Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 4,409,083                :
: Positions                                                                                                    :
:2,515,708   883,542   262,901 2,242,171   226,923   398,034    40,496   345,155   133,284   171,658   486,238 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:  106,835    -3,086   -18,293    76,235   -12,817    -1,577      -227    27,193   -24,834   -10,028    55,359 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      20.0       6.0      50.9       5.1       9.0       0.9       7.8       3.0       3.9      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   232                     :
:      119        98         6        19        20        23         6        22        15        34        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   370,105                :
: Positions                                                                                                    :
:   36,165    58,695    57,955   132,528    24,684   156,243    13,426    41,775    32,930    78,601    19,944 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    9,510     2,218      -371    15,031     4,521    17,089     4,884    22,423     6,220    10,571     2,361 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      15.9      15.7      35.8       6.7      42.2       3.6      11.3       8.9      21.2       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       20        15        13         6        15         7         7         8        11        11         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   296,370                :
: Positions                                                                                                    :
:  208,413   230,138    12,763     7,542    20,670    11,708       462     4,694     6,050    11,522    11,087 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    5,406     4,876      -531      -399       279      -496      -698     1,200      -150       -37       598 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      77.7       4.3       2.5       7.0       4.0       0.2       1.6       2.0       3.9       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        25         .         4         6         .         .         .         4         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   153,103                :
: Positions                                                                                                    :
:  128,931   119,079     2,602    15,086     2,966       946       736       981     5,217     7,222     2,138 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,868     4,056       126       426        -1       734       736        22     2,527         9      -882 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      77.8       1.7       9.9       1.9       0.6       0.5       0.6       3.4       4.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        28         .         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   241,280                :
: Positions                                                                                                    :
:  211,409    58,112       883   149,551     7,280     1,922     4,280     7,902         0     3,991       369 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:      945       116         0     1,925      -128       396         0      -134         0      -240       245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      24.1       0.4      62.0       3.0       0.8       1.8       3.3       0.0       1.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        19         .        14         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   676,256                :
: Positions                                                                                                    :
:  579,246   194,887    23,242   402,296    39,938         0    11,272    11,368     4,237     3,741     6,159 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:   12,907     3,735       519    14,156       340         0       658     1,850     3,183      -446      -808 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      28.8       3.4      59.5       5.9       0.0       1.7       1.7       0.6       0.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       36        29         5         9        13         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   310,697                :
: Positions                                                                                                    :
:  270,657   168,661    14,538   121,953       179     3,543         0     2,446     5,583     2,251     6,389 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:     -186     3,667     5,865    -1,530      -714     1,330      -456      -398    -3,906     2,034     1,694 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      54.3       4.7      39.3       0.1       1.1       0.0       0.8       1.8       0.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        29         .         8         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   298,051                :
: Positions                                                                                                    :
:  234,644   190,956    17,977    70,492    26,158       708         0     2,146     9,245     2,364       951 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    6,784     2,461       520     3,245      -284      -517        -6      -249      -520       633      -428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      64.1       6.0      23.7       8.8       0.2       0.0       0.7       3.1       0.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        32         4         8        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   136,132                :
: Positions                                                                                                    :
:  125,172    90,148       906    31,340       608     2,902         0       561         0     5,583       949 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:   10,488    11,048       214        31      -214     1,326         0      -560         0       749       366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      66.2       0.7      23.0       0.4       2.1       0.0       0.4       0.0       4.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        18         .         6         .         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   120,074                :
: Positions                                                                                                    :
:   89,564    91,231     9,372     5,140     6,304         0     5,167         0     6,055     1,660     1,403 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:     -805     3,601       183    -1,043       603         0       310         0     1,897    -1,014      -377 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      76.0       7.8       4.3       5.3       0.0       4.3       0.0       5.0       1.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        20         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   111,814                :
: Positions                                                                                                    :
:   96,561    36,822     2,252    58,487       398         0       482     1,241         0     2,886     1,057 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    1,709    -1,596         0       926         0      -834       482       236         0       833       255 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      32.9       2.0      52.3       0.4       0.0       0.4       1.1       0.0       2.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        10         .         9         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   167,232                :
: Positions                                                                                                    :
:  113,379    71,241    41,492    82,430     5,045         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:       23      -310      -186        85       186         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      42.6      24.8      49.3       3.0       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 23, 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    85,715                :
: Positions                                                                                                    :
:   68,959    49,656     7,262    33,022       499         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    3,686     1,306        62     1,647       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      57.9       8.5      38.5       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   325,591                :
: Positions                                                                                                    :
:  240,205   145,928    53,622   149,295    15,264     2,315         0       339       393     4,217     4,599 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    9,335     5,677       176     5,952       377       -29         0       339       393    -1,725     1,751 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      44.8      16.5      45.9       4.7       0.7       0.0       0.1       0.1       1.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       40        27         4        11         7         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    90,158                :
: Positions                                                                                                    :
:   76,040    47,413         0    26,801     3,060         0     2,672     1,168         0     1,713     1,027 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,748     2,896         0       -31       102         0    -1,088       399         0       -13       269 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      52.6       0.0      29.7       3.4       0.0       3.0       1.3       0.0       1.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        17         0         6         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    17,009                :
: Positions                                                                                                    :
:   12,558    13,819     1,768       232         0         0         0         0       737         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      81.2      10.4       1.4       0.0       0.0       0.0       0.0       4.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    78,732                :
: Positions                                                                                                    :
:   35,200    47,842    31,782    16,817     3,132         0     5,026     1,236       182         0       824 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:      702      -292        -4        63      -186      -502       191       186      -265         0       600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      60.8      40.4      21.4       4.0       0.0       6.4       1.6       0.2       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7         9         5         4         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    83,916                :
: Positions                                                                                                    :
:   43,742    78,115    25,056       616     2,777     2,455       148     1,712     6,386         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    9,641    19,344     5,812      -372       341       743       148     1,712     3,286         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      93.1      29.9       0.7       3.3       2.9       0.2       2.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       18        18         9         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    99,967                :
: Positions                                                                                                    :
:   72,063    92,703    10,965       959     1,392     1,877       525     2,290     9,273       835        93 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    8,785    19,104     3,723    -1,361     1,392       542       -53     1,913     3,824       -93        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      92.7      11.0       1.0       1.4       1.9       0.5       2.3       9.3       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        24         7         .         .         .         .         .         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    61,276                :
: Positions                                                                                                    :
:   58,824    59,286       811         0         0         0       372         0       509       393        87 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    6,685     7,072       492         0         0         0       372         0       161       393        87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      96.8       1.3       0.0       0.0       0.0       0.6       0.0       0.8       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12        18         .         0         0         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   217,976                :
: Positions                                                                                                    :
:  187,978   166,841    12,070    29,453    13,538         0     1,055       707         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    6,446     6,144      -311      -491     2,903         0       113       -66         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      76.5       5.5      13.5       6.2       0.0       0.5       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       37        31         .         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    52,794                :
: Positions                                                                                                    :
:   33,758    39,498     4,049     3,163     1,494         0     1,359       729         0       893       890 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:      135       956       856       496      -124         0      -786       166         0       705       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      74.8       7.7       6.0       2.8       0.0       2.6       1.4       0.0       1.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        14         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   120,469                :
: Positions                                                                                                    :
:  101,167    64,156     1,295    22,186     8,031         0     8,042       875         0     8,702         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    6,842     5,534         2     3,162      -186         0       212        34         0       927         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      53.3       1.1      18.4       6.7       0.0       6.7       0.7       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        18         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   112,151                :
: Positions                                                                                                    :
:   71,252   103,406    14,990       736     2,265     9,031         0       646     7,195         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,217       438    -1,374         0       151      -428         0       -16       885         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      92.2      13.4       0.7       2.0       8.1       0.0       0.6       6.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        14         .         .         .         .         0         .         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   107,134                :
: Positions                                                                                                    :
:   84,504    99,817    15,145     3,783     1,967         0         0         0       310         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,757     1,543       276         0      -297         0         0         0       310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      93.2      14.1       3.5       1.8       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         4         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   131,657                :
: Positions                                                                                                    :
:  119,119   125,846     5,588         0       395         0       362       943       217       955       598 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    1,816     1,307     1,987         0       -91         0       124       118    -1,515       194       598 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      95.6       4.2       0.0       0.3       0.0       0.3       0.7       0.2       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   138,653                :
: Positions                                                                                                    :
:  103,425    48,187     9,304    61,673     4,428     2,925         0       641         0    11,688     2,581 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    4,726     8,302    -1,132    -4,761      -391     1,052         0      -226         0     1,177    -1,819 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      34.8       6.7      44.5       3.2       2.1       0.0       0.5       0.0       8.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        22         .         7         6         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    19,644                :
: Positions                                                                                                    :
:   18,486    15,562         0       783         0         0         0         0         0     2,666         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      79.2       0.0       4.0       0.0       0.0       0.0       0.0       0.0      13.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    46,986                :
: Positions                                                                                                    :
:   44,463    41,286         0     3,696       155     1,015         0         0         0     1,226        29 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    3,816     3,243         0        31       155         0         0         0         0       883         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      87.9       0.0       7.9       0.3       2.2       0.0       0.0       0.0       2.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        14         0         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    49,091                :
: Positions                                                                                                    :
:   28,251    46,888    18,345         0        62         0         0         0         0     1,276         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,632     5,905     2,940         0      -248         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      95.5      37.4       0.0       0.1       0.0       0.0       0.0       0.0       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   206,123                :
: Positions                                                                                                    :
:  147,799   147,161    26,998    21,930    20,296     1,926         0       124         0     8,333     1,440 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    4,234     4,084       123       991       -67      -270         0      -368         0       -21     1,077 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      71.4      13.1      10.6       9.8       0.9       0.0       0.1       0.0       4.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        23         4         5         7         .         0         .         0         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    89,175                :
: Positions                                                                                                    :
:   80,194    39,829     3,460    43,136     2,184         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,892     1,766       217      -457         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      44.7       3.9      48.4       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        14         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    88,173                :
: Positions                                                                                                    :
:   42,048    59,185    35,445    19,181       550         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,317     2,170       -64       124       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      67.1      40.2      21.8       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        13         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    86,378                :
: Positions                                                                                                    :
:   53,929    52,583    20,413    26,602     4,226         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:      827     2,787     1,284         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      60.9      23.6      30.8       4.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    90,679                :
: Positions                                                                                                    :
:   73,821    37,514     4,044    46,925     3,023         0         0         0     3,072         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:     -301       409       642        84       769         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      41.4       4.5      51.7       3.3       0.0       0.0       0.0       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         5         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 1,034,296                :
: Positions                                                                                                    :
:  136,788   124,132   178,141    24,849    80,635   184,333   351,816   186,662    65,493    86,618   136,212 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    1,117    -1,901     7,883    -2,891    -1,687       523    14,404     6,094     7,179     3,808     3,876 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      12.0      17.2       2.4       7.8      17.8      34.0      18.0       6.3       8.4      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   327                     :
:       36        30        26         6        23        56        85        65        59        49        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   309,038                :
: Positions                                                                                                    :
:   89,004    64,783    29,062    36,353    50,948    47,145     5,363    25,331    23,381    84,806    36,424 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    1,604     6,470     1,478     3,305     2,022     3,126     2,000      -168    -3,835    -8,109       585 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.8      21.0       9.4      11.8      16.5      15.3       1.7       8.2       7.6      27.4      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       22        22         8         7        15         8         .        11        10         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   126,792                :
: Positions                                                                                                    :
:   13,942    22,458    28,226    14,412    30,122    10,162    11,873    17,914    10,382    15,340    10,792 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    1,581     1,114    -2,555       695     4,081     4,358      -635     5,858     3,079     4,264     1,284 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      17.7      22.3      11.4      23.8       8.0       9.4      14.1       8.2      12.1       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       10        10        10         5        14         9        10        11         8        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    25,791                :
: Positions                                                                                                    :
:    1,632     3,942     7,925     1,180     8,135     1,474     6,999     1,820     3,493     1,787     1,312 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:        0     2,205     1,868    -1,131       674        21       771        93       165       209       141 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.3      15.3      30.7       4.6      31.5       5.7      27.1       7.1      13.5       6.9       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         .         4         .         5         4         .         .         5         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    37,902                :
: Positions                                                                                                    :
:    4,107     9,894     8,904     4,634     7,983     9,187     6,369     3,882       799     2,748     2,165 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      26.1      23.5      12.2      21.1      24.2      16.8      10.2       2.1       7.3       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         .         .         .         .         .         4         6         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 1,487,446                :
: Positions                                                                                                    :
:  506,928   211,984    42,519   852,197   221,285    58,688    16,903    83,974   503,079    37,414    34,834 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:     -814    -1,194    -2,411    11,607    -2,137     1,674       695     1,468    15,328     2,130    -2,883 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      14.3       2.9      57.3      14.9       3.9       1.1       5.6      33.8       2.5       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       37        30         4        16        18         9         5        11        15         7        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   351,257                :
: Positions                                                                                                    :
:   75,483    75,979   169,415   122,049    36,184    24,392    38,861     9,739     5,516    37,627    29,036 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    9,461     6,459     1,181     1,777     1,693     5,472      -155       328       196     8,660     1,869 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.5      21.6      48.2      34.7      10.3       6.9      11.1       2.8       1.6      10.7       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       20        16        12         8        13         8         9        11         7        15        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    20,865                :
: Positions                                                                                                    :
:   19,941    14,089         0     6,404         0         0         0         0       752        62        62 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:      263       163         0       147         0         0         0         0        55         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.6      67.5       0.0      30.7       0.0       0.0       0.0       0.0       3.6       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        21         0         4         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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   113,077                :
: Positions                                                                                                    :
:   94,300    80,036     9,035    17,057     6,609       385     2,005         0     1,016     6,134       797 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    3,669     2,713      -510       115       458         0        80         0      -159        36      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      70.8       8.0      15.1       5.8       0.3       1.8       0.0       0.9       5.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       43        42         7         6         8         .         .         0         4         9         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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 ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    39,834                :
: Positions                                                                                                    :
:   29,116    34,064     6,253     1,808     3,370       243         0        57         0       480         0 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,133     2,263       275       155       -35         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      85.5      15.7       4.5       8.5       0.6       0.0       0.1       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        14         .         .         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    31,095                :
: Positions                                                                                                    :
:   25,102    23,959     2,584     2,253       899     1,705         0         0       175     3,091       285 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:    2,565     1,210       -25       625       229         0         0         0      -190       315        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      77.1       8.3       7.2       2.9       5.5       0.0       0.0       0.6       9.9       0.9 :
:                                                                                                              :
: 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 23, 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    12,669                :
: Positions                                                                                                    :
:    5,482     7,188     5,992     2,813       358         0         0         0        60     1,677       361 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:     -619     2,860     3,306      -314        90         0         0         0         0        41        73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      56.7      47.3      22.2       2.8       0.0       0.0       0.0       0.5      13.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        22         4         .         .         0         0         0         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 23, 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    12,943                :
: Positions                                                                                                    :
:   11,088     7,707       414     3,980       486         0        67         0       233       366       137 :
:                                                                                                              :
: Changes from:     February 16, 2016                                                                          :
:      641         3         0       680      -110         0         0         0        58         0        79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      59.5       3.2      30.8       3.8       0.0       0.5       0.0       1.8       2.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        14         .         6         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated February 26, 2016