Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 4,626,533                :
: Positions                                                                                                    :
:2,700,481 1,114,911   371,857 2,406,761   219,023   396,208    23,786   274,696   177,690   134,395   438,677 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:   42,973     2,051    12,302    28,601     1,507   -18,392   -21,548    12,450     4,188    30,387     1,502 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      24.1       8.0      52.0       4.7       8.6       0.5       5.9       3.8       2.9       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      114        98         5        20        23        22         8        24        27        20        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   234,239                :
: Positions                                                                                                    :
:   35,689    47,577    43,716    54,848    32,470    40,573     7,868    26,246    23,383    34,937    29,652 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    4,830    -1,484     1,461     4,285       241    -3,494       -60     1,524     2,368     2,448       494 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      20.3      18.7      23.4      13.9      17.3       3.4      11.2      10.0      14.9      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       13        17         9         8        15         6         5         5         9         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   269,448                :
: Positions                                                                                                    :
:  171,663   229,343    17,975     2,307    23,791    14,838         0     3,911    18,852     1,136     2,407 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,799     1,047    -2,493       332     2,230     1,075         0      -136     2,840       512      -277 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      85.1       6.7       0.9       8.8       5.5       0.0       1.5       7.0       0.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       32        26         6         .         7         5         0         4         8         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   140,973                :
: Positions                                                                                                    :
:  125,237   100,544        52    20,576     6,256       732     1,498     1,061         0     5,307     2,544 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    5,601     6,759      -181       412        61         0        -6       166         0      -534       268 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      71.3       0.0      14.6       4.4       0.5       1.1       0.8       0.0       3.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        29         .         4         4         .         .         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   225,993                :
: Positions                                                                                                    :
:  189,570    70,555     3,894   122,880    13,316     1,630     6,264     3,227     1,823       497     1,065 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    2,577     4,891     2,261       877     1,149       -95      -542       302      -437       124       675 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      31.2       1.7      54.4       5.9       0.7       2.8       1.4       0.8       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        18         .        12         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   787,782                :
: Positions                                                                                                    :
:  686,173   194,053    30,684   511,300    35,773       130     7,922    13,327       489    12,554     6,205 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:   14,037     1,418        93     7,754     1,367      -192      -431      -305    -1,851     1,824     1,547 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      24.6       3.9      64.9       4.5       0.0       1.0       1.7       0.1       1.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       37        22         5        10        13         .         .         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   345,863                :
: Positions                                                                                                    :
:  294,682   203,758    21,639   119,453     1,038     1,117     1,467     4,105    13,452     5,960     3,537 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    8,168    15,615     1,253    -1,066       -33       841       616       -16     5,545       297    -1,091 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      58.9       6.3      34.5       0.3       0.3       0.4       1.2       3.9       1.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       27        29         4         9         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   300,217                :
: Positions                                                                                                    :
:  225,931   188,754    19,011    76,505    29,345     3,529       945     1,479    12,899     1,470       517 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    3,999     1,147      -304     2,812      -165       945       206        13    -1,082      -483        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      62.9       6.3      25.5       9.8       1.2       0.3       0.5       4.3       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        32         4         9        11         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   111,160                :
: Positions                                                                                                    :
:  103,676    64,447         0    35,107       180       724         0     1,423         0     1,672       812 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,584      -942         0     1,510         0      -153         0      -182         0       720       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      58.0       0.0      31.6       0.2       0.7       0.0       1.3       0.0       1.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        16         0         7         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   125,705                :
: Positions                                                                                                    :
:   85,403    97,518    17,638     2,448     6,484       250     2,059        88       277     1,985     7,324 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    6,115     1,662       210         0         0         2      -271        60    -4,405      -294     3,809 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      77.6      14.0       1.9       5.2       0.2       1.6       0.1       0.2       1.6       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        20         4         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   111,971                :
: Positions                                                                                                    :
:   97,743    29,333     1,498    68,942       577       227         0     1,247         0     1,764       288 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    2,140      -521         0     2,664         0      -111         0       -40         0       488         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      26.2       1.3      61.6       0.5       0.2       0.0       1.1       0.0       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         .         7         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   161,850                :
: Positions                                                                                                    :
:  114,176    65,281    34,295    82,099     5,532         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    2,227       459      -303     1,430       142         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      40.3      21.2      50.7       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        14         5         7         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    80,130                :
: Positions                                                                                                    :
:   66,715    46,159     3,023    25,370       428         0     1,254         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:     -337       811         0    -2,192         0         0     1,254         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      57.6       3.8      31.7       0.5       0.0       1.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   339,241                :
: Positions                                                                                                    :
:  243,544   110,533    53,315   187,438    22,949       645       975     1,999        64     3,046     4,831 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:   12,012     2,948    -1,120     7,916     4,040         0        93       -31      -119       725      -247 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      32.6      15.7      55.3       6.8       0.2       0.3       0.6       0.0       0.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       39        25         4        12         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    83,747                :
: Positions                                                                                                    :
:   68,349    37,784     3,713    33,708     1,160       889       620       652       700         0       969 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      286        44         0      -302         0        -4         0       181       463         0       188 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      45.1       4.4      40.2       1.4       1.1       0.7       0.8       0.8       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         6         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    72,797                :
: Positions                                                                                                    :
:   26,194    40,803    32,735    14,160     2,555         0     4,660       686     3,465     5,329        59 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      278        97       244      -360       361         0       116       -88         0     2,432      -224 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.0      56.1      45.0      19.5       3.5       0.0       6.4       0.9       4.8       7.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        7         8         5         4         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    54,135                :
: Positions                                                                                                    :
:   29,194    49,848    13,145       928     2,863     5,538         0         0     1,200         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    2,220     5,768         0       -60         0     1,740         0         0     1,200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      92.1      24.3       1.7       5.3      10.2       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        7        12         6         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   117,404                :
: Positions                                                                                                    :
:   94,054    84,585     7,865     3,626         0    10,602     9,798       775     1,478    16,036     1,200 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,470     5,498       300         0         0     1,740         0         0       300    -1,200     1,200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      72.0       6.7       3.1       0.0       9.0       8.3       0.7       1.3      13.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       25        25         5         .         0         5         5         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    57,721                :
: Positions                                                                                                    :
:   54,409    57,039     1,228         0         0       488         0         0       558         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    2,442     3,290       608         0         0       240         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      98.8       2.1       0.0       0.0       0.8       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   205,171                :
: Positions                                                                                                    :
:  159,887   159,223    21,408    22,859    10,616       301         0     1,204     4,355         0        31 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:     -886       386      -981       216        90      -328         0       586     2,699         0      -123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      77.6      10.4      11.1       5.2       0.1       0.0       0.6       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       31        28         .         5         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    31,321                :
: Positions                                                                                                    :
:   27,286    26,580       676     1,581         0         0       496         0     2,156       384       186 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,748     1,350       180         0         0         0         0         0         0       330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      84.9       2.2       5.0       0.0       0.0       1.6       0.0       6.9       1.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        13         .         .         0         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    54,650                :
: Positions                                                                                                    :
:   38,719    40,586     3,621     1,928       214         0         0         0       135     5,352       708 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,174       775         0         0         0         0         0         0       135     2,939        81 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      74.3       6.6       3.5       0.4       0.0       0.0       0.0       0.2       9.8       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        17         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   111,158                :
: Positions                                                                                                    :
:   92,008    59,683       801    19,848     7,727         0     5,049       697     2,889    12,237         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,208     1,208         0         0         0         0      -120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      53.7       0.7      17.9       7.0       0.0       4.5       0.6       2.6      11.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        19         .         6         4         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   120,907                :
: Positions                                                                                                    :
:   86,313   110,077     6,781         0     1,909       654         0     1,397     7,622         0        12 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    3,855     3,392      -365         0       151      -856         0       321       574         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      91.0       5.6       0.0       1.6       0.5       0.0       1.2       6.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   103,424                :
: Positions                                                                                                    :
:   72,191    97,826    21,914     2,691       942       984         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:     -907     4,804     6,007         0         0      -240         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      94.6      21.2       2.6       0.9       1.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         5         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   110,637                :
: Positions                                                                                                    :
:   98,498   102,193     2,473     3,073     1,036         0         0         0       395     1,293       550 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:     -696    -1,469      -548         0       120         0         0         0        65       249      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      92.4       2.2       2.8       0.9       0.0       0.0       0.0       0.4       1.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   133,221                :
: Positions                                                                                                    :
:   93,782    68,272    15,032    33,686     4,216         0       111     1,230       631    14,829     1,790 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      -12     2,528      -124    -1,865        30         0       -94        66       631     1,315      -321 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      51.2      11.3      25.3       3.2       0.0       0.1       0.9       0.5      11.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        19         4         6         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    47,893                :
: Positions                                                                                                    :
:   39,535    42,466     4,168     3,444       728       712         0       248       891       608         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    3,410     4,614      -240         0       240       712      -248       248       240       360         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      88.7       8.7       7.2       1.5       1.5       0.0       0.5       1.9       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    53,807                :
: Positions                                                                                                    :
:   35,710    52,703    15,889         0       488         0       248         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,569       667      -960         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      97.9      29.5       0.0       0.9       0.0       0.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        14         .         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   202,236                :
: Positions                                                                                                    :
:  150,470   144,463    18,224    22,137    20,381     2,290       328       584     1,200     5,717     1,977 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      522    -1,133       183      -129      -270        93       328       398      -118      -363       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      71.4       9.0      10.9      10.1       1.1       0.2       0.3       0.6       2.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       31        27         4         5         7         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    94,248                :
: Positions                                                                                                    :
:   78,485    37,272     2,318    43,508     3,602         0         0         0     1,397         0       366 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,370       456         0       938       272         0         0         0     1,397         0       366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      39.5       2.5      46.2       3.8       0.0       0.0       0.0       1.5       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         7         .         7         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    88,515                :
: Positions                                                                                                    :
:   45,543    60,870    32,947    18,032       248         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,530       399         0      -153         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      68.8      37.2      20.4       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        14         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    89,432                :
: Positions                                                                                                    :
:   52,187    54,828    25,653    26,042     3,658         0         0         0         0     1,316       243 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      977     1,005       121        62         0         0         0         0         0        30       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      61.3      28.7      29.1       4.1       0.0       0.0       0.0       0.0       1.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        13         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    96,810                :
: Positions                                                                                                    :
:   77,584    35,635     6,277    53,323     2,169         0         0         0     2,367         0         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      730        30       730      -862         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      36.8       6.5      55.1       2.2       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         8         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 1,088,763                :
: Positions                                                                                                    :
:  136,601   157,686   161,500    42,684    87,816   232,975   309,206   213,432    55,060   111,284   127,134 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:  -13,339    -3,332     6,464    -2,522    19,765    10,043    19,624    -7,540     7,830    -3,883    -7,105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.5      14.5      14.8       3.9       8.1      21.4      28.4      19.6       5.1      10.2      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   333                     :
:       34        31        23        10        27        57        82        83        52        55        73 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   276,900                :
: Positions                                                                                                    :
:   66,383    43,251    31,472    30,107    46,688    46,586        10    22,640    18,748    95,093    32,340 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      856    -2,610       132     1,050       -17    -2,491      -250     2,225     1,377     2,228    -1,126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      15.6      11.4      10.9      16.9      16.8       0.0       8.2       6.8      34.3      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       15        20         6         6        12         9         .        11         8        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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   116,983                :
: Positions                                                                                                    :
:   12,883    25,479    25,364    22,932    25,821    16,909     4,299    10,277     5,107    10,824    11,470 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      326       859      -581     1,387     1,731     4,004     1,265    -1,478       283        43       703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      21.8      21.7      19.6      22.1      14.5       3.7       8.8       4.4       9.3       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:        9        10        12         .        14         6         5        10         5        11        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    23,058                :
: Positions                                                                                                    :
:    1,770     5,095     5,062     3,786     7,408     3,190       131     3,020       806     1,816     1,781 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      244        57       -75      -100       225      -123         0       201       210       299       102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.7      22.1      22.0      16.4      32.1      13.8       0.6      13.1       3.5       7.9       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        4         .         .         4         7         6         .         5         4         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    31,394                :
: Positions                                                                                                    :
:    5,122     9,717    14,489     3,770     3,725       825     5,805     2,049     1,284     2,382     1,338 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:        0        90     2,464     1,024      -384         0      -130         0       168       188      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.3      31.0      46.2      12.0      11.9       2.6      18.5       6.5       4.1       7.6       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        .         .         .         .         4         .         4         4         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 1,413,102                :
: Positions                                                                                                    :
:  438,189   203,318    78,028   834,240   185,723    87,500    23,653    68,843   472,750    21,747    46,589 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:     -838    -1,447      -600      -124       -75     1,566       481    -1,267    -3,472       588       632 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.0      14.4       5.5      59.0      13.1       6.2       1.7       4.9      33.5       1.5       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       36        31         4        14        15         9         6         9        15         6        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   327,793                :
: Positions                                                                                                    :
:   60,788    62,001   163,493   127,950    35,975    23,527    35,440    10,250    15,133    33,685    16,086 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:     -216       285     2,248     3,023     1,577     2,068      -933       559      -762     1,259       485 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5      18.9      49.9      39.0      11.0       7.2      10.8       3.1       4.6      10.3       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       13        15        12         8        16         6         8        10        10         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    30,746                :
: Positions                                                                                                    :
:   29,767    21,454         0     7,203        75         0         0         0        68       788       441 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    3,545     3,057         0       300         0         0         0         0       -37       -44       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.8      69.8       0.0      23.4       0.2       0.0       0.0       0.0       0.2       2.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        26         0         6         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   127,255                :
: Positions                                                                                                    :
:  102,041    99,570     9,601    17,139     6,207     4,604     1,400         0     2,249       933       598 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    5,348     4,548      -454       318      -473        30         0         0       -95         0        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      78.2       7.5      13.5       4.9       3.6       1.1       0.0       1.8       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       43        47         5         7         7         4         .         0         8         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    68,369                :
: Positions                                                                                                    :
:   42,489    52,917     4,461     3,485     7,479     1,357     2,988        83    12,020       695         0 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    3,998     4,118      -780      -720     2,350         0         0         0       780         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      77.4       6.5       5.1      10.9       2.0       4.4       0.1      17.6       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        17         .         4         5         .         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    31,807                :
: Positions                                                                                                    :
:   25,157    23,725     2,133     4,049     1,369     1,240         0         0       185       778     1,472 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:    1,366       951       -91       384       158         0         0         0        85        10        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      74.6       6.7      12.7       4.3       3.9       0.0       0.0       0.6       2.4       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        25         .         7         5         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    16,100                :
: Positions                                                                                                    :
:    5,391     8,963     7,674     3,244       115         0         0         0     1,831     2,769       569 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:      404       322        81       230        -5         0         0         0        45       -32       116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      55.7      47.7      20.1       0.7       0.0       0.0       0.0      11.4      17.2       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        21         5         4         .         0         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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    16,801                :
: Positions                                                                                                    :
:   14,821    10,555       361     5,403       153         0         0         0       247       126       105 :
:                                                                                                              :
: Changes from:     May 10, 2016                                                                               :
:       70       -40        75       180        10         0         0         0       -40         0        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      62.8       2.1      32.2       0.9       0.0       0.0       0.0       1.5       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        14         .         4         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated May 20, 2016