Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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 4,291,842                :
: Positions                                                                                                    :
:2,490,245   855,297   318,846 2,267,328   221,928   354,823    48,847   316,718   154,785   179,098   387,077 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:   59,384    19,383     6,077    94,960     7,400    28,453     1,399     2,001     1,821   -19,028   -45,227 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      19.9       7.4      52.8       5.2       8.3       1.1       7.4       3.6       4.2       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      113        97         5        19        22        19         9        20        19        29        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   320,047                :
: Positions                                                                                                    :
:   26,480    50,935    33,053   104,457    26,754   154,099    12,003    27,763    18,099    66,164    31,563 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:       78    -1,620    -5,188     2,517     1,338     7,468        44      -440     3,098     4,515      -535 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.3      15.9      10.3      32.6       8.4      48.1       3.8       8.7       5.7      20.7       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       14        15         9         8        16         8         5         7         5        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   278,096                :
: Positions                                                                                                    :
:  197,968   220,893    11,394     5,465    20,581     7,835     1,946     3,390     7,539     5,824     9,609 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:   -2,017    -8,593       243    -1,246      -728      -360       122      -455    -5,897     2,260      -688 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      79.4       4.1       2.0       7.4       2.8       0.7       1.2       2.7       2.1       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        26         .         4         6         .         .         .         5         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   153,584                :
: Positions                                                                                                    :
:  127,580   113,451     3,216    15,432     4,621         0       835     1,902     2,678     8,816     2,747 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    5,378     4,158       -96       656       246         0      -195       307      -266      -110       541 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      73.9       2.1      10.0       3.0       0.0       0.5       1.2       1.7       5.7       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        25         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   227,452                :
: Positions                                                                                                    :
:  193,236    56,922     4,294   142,608     6,286       855     1,075     7,006       175       827       921 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:     -775       963       -30       342         0      -847     1,075    -1,048       175    -2,035       719 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      25.0       1.9      62.7       2.8       0.4       0.5       3.1       0.1       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        15         .        12         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   674,295                :
: Positions                                                                                                    :
:  575,375   176,830    24,295   429,000    39,428     2,366     4,276    11,703     4,091     4,517     4,616 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    9,706     4,054       302     5,616     3,404     2,366      -499    -2,662    -3,912       670       891 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      26.2       3.6      63.6       5.8       0.4       0.6       1.7       0.6       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       39        27         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   305,917                :
: Positions                                                                                                    :
:  257,082   164,705    17,305   126,233       122     1,926         0     2,818    14,714     2,584     1,107 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    3,799     3,693       267        37         0    -1,007         0       398         8       277      -428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      53.8       5.7      41.3       0.0       0.6       0.0       0.9       4.8       0.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       25        29         4         8         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   287,278                :
: Positions                                                                                                    :
:  223,480   181,020    15,079    68,790    27,832     1,524         0     1,713    10,909     1,411       832 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    6,994     4,313      -828     1,127     1,327      -329         0       482       404         0      -165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      63.0       5.2      23.9       9.7       0.5       0.0       0.6       3.8       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       27        31         4         8        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   126,016                :
: Positions                                                                                                    :
:  115,693    81,733       600    29,226       547     1,751         0     1,302       338     1,414     1,403 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,933     1,551       122         0         0       -54         0       327       338      -816       612 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      64.9       0.5      23.2       0.4       1.4       0.0       1.0       0.3       1.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        16         .         6         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   123,637                :
: Positions                                                                                                    :
:   86,685    96,850    14,758     4,245     6,317         0     4,247        28     7,390         0     1,086 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,066     4,380     4,791    -2,051     1,426         0      -118        28        29         0      -449 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      78.3      11.9       3.4       5.1       0.0       3.4       0.0       6.0       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        19         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   106,735                :
: Positions                                                                                                    :
:   89,579    35,863     1,925    55,980       570       440         0       959         0     3,223       454 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,866       197         0      -428         0      -123         0        61         0     2,948      -826 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      33.6       1.8      52.4       0.5       0.4       0.0       0.9       0.0       3.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   163,171                :
: Positions                                                                                                    :
:  110,828    68,883    39,760    77,422     5,465         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    3,832     1,645       871     1,557       679         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      42.2      24.4      47.4       3.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        11         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    92,144                :
: Positions                                                                                                    :
:   76,177    51,661     4,121    34,595       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,226        92         0       -60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      56.1       4.5      37.5       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   325,125                :
: Positions                                                                                                    :
:  244,714   134,481    49,883   160,834    12,891       358         0       713         0     3,925     5,356 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    5,626       852    -1,062     3,580      -137        27         0        93         0       459      -335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      41.4      15.3      49.5       4.0       0.1       0.0       0.2       0.0       1.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        25         4        11         7         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    83,401                :
: Positions                                                                                                    :
:   69,009    45,121         0    25,370     2,532         0     2,160     1,046       266         0     1,129 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      209     1,179         0      -906         0         0      -454         0      -418         0       123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      54.1       0.0      30.4       3.0       0.0       2.6       1.3       0.3       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         0         6         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    76,978                :
: Positions                                                                                                    :
:   32,984    47,166    31,916    16,073     2,448       321     4,851     1,039         0       842       517 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    3,658     2,870        96         0         0         0       454         0      -360       156        78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      61.3      41.5      20.9       3.2       0.4       6.3       1.3       0.0       1.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8         8         5         4         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    71,463                :
: Positions                                                                                                    :
:   35,403    66,189    18,481       740     3,276    12,602         0         0         0       660         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,897     4,939       170         0       840     3,690         0         0         0       660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      92.6      25.9       1.0       4.6      17.6       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7        12         8         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    99,247                :
: Positions                                                                                                    :
:   54,984    94,773    12,339         0     1,303    19,043         0         0     8,897       970       465 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,806     4,200      -900         0       900     3,690         0         0      -465       195       465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      95.5      12.4       0.0       1.3      19.2       0.0       0.0       9.0       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       22        20         9         0         .         9         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    65,205                :
: Positions                                                                                                    :
:   62,869    63,971       860         0         0         0       372         0       248         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:   11,488    11,604       426         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      98.1       1.3       0.0       0.0       0.0       0.6       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        17         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   219,286                :
: Positions                                                                                                    :
:  185,433   170,756    14,065    28,325    11,969       175         0     1,239         0         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    7,985     7,106       128     1,932      -428       175      -532       237         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      77.9       6.4      12.9       5.5       0.1       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       29        26         .         6         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    53,262                :
: Positions                                                                                                    :
:   31,615    39,458     3,804     2,165         0         0     2,076       407         0     3,100       596 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      120     1,486         0         0         0         0      -612       103         0        70       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      74.1       7.1       4.1       0.0       0.0       3.9       0.8       0.0       5.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        14         .         .         0         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   116,747                :
: Positions                                                                                                    :
:   96,707    60,630     1,179    22,376     7,313         0     5,574     1,137         0    13,058         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,048       726         0       770         0         0    -1,188       178         0     1,162         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      51.9       1.0      19.2       6.3       0.0       4.8       1.0       0.0      11.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12        18         .         5         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   115,352                :
: Positions                                                                                                    :
:   77,300   106,739    10,753         0     2,991     4,638         0       636     8,718         0        10 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,207     2,269      -878         0       486      -214         0         0       647         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      92.5       9.3       0.0       2.6       4.0       0.0       0.6       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         0         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   106,824                :
: Positions                                                                                                    :
:   83,543   100,024    17,000     3,484     1,819         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,312     1,648       484         0       180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      93.6      15.9       3.3       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        14         5         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   125,509                :
: Positions                                                                                                    :
:  110,087   119,314     3,905         0       182       822         0       862     1,259     2,135       804 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:   -2,131    -1,357         0         0         0      -124         0       124     1,259     1,131       211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      95.1       3.1       0.0       0.1       0.7       0.0       0.7       1.0       1.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   143,973                :
: Positions                                                                                                    :
:  107,510    52,615     9,440    63,971     3,576     2,726         0       450       578    13,880       854 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    4,484     3,539      -184     1,301       421      -368         0       -90       138     1,800       160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      36.5       6.6      44.4       2.5       1.9       0.0       0.3       0.4       9.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        19         .         7         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    19,282                :
: Positions                                                                                                    :
:   17,660    15,044       728         0         0         0         0         0         0     3,866         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      78.0       3.8       0.0       0.0       0.0       0.0       0.0       0.0      20.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    40,337                :
: Positions                                                                                                    :
:   38,867    34,137         0     3,493       155         0         0         0         0     1,944         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      84.6       0.0       8.7       0.4       0.0       0.0       0.0       0.0       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         0         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    49,704                :
: Positions                                                                                                    :
:   33,187    48,476    14,154         0       488         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,064     1,544       360         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      97.5      28.5       0.0       1.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   201,846                :
: Positions                                                                                                    :
:  143,867   147,409    27,392    18,170    20,070     1,262         0       308       294     6,377     1,547 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,680     3,007       367      -556       360       394         0      -364      -102      -276      -204 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      73.0      13.6       9.0       9.9       0.6       0.0       0.2       0.1       3.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        22         4         5         7         .         0         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    89,103                :
: Positions                                                                                                    :
:   40,498    57,544    36,387    18,433       616         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,190       394      -240         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      64.6      40.8      20.7       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        4        11         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    90,680                :
: Positions                                                                                                    :
:   54,808    55,847    22,326    27,146     3,658         0         0         0         0     1,443       331 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,955     2,291       -30       604         0         0         0         0         0        30       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      61.6      24.6      29.9       4.0       0.0       0.0       0.0       0.0       1.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    93,369                :
: Positions                                                                                                    :
:   79,052    36,112     4,338    51,160       940         0         0         0     2,712         0         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    4,228     1,712      -408      -617    -1,397         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      38.7       4.6      54.8       1.0       0.0       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         5         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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 1,109,271                :
: Positions                                                                                                    :
:  165,830   160,419   203,321    28,726    70,464   201,853   357,717   217,057    63,136   110,654   120,597 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:   31,683    29,118       340     1,544    -2,849     9,299   -12,822    10,702    -6,288    11,868    -2,160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.9      14.5      18.3       2.6       6.4      18.2      32.2      19.6       5.7      10.0      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   337                     :
:       34        30        26         9        26        62        88        74        52        53        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   306,325                :
: Positions                                                                                                    :
:   84,852    51,522    23,128    28,020    53,313    43,031     2,560    26,750    25,422    98,310    41,291 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    2,171     1,230    -1,443      -325     1,198       981         5      -281      -198     2,455     6,313 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.7      16.8       7.6       9.1      17.4      14.0       0.8       8.7       8.3      32.1      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       20        21         7         6        13         8         .        10        10        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   115,688                :
: Positions                                                                                                    :
:   15,075    26,091    27,791    13,708    26,224    14,316    13,374     8,703     4,202    10,295    13,222 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,113     2,590      -302      -779     1,022    -2,019       837      -105        96    -2,735     4,108 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      22.6      24.0      11.8      22.7      12.4      11.6       7.5       3.6       8.9      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       10        10        11         4        14         7        11        15         9         7        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    21,669                :
: Positions                                                                                                    :
:    1,300     3,942     5,565     2,033     8,200     2,863     3,350     1,616       999     1,354     1,105 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:     -120         0      -724      -126     1,726       120         0       112      -126      -772       325 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.0      18.2      25.7       9.4      37.8      13.2      15.5       7.5       4.6       6.2       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         .         .         4         7         4         .         6         .         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    37,958                :
: Positions                                                                                                    :
:    3,419     9,894     6,364     3,591    10,532     7,760     5,491     3,420     2,507       843     3,629 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:        0         0    -1,304      -589     1,552         0       710       360     1,000      -401       958 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      26.1      16.8       9.5      27.7      20.4      14.5       9.0       6.6       2.2       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         4         .         5         .         4         5         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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 1,466,135                :
: Positions                                                                                                    :
:  492,274   199,960    64,375   863,961   198,493    55,413    10,999    88,536   496,177    39,699    38,993 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:   -2,392     3,158      -305     7,035    -2,780     3,996    -1,192     2,888     9,497    -1,041     1,422 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      13.6       4.4      58.9      13.5       3.8       0.8       6.0      33.8       2.7       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       37        31         4        16        17         8         6        12        16         6        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   335,586                :
: Positions                                                                                                    :
:   65,456    69,907   159,716   101,781    49,488    12,911    37,982    13,352     8,924    34,571    22,834 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,546     1,044     1,366       577     2,973    -2,210     2,148     2,392     2,206    -3,489     2,483 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.5      20.8      47.6      30.3      14.7       3.8      11.3       4.0       2.7      10.3       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       16        16        11         8        14         6         9        11         9         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    21,259                :
: Positions                                                                                                    :
:   20,422    14,492         0     6,081       270         0         0         0       389       123        63 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      236        60         0         0        15         0         0         0       -38       123        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.1      68.2       0.0      28.6       1.3       0.0       0.0       0.0       1.8       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        23         0         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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   120,994                :
: Positions                                                                                                    :
:  100,537    93,638    10,569    17,063     6,366       946     1,750         0     1,184     1,220       462 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:    1,292       916       241       546       -97       -15         0         0       -17        -4      -134 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      77.4       8.7      14.1       5.3       0.8       1.4       0.0       1.0       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       43        42         5         6         9         .         .         0         5         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    44,384                :
: Positions                                                                                                    :
:   32,167    38,371     7,345     1,970     3,411        54         0       102         0       480         0 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      -75     1,365     1,175       185      -115       -90         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      86.5      16.5       4.4       7.7       0.1       0.0       0.2       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        15         .         .         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    29,466                :
: Positions                                                                                                    :
:   24,296    25,178     2,469     3,081       517     1,550         0         0        37       197       203 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      617       427        75       210       -60         0         0         0         0        70        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      85.4       8.4      10.5       1.8       5.3       0.0       0.0       0.1       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        25         .         7         5         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    14,693                :
: Positions                                                                                                    :
:    5,783     9,416     7,275     2,617       389         0         0         0       120     1,354       529 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      278       198         0       119        20         0         0         0         0       -40       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      64.1      49.5      17.8       2.6       0.0       0.0       0.0       0.8       9.2       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        22         4         4         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 15, 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    14,375                :
: Positions                                                                                                    :
:   12,500     8,518       400     4,963       372         0        46         0       251       159        85 :
:                                                                                                              :
: Changes from:     March 8, 2016                                                                              :
:      408       503         0       -45         0         0         0         0        50         0       -46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      59.3       2.8      34.5       2.6       0.0       0.3       0.0       1.7       1.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        13         .         5         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 18, 2016