Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 4,787,222                :
: Positions                                                                                                    :
:2,474,178 1,096,096   426,900 2,608,402   199,644   559,073    59,334   249,538   312,803    49,873   479,094 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:  -35,668     9,046     7,742    68,267     4,599    59,720    14,277      -766    32,061   -27,511   -13,236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      22.9       8.9      54.5       4.2      11.7       1.2       5.2       6.5       1.0      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   233                     :
:      119       100         5        20        22        23         7        26        38        13        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   202,432                :
: Positions                                                                                                    :
:   47,772    41,812    44,146    50,092    33,139    14,650    20,031    13,555    25,014    21,816    21,832 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    9,950    -2,985    -2,220     1,198    -4,732   -24,157    -4,151    -5,710    -4,686   -15,178     1,406 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.6      20.7      21.8      24.7      16.4       7.2       9.9       6.7      12.4      10.8      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       14        16        11         7        16         4         4         4         5        10         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   272,790                :
: Positions                                                                                                    :
:  178,055   237,700    20,529       630    22,895     4,998         0     2,642    22,393         0     4,147 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   15,360    16,229      -972       -93       350    -2,504    -1,306    -8,778     1,070         0       425 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      87.1       7.5       0.2       8.4       1.8       0.0       1.0       8.2       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        27         5         .         5         4         0         4        10         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   154,578                :
: Positions                                                                                                    :
:  139,292   110,875         0    23,113     3,654         0       984         0       872     6,187     3,150 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    7,959     6,911         0      -295        93         0         0         0       592     1,189       538 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      71.7       0.0      15.0       2.4       0.0       0.6       0.0       0.6       4.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        25         0         5         4         0         .         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   227,071                :
: Positions                                                                                                    :
:  193,291    88,427     1,164   113,803    13,306       874         0     2,348     1,882       887       225 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    7,370    10,031         0      -177         0      -279    -3,604    -2,814      -257         0      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      38.9       0.5      50.1       5.9       0.4       0.0       1.0       0.8       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        20         .        12         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   841,073                :
: Positions                                                                                                    :
:  753,140   208,763    31,146   577,216    35,968        93     1,689     3,787       892     6,618     1,620 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   31,943    15,164       485    18,273       -93      -537    -2,406   -11,819       -31       268        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      24.8       3.7      68.6       4.3       0.0       0.2       0.5       0.1       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       39        23         5        10        13         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   343,459                :
: Positions                                                                                                    :
:  307,228   220,773    20,844   111,280     1,035         0         0         0     6,062       246     1,301 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,599     4,434       302    -2,209       205         0    -2,985    -2,749    -2,180       246       -92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      64.3       6.1      32.4       0.3       0.0       0.0       0.0       1.8       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        34         4         9         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   298,802                :
: Positions                                                                                                    :
:  232,762   177,236    18,664    84,143    31,435         0     1,086     1,909     6,330     1,383       474 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   14,875     2,747       103     4,686     1,133    -3,198       946      -142    -3,096       213      -164 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      59.3       6.2      28.2      10.5       0.0       0.4       0.6       2.1       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        32         5         8        10         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   111,467                :
: Positions                                                                                                    :
:  101,579    58,601         0    35,520       209     2,466         0       806         0     1,785     1,640 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,757      -124         0       276         0      -396         0       124    -1,095     1,413     1,183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      52.6       0.0      31.9       0.2       2.2       0.0       0.7       0.0       1.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        17         0         7         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   132,633                :
: Positions                                                                                                    :
:   99,353    97,147    12,611     1,968    10,244       159     1,199       585         0    14,070     2,848 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      198    -1,075    -3,843         0     4,280         0    -1,201         0         0      -696       392 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      73.2       9.5       1.5       7.7       0.1       0.9       0.4       0.0      10.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        25         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    27,567                :
: Positions                                                                                                    :
:   26,950    17,861         0     9,520         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    4,274     2,015         0     2,418         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.8      64.8       0.0      34.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        10         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   111,396                :
: Positions                                                                                                    :
:   98,435    25,135     1,288    75,575       302       968         0       675         0     1,567       675 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    8,871       942         0      -184         0    -7,543         0        64         0       899        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      22.6       1.2      67.8       0.3       0.9       0.0       0.6       0.0       1.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        13         .         9         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   160,924                :
: Positions                                                                                                    :
:  116,909    63,443    32,100    82,921     5,025         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    3,300        97       151     3,504       -92         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      39.4      19.9      51.5       3.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        14         5         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    76,893                :
: Positions                                                                                                    :
:   65,437    42,604     2,483    27,666       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,300     1,168         0         0         0         0    -1,478         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      55.4       3.2      36.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    23,883                :
: Positions                                                                                                    :
:   20,182    22,503         0         0         0       930         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,240     2,305         0         0         0        62      -600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      94.2       0.0       0.0       0.0       3.9       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        15         0         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   350,560                :
: Positions                                                                                                    :
:  258,850   111,332    48,128   197,458    26,923     1,326         0     1,116     1,543     1,514     3,125 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    3,208     2,242     1,022     2,936     1,357      -502      -113      -464       570      -159    -1,076 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      31.8      13.7      56.3       7.7       0.4       0.0       0.3       0.4       0.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       43        30         4        11         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    86,083                :
: Positions                                                                                                    :
:   74,161    38,606     4,112    34,405       540       930       374       703         0     1,661       410 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    5,090     3,149         0      -248         0      -781      -246       447       -65     1,661      -683 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      44.8       4.8      40.0       0.6       1.1       0.4       0.8       0.0       1.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        10         .         6         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    17,617                :
: Positions                                                                                                    :
:   12,990    12,610     1,958     2,022         0       930         0         0       302         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,210     4,006         0         0         0       434      -620         0        62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      71.6      11.1      11.5       0.0       5.3       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    78,814                :
: Positions                                                                                                    :
:   30,125    48,490    33,885    14,832     3,159     1,215         0       984     3,227     5,842        20 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   -1,061     7,233        31       730      -118       792    -7,915      -163       -62       713         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      61.5      43.0      18.8       4.0       1.5       0.0       1.2       4.1       7.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        10         5         4         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    89,665                :
: Positions                                                                                                    :
:   39,042    81,506    23,988        12     2,961    11,816       744         0     8,401     2,697         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   14,322    32,999     6,425         0    -1,147     5,084       744         0     8,091     2,449         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      90.9      26.8       0.0       3.3      13.2       0.8       0.0       9.4       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       14        27         8         .         4         .         .         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   145,154                :
: Positions                                                                                                    :
:   62,419   128,322    17,622       348     7,186    29,731     2,004         0    26,198     5,727         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   12,518    37,236     5,260    -1,498     1,033     5,208    -6,186         0     8,618     2,759      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.0      88.4      12.1       0.2       5.0      20.5       1.4       0.0      18.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       28        37         6         .         4         7         .         0         8         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    61,563                :
: Positions                                                                                                    :
:   59,297    59,801     1,346         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    7,622     6,442       -62         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      97.1       2.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        21         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   216,264                :
: Positions                                                                                                    :
:  166,465   171,802    26,217    21,614    13,471       115         0       972         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:     -502       431         0      -561       347       100         0      -248         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      79.4      12.1      10.0       6.2       0.1       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       30        28         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    32,905                :
: Positions                                                                                                    :
:   29,236    28,845     2,230         0         0         0       372         0         0       263       644 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,594     2,287       248         0         0         0       162         0         0        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      87.7       6.8       0.0       0.0       0.0       1.1       0.0       0.0       0.8       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         0         0         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    52,012                :
: Positions                                                                                                    :
:   36,535    41,816     8,240     1,278       244         0       952       383         0     2,164       554 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      992      -248      -124       214      -214         0        62      -135      -486       506       379 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      80.4      15.8       2.5       0.5       0.0       1.8       0.7       0.0       4.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        18         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   105,705                :
: Positions                                                                                                    :
:   89,134    60,922       936    19,954     6,649         0     2,563       742         0     8,474       184 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:     -402     3,048         0       124         0         0    -1,504         0         0    -2,132       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      57.6       0.9      18.9       6.3       0.0       2.4       0.7       0.0       8.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        22         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   122,522                :
: Positions                                                                                                    :
:   92,129   111,883    10,611         0     1,354     1,323         0     1,554     6,305         0        28 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,523       564       302         0         0     1,023         0         0      -678         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      91.3       8.7       0.0       1.1       1.1       0.0       1.3       5.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   103,014                :
: Positions                                                                                                    :
:   69,659    97,775    28,165     2,597       892         0         0         0       682         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,056     1,567     2,609       124       -93      -984         0         0       682         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      94.9      27.3       2.5       0.9       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         7         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   111,190                :
: Positions                                                                                                    :
:  100,044   104,364     2,049     2,003     1,039       248         0         0     1,556       248       388 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,554       868         0         0         0         0         0         0      -243       -31       333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      93.9       1.8       1.8       0.9       0.2       0.0       0.0       1.4       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        18         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   120,744                :
: Positions                                                                                                    :
:   80,151    62,979    13,800    30,277     6,715         0     2,158       914     1,441     7,214     1,418 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      376      -399        62      -560       645         0       -93         0      -931      -185       620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      52.2      11.4      25.1       5.6       0.0       1.8       0.8       1.2       6.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        21         4         6         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    19,890                :
: Positions                                                                                                    :
:   16,867    14,235       403         0         0         0         8       240       390     3,840         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,746     2,601       403         0         0      -300         0         0      -620         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      71.6       2.0       0.0       0.0       0.0       0.0       1.2       2.0      19.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         0         0         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    52,768                :
: Positions                                                                                                    :
:   40,586    48,444     5,122     2,866       270       960       434         0     3,193       480         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    3,861     1,968       -62       736         0    -1,856       434         0       248        31       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      91.8       9.7       5.4       0.5       1.8       0.8       0.0       6.1       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        18         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    48,882                :
: Positions                                                                                                    :
:   35,298    46,835    11,535         0       488         0       775         0       217       480         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,229     1,054       155         0         0         0       341         0       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      95.8      23.6       0.0       1.0       0.0       1.6       0.0       0.4       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        16         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   202,648                :
: Positions                                                                                                    :
:  148,247   145,160    22,738    27,996    15,783       838     1,013       522     7,143     4,057     1,999 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   -2,513     2,955     5,933       580      -450      -617       372      -434     1,326         0        68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      71.6      11.2      13.8       7.8       0.4       0.5       0.3       3.5       2.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        34         .         6         7         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   108,808                :
: Positions                                                                                                    :
:   93,016    59,466     3,676    39,479     3,205         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   14,693    16,425       577    -1,035      -331         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      54.7       3.4      36.3       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         6         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    86,586                :
: Positions                                                                                                    :
:   46,513    58,104    30,277    19,398     1,045         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      -62       -62         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      67.1      35.0      22.4       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9        14         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    90,587                :
: Positions                                                                                                    :
:   50,041    53,365    27,814    26,442     3,083       626         0       490         0       465         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,175     2,370     1,717        62       -61       626         0       490         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      58.9      30.7      29.2       3.4       0.7       0.0       0.5       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    96,574                :
: Positions                                                                                                    :
:   74,760    30,877     6,923    58,592     1,989         0         0         0     2,697         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,041       304       637     3,075         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      32.0       7.2      60.7       2.1       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         7         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,063,784                :
: Positions                                                                                                    :
:  197,790   185,454   146,992    60,001    97,823   224,710   252,847   158,672    36,621   146,291   125,556 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:   55,851    48,985    -5,340     4,212    -5,233    -9,865   -11,579   -46,283    -1,308    -2,345    -1,705 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      17.4      13.8       5.6       9.2      21.1      23.8      14.9       3.4      13.8      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   310                     :
:       34        31        21        13        28        76        51        72        41        57        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   312,692                :
: Positions                                                                                                    :
:   64,712    42,557    37,566    36,173    42,502    83,868    12,501    19,250    21,854   120,921    31,525 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    4,265     1,173     7,225     1,723      -751     1,353      -292       805     1,664    13,731     1,908 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      13.6      12.0      11.6      13.6      26.8       4.0       6.2       7.0      38.7      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       24        22         6        10        15         9         .        11        12        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   115,617                :
: Positions                                                                                                    :
:   17,864    26,185    36,168    29,910    17,652    17,534     3,589     4,736     2,512    18,082     9,665 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      768       599    -2,467    -1,127    -1,449    -6,356   -12,382    -8,683    -5,991    -1,912    -4,798 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      22.6      31.3      25.9      15.3      15.2       3.1       4.1       2.2      15.6       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       11        11        11         .        13         5         .         7         6        13        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    24,639                :
: Positions                                                                                                    :
:    2,700     5,148     5,359     6,142     7,698     4,269       118     2,626       579     1,499     1,250 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:     -140         0    -1,077      -442        48      -252      -252      -285      -247    -1,022      -208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      20.9      21.8      24.9      31.2      17.3       0.5      10.7       2.3       6.1       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        .         .         .         4         7         5         .         5         5         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,449,163                :
: Positions                                                                                                    :
:  435,636   209,205    77,435   861,390   175,927    90,408    31,542    89,041   510,943    16,200    33,750 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    2,886     2,071    -1,427    14,293      -637     4,883     1,303    12,939    13,131     4,174      -121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.1      14.4       5.3      59.4      12.1       6.2       2.2       6.1      35.3       1.1       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       37        30         4        14        13        10         6        11        20         4        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   320,907                :
: Positions                                                                                                    :
:   63,657    61,545   163,921   120,574    38,290    10,840    27,110    14,794     9,590    36,710    16,736 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    4,003     2,572    -9,417    -6,579    -1,245    -4,227     1,376   -12,481    -2,149    -7,592    -1,765 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.8      19.2      51.1      37.6      11.9       3.4       8.4       4.6       3.0      11.4       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       13        15        13         7        16         4         9         8        10         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                 :
CFTC Code #06665B                                                    Open Interest is     2,131                :
: Positions                                                                                                    :
:    1,306     1,453         0         0         0         0         0         0       165       181       115 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      68.2       0.0       0.0       0.0       0.0       0.0       0.0       7.7       8.5       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        13         0         0         0         0         0         0         .         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    29,465                :
: Positions                                                                                                    :
:   27,779    20,553         0     6,129       438         0         0         0       100       798       136 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:     -144      -238         0         0         0         0         0         0       -63         5       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      69.8       0.0      20.8       1.5       0.0       0.0       0.0       0.3       2.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         0         6         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   150,351                :
: Positions                                                                                                    :
:  124,401   121,486     8,141    16,835     6,034     6,018     1,253     1,512     2,188     1,387       953 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      461      -169      -498        75      -130         0         0       -80       -90        -3       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      80.8       5.4      11.2       4.0       4.0       0.8       1.0       1.5       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       46        46         4         7         6         4         .         .        10        11         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    76,982                :
: Positions                                                                                                    :
:   50,464    58,737     4,338     3,581     8,295     1,446     4,248         0    12,200       834         0 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,450     1,100      -320         0       144         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      76.3       5.6       4.7      10.8       1.9       5.5       0.0      15.8       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        19         .         .         4         .         .         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    32,720                :
: Positions                                                                                                    :
:   27,128    24,591     1,258     3,899     1,650     1,085         0         0       220     1,053     1,144 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:    1,189       820      -160       309      -143         0         0         0         5       -65       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      75.2       3.8      11.9       5.0       3.3       0.0       0.0       0.7       3.2       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        27         .         8         5         .         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    17,769                :
: Positions                                                                                                    :
:    7,237    10,691     7,115     3,130       348         0         0         0     2,194     2,855       393 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:      572        38      -144        55       121         0         0         0        50       305      -135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      60.2      40.0      17.6       2.0       0.0       0.0       0.0      12.3      16.1       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        24         5         4         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    16,188                :
: Positions                                                                                                    :
:   14,047    10,399       480     4,916        67         0         0         0       260       126       105 :
:                                                                                                              :
: Changes from:     June 21, 2016                                                                              :
:       19        95         0        -5         0         0         0         0        10         0        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      64.2       3.0      30.4       0.4       0.0       0.0       0.0       1.6       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        14         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 1, 2016