Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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 4,165,954                :
: Positions                                                                                                    :
:2,323,429   864,727   269,439 2,160,706   247,171   454,705    38,311   271,952   159,173   170,708   400,320 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   26,866     1,074    11,987    73,474    11,397     1,385     4,195    18,075    14,529   -22,020    27,889 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      20.8       6.5      51.9       5.9      10.9       0.9       6.5       3.8       4.1       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      116        97         6        19        21        18         9        22        18        28        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   286,897                :
: Positions                                                                                                    :
:   25,307    56,725    48,686   110,337    23,648   124,898     6,226    19,150    27,695    53,233    17,164 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:      610       680    -3,786     5,580     3,098     9,548    -1,688    -1,409     1,500     3,590    -1,081 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      19.8      17.0      38.5       8.2      43.5       2.2       6.7       9.7      18.6       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       16        12        11         7        14         8         4         8         9        11         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   275,495                :
: Positions                                                                                                    :
:  187,630   212,654    14,024     6,533    19,789    13,726        42     4,128     4,465    11,278    11,110 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -26,024   -21,224    -1,924    -5,428     4,524    -1,103      -743       892      -266    -3,102     3,496 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      77.2       5.1       2.4       7.2       5.0       0.0       1.5       1.6       4.1       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        25         .         4         6         .         .         .         4         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   142,855                :
: Positions                                                                                                    :
:  122,420   111,478     2,203    13,777     3,360         0       123       878     1,747     6,350     2,501 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:    6,105     2,913     2,131    -2,377      -186      -147       123      -136    -2,471     3,489       645 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      78.0       1.5       9.6       2.4       0.0       0.1       0.6       1.2       4.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        28         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   236,009                :
: Positions                                                                                                    :
:  204,953    56,670       821   144,647     7,854     2,059     4,550     8,101         0     2,936       303 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -11,094    -2,332      -290    -8,964      -516      -216         0      -428         0    -1,030      -403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      24.0       0.3      61.3       3.3       0.9       1.9       3.4       0.0       1.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        19         .        14         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   654,624                :
: Positions                                                                                                    :
:  564,893   183,316    22,847   395,436    38,035         0    10,863     9,372       759     4,262     6,620 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:    8,809     5,708      -551     4,819    -1,062         0       909      -205       759      -410       448 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      28.0       3.5      60.4       5.8       0.0       1.7       1.4       0.1       0.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        27         5         9        13         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   302,337                :
: Positions                                                                                                    :
:  271,395   163,988     8,309   125,257       459     2,213     1,008     2,757     8,621     1,394       396 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -9,365    -4,575    -1,529    -4,938         0     1,015       469    -1,233      -479      -449    -1,366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      54.2       2.7      41.4       0.2       0.7       0.3       0.9       2.9       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        26         .         8         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   285,023                :
: Positions                                                                                                    :
:  220,748   182,118    17,365    66,023    26,448       695         0     1,976    10,621     2,646       736 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -14,947   -14,353    -2,655      -304     1,262        -8         0       431     3,222       871      -836 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      63.9       6.1      23.2       9.3       0.2       0.0       0.7       3.7       0.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        32         4         8        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   114,159                :
: Positions                                                                                                    :
:  102,564    70,392       692    31,311       822     2,194         0       716         0     1,356     1,226 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -3,039    -2,874      -666    -1,774         0       296         0      -379         0     1,344      -482 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      61.7       0.6      27.4       0.7       1.9       0.0       0.6       0.0       1.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        15         .         6         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   115,917                :
: Positions                                                                                                    :
:   88,826    86,507     9,554     6,307     5,484         0     5,009         0     3,544     1,849     1,922 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -5,609    -5,416       238     2,671      -780         0      -480         0     2,175      -731    -1,106 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      74.6       8.2       5.4       4.7       0.0       4.3       0.0       3.1       1.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        21         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   104,781                :
: Positions                                                                                                    :
:   89,950    35,633     2,252    53,232         0       654         0     1,118         0     2,079       373 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -5,175    -5,039      -251       196      -203       231         0        79         0      -786       -87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      34.0       2.1      50.8       0.0       0.6       0.0       1.1       0.0       2.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        10         .         7         0         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   167,204                :
: Positions                                                                                                    :
:  121,616    71,038    31,818    81,378     6,453         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:     -671    -4,896    -1,731     2,498      -388         0    -1,926         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      42.5      19.0      48.7       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        11         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    83,435                :
: Positions                                                                                                    :
:   65,974    48,927     7,200    31,530       530         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -5,020    -5,137    -1,537      -376         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      58.6       8.6      37.8       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   311,144                :
: Positions                                                                                                    :
:  228,044   138,748    54,467   143,023    14,088     2,130         0         0         0     4,242     2,852 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -17,528   -18,202    -1,183    -1,128    -2,574    -1,316         0         0         0    -1,424       650 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      44.6      17.5      46.0       4.5       0.7       0.0       0.0       0.0       1.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        23         4        11         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    85,404                :
: Positions                                                                                                    :
:   71,527    42,361         0    25,462     2,958         0     3,604       863         0     2,787       546 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -2,015    -1,929         0      -944      -790         0       608      -509         0      -441      -215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      49.6       0.0      29.8       3.5       0.0       4.2       1.0       0.0       3.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         0         6         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    76,171                :
: Positions                                                                                                    :
:   32,619    46,257    31,724    16,754     3,380        74     4,835     1,050       788         0       224 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -4,794    -2,102       838      -667      -754        74        85       -10        59         0      -241 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      60.7      41.6      22.0       4.4       0.1       6.3       1.4       1.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        10         5         4         8         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    62,433                :
: Positions                                                                                                    :
:   34,101    58,771    19,244       988     2,436     1,712         0         0     3,100         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -19,467   -18,248    -3,188      -522    -1,015       377      -578      -377     2,578         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      94.1      30.8       1.6       3.9       2.7       0.0       0.0       5.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        7        15         7         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    78,906                :
: Positions                                                                                                    :
:   63,278    73,599     7,242     2,320         0     1,335       578       377     5,449       928         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -22,582   -33,583    -4,851      -883      -760    -3,627    -4,270         0     1,174    -2,308      -348 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      93.3       9.2       2.9       0.0       1.7       0.7       0.5       6.9       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       24        20         6         .         0         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    53,584                :
: Positions                                                                                                    :
:   52,449    52,586       319         0         0         0         0         0       348         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -13,888   -14,167      -372         0         0         0         0         0      -248      -552         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.9      98.1       0.6       0.0       0.0       0.0       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        18         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   207,483                :
: Positions                                                                                                    :
:  179,250   158,025    12,385    29,057    10,491         0       793       893         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:  -14,822    -8,564       975    -5,800     2,133         0      -125      -163         0      -217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      76.2       6.0      14.0       5.1       0.0       0.4       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       36        30         .         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    49,776                :
: Positions                                                                                                    :
:   32,197    36,776     3,193     2,196       370         0     2,269       563         0       101     1,274 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -3,432    -3,049        29       130      -116         0      -201       193         0    -1,348       338 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      73.9       6.4       4.4       0.7       0.0       4.6       1.1       0.0       0.2       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        13         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   112,332                :
: Positions                                                                                                    :
:   93,153    58,246     1,293    19,024     8,217         0     7,830       841         0     7,376         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -4,680    -4,083       468     1,072    -2,381         0     1,238      -501         0      -428         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      51.9       1.2      16.9       7.3       0.0       7.0       0.7       0.0       6.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        18         .         4         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   107,613                :
: Positions                                                                                                    :
:   66,965   100,320    16,150       736     2,114     9,975         0       540     5,824         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -5,156    -6,180     1,228       340      -941       138         0      -107      -785         0      -119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      93.2      15.0       0.7       2.0       9.3       0.0       0.5       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        15         .         .         .         .         0         .         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   105,874                :
: Positions                                                                                                    :
:   82,824    98,454    14,991     3,783     2,153         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -1,013    -4,231    -2,919       119     1,523         0         0         0    -2,604         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      93.0      14.2       3.6       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         4         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   131,231                :
: Positions                                                                                                    :
:  114,596   124,575     3,601         0       486       217         0       873     4,443       730       354 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -1,282     2,046        29         0       -29       217         0       873     2,911    -1,853       354 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      94.9       2.7       0.0       0.4       0.2       0.0       0.7       3.4       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        17         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   133,503                :
: Positions                                                                                                    :
:   95,962    35,476    10,650    66,617     4,697     1,814         0       829         0    10,942     2,688 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -9,005     1,771       283    -6,182       -31       734         0      -366         0    -2,858     2,388 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      26.6       8.0      49.9       3.5       1.4       0.0       0.6       0.0       8.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        16         .         7         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    37,817                :
: Positions                                                                                                    :
:   36,003    33,833         0     3,665         0     1,015         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -2,124    -2,520         0       713      -527         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      89.5       0.0       9.7       0.0       2.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         0         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    42,446                :
: Positions                                                                                                    :
:   25,160    40,276    15,405         0       310         0         0         0         0     1,276         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -4,073    -4,650    -1,426         0       124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      94.9      36.3       0.0       0.7       0.0       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   193,743                :
: Positions                                                                                                    :
:  138,875   139,024    26,875    21,527    18,834     2,012         0       706         0     6,981       302 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -6,425    -3,542      -250     1,398    -2,934       -20         0      -214         0    -1,791       -37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      71.8      13.9      11.1       9.7       1.0       0.0       0.4       0.0       3.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        24         4         5         7         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    89,197                :
: Positions                                                                                                    :
:   76,335    38,055     4,025    44,117     2,384         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:     -813    -2,357      -346    -2,496      -654         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      42.7       4.5      49.5       2.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    85,699                :
: Positions                                                                                                    :
:   39,822    56,955    35,358    19,057       612         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:    2,674     1,076      -592       436       364         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      66.5      41.3      22.2       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        14         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    83,143                :
: Positions                                                                                                    :
:   53,733    49,096    19,247    27,810     2,716         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -2,029     1,626     3,065      -375      -750         0         0         0      -515         0      -232 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      59.1      23.1      33.4       3.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    88,526                :
: Positions                                                                                                    :
:   74,184    37,105     3,340    46,409     2,254         0         0         0     3,072         0         0 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -3,500    -3,130       -46      -824      -255         0         0         0      -369         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      41.9       3.8      52.4       2.5       0.0       0.0       0.0       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         5         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   955,454                :
: Positions                                                                                                    :
:  127,121   120,328   182,219    25,697    75,091   183,120   321,977   159,328    35,091    85,693   128,002 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:    1,814     2,106    -5,115     3,196     3,495    11,241   -13,039    -7,826    -6,591     9,251    11,322 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      12.6      19.1       2.7       7.9      19.2      33.7      16.7       3.7       9.0      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   296                     :
:       35        27        24         7        22        49        77        64        38        55        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   301,186                :
: Positions                                                                                                    :
:   85,683    56,857    27,704    33,150    49,340    42,942     2,704    25,682    29,548    94,722    33,895 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:      830     1,974       -91       360     4,647      -777    -1,213     1,369     1,280       174     1,629 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.4      18.9       9.2      11.0      16.4      14.3       0.9       8.5       9.8      31.4      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       18        19         6         7        13         7         .         9        10         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   102,993                :
: Positions                                                                                                    :
:   12,205    21,853    28,204    13,110    24,636     3,033     9,457    10,025     7,544    10,535     8,775 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:     -236     2,427     1,213     1,353       862     1,344    -1,181     1,007    -2,245    -1,230     2,417 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      21.2      27.4      12.7      23.9       2.9       9.2       9.7       7.3      10.2       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:        8         9        11         4        15         4         6        10         4        13        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    20,437                :
: Positions                                                                                                    :
:    1,642     1,737     5,362     2,440     7,144     1,361     5,423     1,046     3,128     1,277       754 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:        0         0        20       728         8       294       684       -72       759      -314       256 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.0       8.5      26.2      11.9      35.0       6.7      26.5       5.1      15.3       6.2       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         .         .         4         4         4         .         4         5         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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 1,462,850                :
: Positions                                                                                                    :
:  505,695   209,492    42,288   832,960   222,275    55,601    15,418    80,009   481,477    33,449    39,742 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:    7,611     1,301     4,067    17,076     8,811    -1,195       164     3,597    10,920     3,192      -370 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.6      14.3       2.9      56.9      15.2       3.8       1.1       5.5      32.9       2.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       36        29         4        16        18         9         5        12        14         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   327,620                :
: Positions                                                                                                    :
:   66,152    67,568   165,210   114,852    36,923    16,466    40,674     9,120     4,924    29,072    27,282 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -1,632     2,982     3,258      -450     2,391     5,909     6,646     3,035       581    -1,102     3,177 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.2      20.6      50.4      35.1      11.3       5.0      12.4       2.8       1.5       8.9       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       17        15        11         9        13         7         9        11         6        15        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    20,249                :
: Positions                                                                                                    :
:   19,387    13,628         0     6,257         0         0         0         0       690        62        62 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:       32       -13         0        45         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      67.3       0.0      30.9       0.0       0.0       0.0       0.0       3.4       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        20         0         5         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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   103,682                :
: Positions                                                                                                    :
:   84,449    71,770     9,715    17,002     6,024       385     1,925         0     1,391     5,835       762 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:   -5,469    -2,718       481      -403    -1,544       104      -175         0      -265    -1,779        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      69.2       9.4      16.4       5.8       0.4       1.9       0.0       1.3       5.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       42        40         7         6         9         .         .         0         6        11         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    28,301                :
: Positions                                                                                                    :
:   22,270    22,498     2,519     1,598       822     1,705         0         0       341     2,671       280 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:    2,267     2,365       272        30      -100         0         0         0        93       287      -141 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      79.5       8.9       5.6       2.9       6.0       0.0       0.0       1.2       9.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        25         .         5         6         .         0         0         4         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,769                :
: Positions                                                                                                    :
:    6,180     4,342     2,686     3,127       268         0         0         0        60     1,701       173 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:      808       798        35       104        95         0         0         0         0        51       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      44.4      27.5      32.0       2.7       0.0       0.0       0.0       0.6      17.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        22         .         4         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 9, 2016           
:                                             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    12,056                :
: Positions                                                                                                    :
:   10,194     7,636       414     3,205       568         0        67         0       175       306        58 :
:                                                                                                              :
: Changes from:     February 2, 2016                                                                           :
:      304       385        23        49       220         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      63.3       3.4      26.6       4.7       0.0       0.6       0.0       1.5       2.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        13         .         6         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated February 12, 2016