028    16,015     3,804    15,087 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      350       652       172         0       116      -323      -175     1,150         9      -304      -215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      13.0       0.9       0.0       0.3       3.5      24.4      31.1      26.2       6.2      24.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        7         9         .         0         .         5         8         9         6         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is   234,751                :
: Positions                                                                                                    :
:   35,028    37,120     7,780    13,633    95,479     5,259        38    16,364     8,459     6,076    65,371 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,213     2,855     3,562     7,159     4,944     3,190        38       813     4,671     2,640     9,603 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.9      15.8       3.3       5.8      40.7       2.2       0.0       7.0       3.6       2.6      27.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        5         6         .         5         8         5         .         6         9         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    56,057                :
: Positions                                                                                                    :
:    8,497     9,738    22,341     9,026    13,148         0     3,682     2,420     3,347    12,065     3,600 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      17.4      39.9      16.1      23.5       0.0       6.6       4.3       6.0      21.5       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         4         .         4         5         0         .         .         4         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,276,527                :
: Positions                                                                                                    :
:  284,937   183,788    98,919   812,772   124,475   115,874    70,420    46,257   550,245     7,639    17,271 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,859     7,473     5,846    -2,300     1,546    -2,012    45,331        12    44,895        64       139 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.3      14.4       7.7      63.7       9.8       9.1       5.5       3.6      43.1       0.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       30        25         .        15        14         5         .         5        10         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   204,460                :
: Positions                                                                                                    :
:   42,086    26,518    97,111    83,601    17,043     1,217    15,961    14,325     8,591    18,148    17,905 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:     -973     2,223      -697     1,178      -145    -3,174    -1,246     3,948     3,515    -3,168     2,722 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.6      13.0      47.5      40.9       8.3       0.6       7.8       7.0       4.2       8.9       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       12        13        13         5        14         .         5         6         6         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     2,921                :
: Positions                                                                                                    :
:    1,217     1,914         0        16       104         0         0         0       757       208       196 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      235       315         0       -10        32         0         0         0        47        19         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      65.5       0.0       0.5       3.6       0.0       0.0       0.0      25.9       7.1       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        18         0         .         .         0         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    24,253                :
: Positions                                                                                                    :
:   22,723     7,102         0    13,384       465         0         0         0       883     3,072         0 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,125       665         0       445         0         0         0         0         0       -45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.7      29.3       0.0      55.2       1.9       0.0       0.0       0.0       3.6      12.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       21        20         0         8         .         0         0         0         6         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   103,847                :
: Positions                                                                                                    :
:   71,965    81,667     7,414     7,683     6,195     2,342     1,158     1,642    10,773     2,200     2,849 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    2,123     2,068      -675      -261       571      -372       364      -143     1,107      -112       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      78.6       7.1       7.4       6.0       2.3       1.1       1.6      10.4       2.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   120                     :
:       57        54         5         8         9         6         .         5        21        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    57,932                :
: Positions                                                                                                    :
:   31,019    42,097     8,846     5,664     6,439     2,269       516     1,295     7,295       915       484 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      322       139       135       100      -115       -75       170         0         0       -27       104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      72.7      15.3       9.8      11.1       3.9       0.9       2.2      12.6       1.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       20        27         5         4         4         .         .         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    40,123                :
: Positions                                                                                                    :
:   34,742    25,893       448    10,422       808       875         0       360     2,113     1,536       496 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,077       246        24       704        26         0         0        20        32       -72         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      64.5       1.1      26.0       2.0       2.2       0.0       0.9       5.3       3.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       35        35         .         8         4         4         0         .        11         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    14,000                :
: Positions                                                                                                    :
:   12,064     7,149       391     5,660         0         0         0         0     1,085       635       239 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:    1,575     1,500         0        60        -6         0         0         0        25        10       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      51.1       2.8      40.4       0.0       0.0       0.0       0.0       7.8       4.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        21         .         7         0         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 2017 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    16,146                :
: Positions                                                                                                    :
:   11,653     7,055     1,248     4,516       120       100        30       130     1,282     3,096       916 :
:                                                                                                              :
: Changes from:     December 5, 2017                                                                           :
:      245        -7         0       168       -15         0         0       -30       -24        60       260 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      43.7       7.7      28.0       0.7       0.6       0.2       0.8       7.9      19.2       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        18         .         4         .         .         .         .         5         8         5 :
----------------------------------------------------------------------------------------------------------------



Updated December 15, 2017