Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 4,470,300                :
: Positions                                                                                                    :
:2,449,462 1,085,481   406,559 2,381,458   212,792   438,719    35,812   225,924   255,619    83,797   431,170 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -62,646    40,592    18,546    39,939     1,202    26,990     1,380    -7,311    78,826   -19,269   -18,703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      24.3       9.1      53.3       4.8       9.8       0.8       5.1       5.7       1.9       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      117        98         5        20        22        21         8        24        34        17        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 1,798,623                :
: Positions                                                                                                    :
:  289,814   274,031    37,684    70,088   596,893    32,413    68,557   407,264    51,652     2,180   378,241 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:    8,033    18,731    -4,944     6,989    38,290    17,641     7,024    19,110     9,022    -2,580    15,950 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      15.2       2.1       3.9      33.2       1.8       3.8      22.6       2.9       0.1      21.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       35        32         6        14        18        12         4        14        19         8        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   251,620                :
: Positions                                                                                                    :
:  152,614   210,271    19,797     1,121    22,956    11,557       468     6,707    19,041     1,057     3,079 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -18,332   -19,008       895      -641    -1,875    -1,351       468      -286    -1,290       441       313 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      83.6       7.9       0.4       9.1       4.6       0.2       2.7       7.6       0.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       30        26         7         .         7         .         .         5         8         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   135,317                :
: Positions                                                                                                    :
:  122,859    97,987         0    22,155     3,992         0     1,573         0       458     3,386     2,522 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -8,764   -11,144       -64       903    -1,592      -732      -318      -754    -1,206      -495      -296 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      72.4       0.0      16.4       3.0       0.0       1.2       0.0       0.3       2.5       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        27         0         5         4         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   215,826                :
: Positions                                                                                                    :
:  178,283    70,829     2,624   113,237    11,811       940     5,572     4,604       661       887       381 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -16,798    -7,373    -1,270    -9,796    -1,108    -1,223    -1,450       663    -2,883       390        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      32.8       1.2      52.5       5.5       0.4       2.6       2.1       0.3       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        14         .        12         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   804,243                :
: Positions                                                                                                    :
:  706,671   192,286    30,321   540,302    35,035         0     6,471    15,225       923     8,055     1,604 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -21,828   -15,053    -1,123    -8,846    -1,847         0    -2,468     1,265    -1,838     1,024      -861 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      23.9       3.8      67.2       4.4       0.0       0.8       1.9       0.1       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       39        24         5        10        13         0         4         4         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   349,010                :
: Positions                                                                                                    :
:  301,168   218,539    20,933   115,579       799       590     2,072     3,363    14,255         0     1,311 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -3,494      -791      -976    -5,901      -299      -127         0        11    -2,743         0       -42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      62.6       6.0      33.1       0.2       0.2       0.6       1.0       4.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        32         4         9         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   284,718                :
: Positions                                                                                                    :
:  214,117   171,493    17,832    79,124    28,797     2,511       217     2,074    11,540     1,472       455 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -17,166   -21,506    -1,911     1,833      -642      -482      -150       -37    -1,176       -25       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      60.2       6.3      27.8      10.1       0.9       0.1       0.7       4.1       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        32         4         9        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   105,406                :
: Positions                                                                                                    :
:   95,787    57,851         0    33,147       178     3,619         0       513     1,216       986       239 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -19,094   -16,281         0    -1,442       -42     3,353         0    -1,004     1,216    -1,437    -1,650 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      54.9       0.0      31.4       0.2       3.4       0.0       0.5       1.2       0.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        15         0         7         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   128,045                :
: Positions                                                                                                    :
:   95,288    96,849    15,956     1,968     6,054       406     1,980       431         0    11,781     3,231 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -5,548   -10,185    -2,526      -480      -400       244      -543      -120         0     3,656    -3,077 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      75.6      12.5       1.5       4.7       0.3       1.5       0.3       0.0       9.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        24         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    17,430                :
: Positions                                                                                                    :
:   17,220    11,508         0     5,862         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -5,220    -3,048         0    -2,976         0         0         0         0      -620         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.8      66.0       0.0      33.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         9         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   107,962                :
: Positions                                                                                                    :
:   90,337    24,340     1,288    72,655       302     5,207         0       611         0        30       740 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -7,652    -3,809      -210    -1,706         0      -143         0         0         0    -1,291       441 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      22.5       1.2      67.3       0.3       4.8       0.0       0.6       0.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        12         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   152,310                :
: Positions                                                                                                    :
:  107,087    59,703    32,597    77,524     4,977         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -8,248    -5,188    -2,295    -6,466      -345         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      39.2      21.4      50.9       3.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        13         5         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    73,365                :
: Positions                                                                                                    :
:   61,062    40,038     2,483    25,350       428         0     1,230         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -6,327    -6,544      -540      -876         0         0      -360         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      54.6       3.4      34.6       0.6       0.0       1.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    18,625                :
: Positions                                                                                                    :
:   15,956    16,831         0         0         0         0       600         0       360         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -4,960    -4,898      -367         0      -123         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      90.4       0.0       0.0       0.0       0.0       3.2       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        11         0         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   332,318                :
: Positions                                                                                                    :
:  241,801   104,373    50,293   188,285    22,000     1,003         0     1,023       973     1,305     4,387 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -11,428    -7,728    -2,054    -5,556    -1,181       420      -665      -573      -606    -2,004       460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      31.4      15.1      56.7       6.6       0.3       0.0       0.3       0.3       0.4       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       40        27         .        12         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    78,280                :
: Positions                                                                                                    :
:   66,231    32,930     3,703    33,381       732     1,417       620       311         0     1,012       470 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -6,072    -4,598        20    -2,010       -20        86       -60        91         0       588      -305 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      42.1       4.7      42.6       0.9       1.8       0.8       0.4       0.0       1.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        10         .         6         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    75,026                :
: Positions                                                                                                    :
:   28,211    38,974    33,552    14,956     3,159         0     6,918       956     3,165     4,306       181 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -1,178    -3,272      -451    -1,020       -18         0       830       270      -480    -1,016         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      51.9      44.7      19.9       4.2       0.0       9.2       1.3       4.2       5.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9         6         5         4         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    44,481                :
: Positions                                                                                                    :
:   23,220    40,182    13,567        12     2,961     3,198         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -20,644   -48,390    -4,965      -480    -5,588   -17,791    -8,190         0   -17,280    -3,030         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      90.3      30.5       0.0       6.7       7.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        11         7         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   100,313                :
: Positions                                                                                                    :
:   47,255    81,399     7,526       606     6,184    20,989     8,190         0    17,580     3,030         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -62,106   -43,978    -1,333       244    -1,732    -3,239    -7,938    -2,635    11,749    -2,170   -12,958 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      81.1       7.5       0.6       6.2      20.9       8.2       0.0      17.5       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       21        29         5         .         .         7         .         0         7         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    51,243                :
: Positions                                                                                                    :
:   49,257    51,003     1,408         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -11,621   -11,902         0         0         0      -368         0         0      -528         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.1      99.5       2.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        20         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   207,642                :
: Positions                                                                                                    :
:  160,157   164,946    24,716    20,131    11,913       281         0     1,476         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -1,871      -918      -800      -109      -552       281    -1,008       660         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      79.4      11.9       9.7       5.7       0.1       0.0       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       30        28         .         5         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    27,765                :
: Positions                                                                                                    :
:   25,098    24,035       990         0         0         0       210         0       171         0       690 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -5,199    -5,069      -379    -1,371      -210         0      -496         0    -1,085         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      86.6       3.6       0.0       0.0       0.0       0.8       0.0       0.6       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        11         .         0         0         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    53,079                :
: Positions                                                                                                    :
:   37,682    42,970     3,531     1,064       458         0         0         0       986     1,782       196 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -2,955    -2,862         0      -894       244         0         0         0       118      -546      -118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      81.0       6.7       2.0       0.9       0.0       0.0       0.0       1.9       3.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        17         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   106,532                :
: Positions                                                                                                    :
:   89,910    55,831     1,087    19,458     6,511         0     4,523       774         0    12,938         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -6,790    -5,564      -536      -330    -1,276         0      -256       137         0      -142      -210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      52.4       1.0      18.3       6.1       0.0       4.2       0.7       0.0      12.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       16        19         .         6         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   116,361                :
: Positions                                                                                                    :
:   82,194   105,934     8,377         0     1,003         0       438     1,116     7,494         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -5,109    -6,259        36         0       -36      -539       438      -255      -437         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      91.0       7.2       0.0       0.9       0.0       0.4       1.0       6.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         .         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    99,823                :
: Positions                                                                                                    :
:   68,858    94,694    22,444     2,473     1,322       984         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -4,164    -5,042    -1,189      -218        43         0      -273      -696         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      94.9      22.5       2.5       1.3       1.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         5         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   102,217                :
: Positions                                                                                                    :
:   91,994    96,809     2,049     2,003     1,039         0         0         0     1,064       279       261 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -9,274    -9,134        60         0       -60         0         0         0      -987      -797      -181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      94.7       2.0       2.0       1.0       0.0       0.0       0.0       1.0       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        16         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   124,804                :
: Positions                                                                                                    :
:   85,054    63,409    13,622    31,354     5,278         0       311       968     2,864    11,627       446 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -10,930    -5,335    -1,015      -684      -814         0       142      -142     2,864    -3,507    -2,496 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      50.8      10.9      25.1       4.2       0.0       0.2       0.8       2.3       9.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        18         4         6         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    40,063                :
: Positions                                                                                                    :
:   30,997    36,398     4,936     2,130       270     1,452         0         0         0       480         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -11,766    -8,722       558    -2,604      -248       740         0      -248      -831      -278         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      90.9      12.3       5.3       0.7       3.6       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        15         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    45,968                :
: Positions                                                                                                    :
:   31,589    44,820    12,403         0       488         0         0         0         0       480         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -5,782    -9,781    -3,906         0         0         0      -338         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      97.5      27.0       0.0       1.1       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   199,277                :
: Positions                                                                                                    :
:  145,840   144,675    17,877    20,849    19,885     2,228       238       584     4,863     4,803     2,398 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:  -11,547    -9,828        -4      -968    -1,139      -270       -90         0       553      -887       207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      72.6       9.0      10.5      10.0       1.1       0.1       0.3       2.4       2.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        29         4         5         7         .         .         .         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    93,491                :
: Positions                                                                                                    :
:   78,404    41,092     2,408    42,998     2,853         0         0         0     1,735         0       182 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -3,506    -1,400        90      -341      -957         0         0         0       121         0       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      44.0       2.6      46.0       3.1       0.0       0.0       0.0       1.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         .         7         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    85,479                :
: Positions                                                                                                    :
:   45,469    57,612    30,277    19,398     1,045         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -2,648    -4,560    -2,670        82       797         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      67.4      35.4      22.7       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- Options and Futures Combined Positions as of June 7, 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    83,460                :
: Positions                                                                                                    :
:   47,264    49,848    24,392    24,851     3,356         0         0         0         0     2,055        61 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -5,907    -7,409    -2,625      -977      -151      -210         0         0         0        93       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      59.7      29.2      29.8       4.0       0.0       0.0       0.0       0.0       2.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    92,048                :
: Positions                                                                                                    :
:   72,225    33,282     6,286    52,166     1,989         0         0         0     2,697         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -7,557    -2,568      -205    -2,893      -180         0         0         0      -179         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      36.2       6.8      56.7       2.2       0.0       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         7         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 1,077,370                :
: Positions                                                                                                    :
:  147,663   131,716   154,206    43,545    89,979   216,711   273,065   223,350    39,031   137,255   132,222 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -3,327   -12,445   -14,848     5,977        83   -14,860   -57,734    26,574    -8,425    25,179    -8,791 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7      12.2      14.3       4.0       8.4      20.1      25.3      20.7       3.6      12.7      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   340                     :
:       33        31        19        13        24        69        67        85        57        64        85 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   805,866                :
: Positions                                                                                                    :
:  139,523   124,285    63,128    89,271   259,568    21,132    37,970   134,923    32,486     7,779   147,662 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:    3,139     6,850     7,238     4,458     6,575      -109     6,675    22,548     7,354      -455    21,693 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.3      15.4       7.8      11.1      32.2       2.6       4.7      16.7       4.0       1.0      18.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       33        33         6        15        21        25        18        32        30        13        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   270,110                :
: Positions                                                                                                    :
:   61,113    41,491    28,764    32,054    46,098    54,150     4,002    20,898    19,457    89,997    27,539 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:    1,205      -472      -891     2,661     1,606     4,615      -144      -755      -278     2,087    -1,673 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.6      15.4      10.6      11.9      17.1      20.0       1.5       7.7       7.2      33.3      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       18        20         7         7        14         7         .        10        11        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   112,107                :
: Positions                                                                                                    :
:   10,452    24,981    25,537    20,465    22,543    17,297     7,309     8,617     6,091    11,420    10,420 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:      978       483    -1,066       145       335    -1,457     3,055       606     1,904    -2,516       902 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.3      22.3      22.8      18.3      20.1      15.4       6.5       7.7       5.4      10.2       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:        9        11        10         4        13         6         4         8         5        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    16,378                :
: Positions                                                                                                    :
:    6,302     4,752       147         0         0       435       274     1,773       244     2,246     7,290 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:      540       730        34         0         0       298       112       126       -94       -63       313 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      29.0       0.9       0.0       0.0       2.7       1.7      10.8       1.5      13.7      44.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        10         .         0         0         .         4         4         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   139,561                :
: Positions                                                                                                    :
:   14,855    14,219     7,225     6,163    73,366     1,330     3,054    23,995     1,509     1,478    16,886 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:    1,793     2,920     3,520     2,522     8,649       797       650     1,752       690       696     2,894 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      10.2       5.2       4.4      52.6       1.0       2.2      17.2       1.1       1.1      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        5         5         5         .         7         .         5         8         4        10        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 1,367,534                :
: Positions                                                                                                    :
:  428,219   199,041    83,767   818,880   178,867    82,340    26,662    65,425   459,512    12,904    34,385 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:      396       910       409     3,612     1,084     2,797     2,949      -523     6,925    -2,101    -4,811 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      14.6       6.1      59.9      13.1       6.0       1.9       4.8      33.6       0.9       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       34        30         4        14        15         9         6        10        19         .        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   331,181                :
: Positions                                                                                                    :
:   57,800    58,254   173,220   127,702    36,287    12,951    28,561    18,723    10,066    35,111    19,459 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:      595       262     2,912       843     3,573    -2,847    -1,464     6,295       -76       417     4,046 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      17.6      52.3      38.6      11.0       3.9       8.6       5.7       3.0      10.6       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       13        14        13         7        16         6         8        11         9         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    27,808                :
: Positions                                                                                                    :
:   26,302    19,193         0     6,129       438         0         0         0       163       818       136 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -4,735    -3,696         0      -919         0         0         0         0        24       -86      -264 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      69.0       0.0      22.0       1.6       0.0       0.0       0.0       0.6       2.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        24         0         6         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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   141,446                :
: Positions                                                                                                    :
:  115,618   113,581     9,339    16,630     5,967     5,867     1,313       492     2,262     1,773       575 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:     -875      -358      -397      -413      -339     1,198      -184       455      -224       462       -87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      80.3       6.6      11.8       4.2       4.1       0.9       0.3       1.6       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       45        45         4         7         7         4         .         .        12         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    71,574                :
: Positions                                                                                                    :
:   44,745    54,430     4,848     2,926     8,191     1,376     3,912        64    12,020     1,049         0 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -2,729    -4,097       223       -98      -138        19       924       -19         0       354         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      76.0       6.8       4.1      11.4       1.9       5.5       0.1      16.8       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        18         .         .         5         .         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    31,106                :
: Positions                                                                                                    :
:   24,608    23,168     1,833     3,428     1,931     1,085         0         0       190       960     1,224 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -2,576    -2,408      -110      -647       -70      -155         0         0         0       277      -428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      74.5       5.9      11.0       6.2       3.5       0.0       0.0       0.6       3.1       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        24         .         7         5         .         0         0         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    16,538                :
: Positions                                                                                                    :
:    6,257    10,088     7,259     3,075       187         0         0         0     2,011     2,456       371 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:     -902      -491      -319      -124         0         0         0         0      -250      -881       -69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      61.0      43.9      18.6       1.1       0.0       0.0       0.0      12.2      14.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        24         5         4         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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    15,497                :
: Positions                                                                                                    :
:   13,467     9,804       360     4,865        90         0         0         0       270       126       105 :
:                                                                                                              :
: Changes from:     May 31, 2016                                                                               :
:   -1,533      -945        10      -513       -35         0         0         0        53         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      63.3       2.3      31.4       0.6       0.0       0.0       0.0       1.7       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        14         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 10, 2016