Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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 4,213,419                :
: Positions                                                                                                    :
:2,402,272   830,003   303,960 2,171,476   206,211   336,758    48,815   323,728   158,212   185,114   432,203 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
: -113,436   -53,539    41,059   -70,695   -20,712   -61,276     8,319   -21,427    24,928    13,456   -54,035 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      19.7       7.2      51.5       4.9       8.0       1.2       7.7       3.8       4.4      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      108        94         5        19        20        19         9        21        21        29        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   297,700                :
: Positions                                                                                                    :
:   26,288    52,359    39,241    97,734    23,572   139,351    10,345    27,923    14,869    61,139    24,220 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   -9,877    -6,336   -18,714   -34,794    -1,112   -16,892    -3,081   -13,852   -18,061   -17,462     4,276 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8      17.6      13.2      32.8       7.9      46.8       3.5       9.4       5.0      20.5       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       14        15         9         8        16         8         4         7         5        10         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   306,029                :
: Positions                                                                                                    :
:  214,355   240,696    12,430     7,480    20,670    11,468       781     4,665     6,709     7,360    15,126 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    5,942    10,558      -333       -62         0      -240       319       -29       659    -4,162     4,039 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      78.7       4.1       2.4       6.8       3.7       0.3       1.5       2.2       2.4       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        25         .         4         6         .         .         .         5         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   159,640                :
: Positions                                                                                                    :
:  134,546   120,082     2,967    15,410     4,066         0       962     1,574     3,942    10,749     2,782 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    5,615     1,003       365       324     1,100      -946       226       593    -1,275     3,527       644 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      75.2       1.9       9.7       2.5       0.0       0.6       1.0       2.5       6.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       28        28         .         .         .         0         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   238,886                :
: Positions                                                                                                    :
:  207,205    57,434     2,293   151,455     7,294     1,254     4,280     8,283         0     1,523       892 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   -4,204      -678     1,410     1,904        14      -668         0       381         0    -2,468       523 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      24.0       1.0      63.4       3.1       0.5       1.8       3.5       0.0       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        18         .        14         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   690,429                :
: Positions                                                                                                    :
:  593,361   188,651    25,528   434,911    35,473       251     5,079    14,967     6,727     3,713     4,339 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   14,115    -6,236     2,286    32,615    -4,465       251    -6,193     3,599     2,490       -28    -1,820 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      27.3       3.7      63.0       5.1       0.0       0.7       2.2       1.0       0.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       36        28         5        10        14         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   316,831                :
: Positions                                                                                                    :
:  269,969   171,620    17,267   128,880       122     3,574         0     2,446    13,099     2,037     3,311 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -688     2,959     2,729     6,927       -57        31         0         0     7,516      -214    -3,078 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      54.2       5.4      40.7       0.0       1.1       0.0       0.8       4.1       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       29        30         4         8         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   298,556                :
: Positions                                                                                                    :
:  234,402   192,332    16,728    70,737    26,383     1,788         0     1,362    10,077     1,352     1,225 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -242     1,376    -1,249       245       225     1,080         0      -784       832    -1,012       274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      64.4       5.6      23.7       8.8       0.6       0.0       0.5       3.4       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        32         4         7         9         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   141,290                :
: Positions                                                                                                    :
:  130,760    94,387       906    31,340       608     2,775         0       591         0     5,796       616 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    5,588     4,239         0         0         0      -127         0        30         0       213      -333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      66.8       0.6      22.2       0.4       2.0       0.0       0.4       0.0       4.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        17         .         6         .         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   123,027                :
: Positions                                                                                                    :
:   88,566    92,632     9,879     6,184     5,614         0     5,287         0     7,151         0     1,861 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -998     1,401       507     1,044      -690         0       120         0     1,096    -1,660       458 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      75.3       8.0       5.0       4.6       0.0       4.3       0.0       5.8       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        20         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   114,421                :
: Positions                                                                                                    :
:   98,485    38,490     2,252    61,135       632       647         0       830         0     3,021     1,394 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,924     1,668         0     2,648       234       647      -482      -411         0       135       337 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      33.6       2.0      53.4       0.6       0.6       0.0       0.7       0.0       2.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        10         .        10         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   169,195                :
: Positions                                                                                                    :
:  113,309    72,281    40,208    82,367     6,329         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:      -70     1,040    -1,284       -63     1,284         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      42.7      23.8      48.7       3.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        12         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    87,100                :
: Positions                                                                                                    :
:   71,463    48,806     7,262    34,551       468         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    2,504      -850         0     1,529       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      56.0       8.3      39.7       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   326,598                :
: Positions                                                                                                    :
:  240,353   145,094    54,224   148,437    15,158     2,614       427       402       218     5,830     5,353 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:      148      -834       602      -858      -106       299       427        63      -175     1,613       754 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      44.4      16.6      45.4       4.6       0.8       0.1       0.1       0.1       1.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       40        27         4        11         6         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    92,253                :
: Positions                                                                                                    :
:   77,483    49,101         0    26,985     3,060         0     2,886     1,046         0     1,500     1,118 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,443     1,688         0       184         0         0       214      -122         0      -213        91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      53.2       0.0      29.3       3.3       0.0       3.1       1.1       0.0       1.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        17         0         6         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    18,469                :
: Positions                                                                                                    :
:   14,018    15,279     1,768       232         0         0         0         0       737         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,460     1,460         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      82.7       9.6       1.3       0.0       0.0       0.0       0.0       4.0       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 March 1, 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    78,644                :
: Positions                                                                                                    :
:   34,286    47,749    31,906    16,817     3,192       175     5,017     1,061       422         0       794 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -914       -93       124         0        60       175        -9      -175       240         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.6      60.7      40.6      21.4       4.1       0.2       6.4       1.3       0.5       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7         9         5         4         8         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   107,847                :
: Positions                                                                                                    :
:   49,778   101,674    29,055       616     2,963    15,353         0         0     9,114       775         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    6,036    23,559     3,999         0       186    12,898      -148    -1,712     2,728       775         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.2      94.3      26.9       0.6       2.7      14.2       0.0       0.0       8.5       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       22        23         9         .         .         7         0         0         7         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   120,514                :
: Positions                                                                                                    :
:   74,554   113,336    13,819         0     2,723    14,310         0     1,043    11,566     1,471       435 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    2,491    20,633     2,854      -959     1,331    12,433      -525    -1,247     2,293       636       342 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      94.0      11.5       0.0       2.3      11.9       0.0       0.9       9.6       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       30        28         9         0         4         7         0         .         9         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    62,107                :
: Positions                                                                                                    :
:   59,345    60,489       997         0         0         0       372         0       509         0        87 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:      521     1,203       186         0         0         0         0         0         0      -393         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.6      97.4       1.6       0.0       0.0       0.0       0.6       0.0       0.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        18         .         0         0         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   224,513                :
: Positions                                                                                                    :
:  194,737   173,211    13,118    30,499    12,571         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    6,759     6,370     1,048     1,046      -967         0    -1,055      -707         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      77.1       5.8      13.6       5.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       36        32         .         6         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    58,452                :
: Positions                                                                                                    :
:   37,986    43,121     4,905     3,194     1,372         0     3,003       304         0     4,229       306 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    4,228     3,623       856        31      -122         0     1,644      -425         0     3,336      -584 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      73.8       8.4       5.5       2.3       0.0       5.1       0.5       0.0       7.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        15         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   123,178                :
: Positions                                                                                                    :
:  103,623    62,481     1,295    22,186     8,031         0     7,651       882         0    12,622         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    2,456    -1,675         0         0         0         0      -391         7         0     3,920         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      50.7       1.1      18.0       6.5       0.0       6.2       0.7       0.0      10.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        18         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   114,875                :
: Positions                                                                                                    :
:   77,015   106,220    13,466       736     2,869     5,421         0       636     8,661         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    5,763     2,814    -1,524         0       604    -3,610         0       -10     1,466         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      92.5      11.7       0.6       2.5       4.7       0.0       0.6       7.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        15         .         .         .         .         0         .         5         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   108,408                :
: Positions                                                                                                    :
:   85,594   101,089    15,183     3,577     2,113         0         0         0       310         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,090     1,272        38      -206       146         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      93.2      14.0       3.3       1.9       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         5         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   132,442                :
: Positions                                                                                                    :
:  117,513   126,883     6,444         0       395     1,495         0       589       217     1,083       628 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   -1,606     1,037       856         0         0     1,495      -362      -354         0       128        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      95.8       4.9       0.0       0.3       1.1       0.0       0.4       0.2       0.8       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 March 1, 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   148,152                :
: Positions                                                                                                    :
:  109,125    51,182     9,732    66,691     4,344     3,270         0       450         0    12,363     4,558 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    5,700     2,995       428     5,018       -84       345         0      -191         0       675     1,977 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      34.5       6.6      45.0       2.9       2.2       0.0       0.3       0.0       8.3       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        22         .         8         6         .         0         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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 23, 2016                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: 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 March 1, 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    49,626                :
: Positions                                                                                                    :
:   47,103    42,757         0     3,696       155     1,015         0         0         0     2,395        29 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    2,640     1,471         0         0         0         0         0         0         0     1,169         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      86.2       0.0       7.4       0.3       2.0       0.0       0.0       0.0       4.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        14         0         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    50,390                :
: Positions                                                                                                    :
:   29,333    48,721    18,469         0         0         0         0         0         0     1,276         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,082     1,833       124         0       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      96.7      36.7       0.0       0.0       0.0       0.0       0.0       0.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        14         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   208,931                :
: Positions                                                                                                    :
:  151,262   148,565    27,387    20,983    20,709       958         0       582         0    10,479     1,139 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    3,463     1,404       389      -947       413      -968         0       458         0     2,146      -301 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      71.1      13.1      10.0       9.9       0.5       0.0       0.3       0.0       5.0       0.5 :
:                                                                                                              :
: 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 March 1, 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    89,815                :
: Positions                                                                                                    :
:   80,653    40,310     3,460    43,650     2,032         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:      459       481         0       514      -152         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      44.9       3.9      48.6       2.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    90,915                :
: Positions                                                                                                    :
:   41,583    62,765    36,049    18,650     1,011         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -465     3,580       604      -531       461         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.7      69.0      39.7      20.5       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        14         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    88,336                :
: Positions                                                                                                    :
:   55,071    54,818    19,951    26,388     4,226         0         0         0       299         0       214 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,142     2,235      -462      -214         0         0         0         0       299         0       214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      62.1      22.6      29.9       4.8       0.0       0.0       0.0       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        15         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    31,831                :
: Positions                                                                                                    :
:   30,924    29,541       203       898         0         0         0         0       406       661       145 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.2      92.8       0.6       2.8       0.0       0.0       0.0       0.0       1.3       2.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        12         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    95,480                :
: Positions                                                                                                    :
:   78,622    38,004     4,044    50,777     3,023         0         0         0     3,072         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    4,801       490         0     3,852         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      39.8       4.2      53.2       3.2       0.0       0.0       0.0       3.2       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 March 1, 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 1,042,618                :
: Positions                                                                                                    :
:  122,979   122,258   189,853    23,847    82,965   189,176   359,996   198,773    69,684    90,447   121,836 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:  -13,809    -1,874    11,712    -1,002     2,330     4,843     8,180    12,111     4,191     3,829   -14,376 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      11.7      18.2       2.3       8.0      18.1      34.5      19.1       6.7       8.7      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   326                     :
:       34        29        27         6        24        60        83        67        55        44        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   289,380                :
: Positions                                                                                                    :
:   82,449    51,479    23,526    30,345    51,660    42,670     2,561    24,923    21,283    87,429    35,936 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   -6,555   -13,304    -5,536    -6,008       712    -4,475    -2,802      -408    -2,098     2,623      -488 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      17.8       8.1      10.5      17.9      14.7       0.9       8.6       7.4      30.2      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       19        20         7         6        13         7         .        11         8        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   105,794                :
: Positions                                                                                                    :
:   13,692    21,522    27,429    16,875    23,834    14,362    11,723     8,889     4,900    11,184     8,198 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -250      -936      -797     2,463    -6,288     4,200      -150    -9,025    -5,482    -4,156    -2,594 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      20.3      25.9      16.0      22.5      13.6      11.1       8.4       4.6      10.6       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       10        10        11         4        14         7        10        10         8         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    20,409                :
: Positions                                                                                                    :
:    1,252     3,942     7,584     2,246     5,396     1,850     3,831     1,781     1,566     1,627       886 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -380         0      -341     1,066    -2,739       376    -3,168       -39    -1,927      -160      -426 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.1      19.3      37.2      11.0      26.4       9.1      18.8       8.7       7.7       8.0       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        .         .         4         .         5         .         4         .         .         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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 1,453,762                :
: Positions                                                                                                    :
:  487,598   196,832    49,077   848,877   212,509    53,324    13,595    84,614   496,722    36,285    34,541 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:  -19,330   -15,152     6,558    -3,320    -8,776    -5,364    -3,308       640    -6,357    -1,129      -293 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      13.5       3.4      58.4      14.6       3.7       0.9       5.8      34.2       2.5       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       35        29         4        16        17        10         4        12        15         6        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   310,676                :
: Positions                                                                                                    :
:   61,977    69,457   157,975   107,837    35,445    15,681    36,770     9,603     7,533    28,748    20,541 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:  -13,506    -6,522   -11,440   -14,212      -739    -8,711    -2,091      -136     2,017    -8,879    -8,495 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.9      22.4      50.8      34.7      11.4       5.0      11.8       3.1       2.4       9.3       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       15        15        11         9        13         6         8        10         8         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    19,646                :
: Positions                                                                                                    :
:   19,144    13,535         0     5,911         0         0         0         0       387         0         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -797      -554         0      -493         0         0         0         0      -365       -62       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.4      68.9       0.0      30.1       0.0       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        21         0         5         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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   127,988                :
: Positions                                                                                                    :
:  107,298    98,480     9,392    16,748     7,867       811     2,005         0       910     1,786       718 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   12,998    18,444       357      -309     1,258       426         0         0      -106    -4,348       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      76.9       7.3      13.1       6.1       0.6       1.6       0.0       0.7       1.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       45        44         8         5         9         .         .         0         4         8         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    41,123                :
: Positions                                                                                                    :
:   30,369    35,740     6,430     1,510     3,286       231         0        57         0       480         0 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:    1,253     1,676       177      -298       -84       -12         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      86.9      15.6       3.7       8.0       0.6       0.0       0.1       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        14         .         .         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    27,191                :
: Positions                                                                                                    :
:   21,859    23,352     2,586     2,727       592     1,550         0         0        50        95       220 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:   -3,243      -607         2       474      -307      -155         0         0      -125    -2,996       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      85.9       9.5      10.0       2.2       5.7       0.0       0.0       0.2       0.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        25         .         7         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    13,119                :
: Positions                                                                                                    :
:    5,133     8,439     6,953     2,468       254         0         0         0        30     1,434       384 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:     -349     1,251       961      -345      -104         0         0         0       -30      -243        23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      64.3      53.0      18.8       1.9       0.0       0.0       0.0       0.2      10.9       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        21         4         .         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 1, 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    12,847                :
: Positions                                                                                                    :
:   11,236     8,403       400     3,641       354         0        46         0       211       159        86 :
:                                                                                                              :
: Changes from:     February 23, 2016                                                                          :
:      148       696       -14      -339      -132         0       -21         0       -22      -207       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      65.4       3.1      28.3       2.8       0.0       0.4       0.0       1.6       1.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        14         .         5         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 4, 2016