Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 4,570,142                :
: Positions                                                                                                    :
:2,332,457 1,001,838   462,914 2,558,872   186,752   567,356    65,698   246,300   277,759    51,639   430,058 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -11,672   -10,184    18,628    16,487    -6,270    22,137     3,102    -9,589    -6,834    16,890   -16,756 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      21.9      10.1      56.0       4.1      12.4       1.4       5.4       6.1       1.1       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      119        98         7        20        23        24         6        25        35        10        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,819,737                :
: Positions                                                                                                    :
:  323,487   310,635    41,441    58,578   598,839    10,149    68,778   374,137    66,681     2,791   396,420 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:      480     2,531     2,640     2,749    -9,697        50    -1,570    -9,162     3,649      -530    -2,869 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      17.1       2.3       3.2      32.9       0.6       3.8      20.6       3.7       0.2      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       33        31         7        12        18        12         6        15        16        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   242,289                :
: Positions                                                                                                    :
:  151,466   208,431    20,409       899    23,416     4,478         0     2,922    19,538         0     1,918 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -19,686   -20,204      -101       602    -2,161      -822         0       681     4,154         0    -3,073 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      86.0       8.4       0.4       9.7       1.8       0.0       1.2       8.1       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        23         5         .         5         .         0         .         9         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   130,116                :
: Positions                                                                                                    :
:  117,867    90,392         0    20,835     3,926         8         0       240     1,081     7,623       821 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -17,394   -14,210         0    -2,312       244         8    -1,418       240      -171     2,600    -1,478 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      69.5       0.0      16.0       3.0       0.0       0.0       0.2       0.8       5.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        25         0         5         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   208,232                :
: Positions                                                                                                    :
:  175,625    77,611     1,716   107,920    12,132       154       437     1,806       996       608       312 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -19,704   -10,895       187    -6,919      -229       -97       235      -692       -56      -279      -341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      37.3       0.8      51.8       5.8       0.1       0.2       0.9       0.5       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        19         .        12         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   789,268                :
: Positions                                                                                                    :
:  705,377   179,875    29,548   561,030    32,363       284         0     3,317       675     4,307     2,036 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -1,039      -847         0     1,980      -139      -280         0       155         0    -1,906       494 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      22.8       3.7      71.1       4.1       0.0       0.0       0.4       0.1       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       38        21         5        10        13         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   328,595                :
: Positions                                                                                                    :
:  301,558   213,723    18,229   104,321       818         0         0         0       825       217     1,060 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,301    -8,682    -2,476    -6,871      -217         0         0         0    -4,557       123      -117 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      65.0       5.5      31.7       0.2       0.0       0.0       0.0       0.3       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       34        32         4         9         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   274,882                :
: Positions                                                                                                    :
:  217,968   154,272    16,365    85,440    29,865       227       664     1,421         0     1,077       765 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -19,199    -9,319    -1,809      -162    -1,818       227      -252      -230    -5,122      -422       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      56.1       6.0      31.1      10.9       0.1       0.2       0.5       0.0       0.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        33         4         9        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    93,922                :
: Positions                                                                                                    :
:   83,827    47,232         0    34,446       133     2,788         0       482     2,358         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -6,138   -11,430         0      -479       -31       380      -248      -291     2,358    -1,317    -1,860 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      50.3       0.0      36.7       0.1       3.0       0.0       0.5       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       22        17         0         7         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   119,271                :
: Positions                                                                                                    :
:   90,058    87,898     9,058     1,472    10,499        66     1,090       213         0    10,811     2,674 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -8,948   -10,818    -2,489      -496       104       -93      -522      -372         0    -1,337      -489 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      73.7       7.6       1.2       8.8       0.1       0.9       0.2       0.0       9.1       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       27        23         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    18,063                :
: Positions                                                                                                    :
:   17,288    11,267         0     6,610         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,422    -6,594         0    -2,910         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      62.4       0.0      36.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15         8         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   101,600                :
: Positions                                                                                                    :
:   88,460    19,908     1,071    72,658       302       678         0       890       190         0       554 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,793    -4,634         0    -2,541         0        64         0       -64       190    -1,129      -403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      19.6       1.1      71.5       0.3       0.7       0.0       0.9       0.2       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        13         .         8         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   148,139                :
: Positions                                                                                                    :
:  107,637    58,654    30,794    77,396     3,891         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,954    -5,827    -1,805    -4,556      -604         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      39.6      20.8      52.2       2.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        14         5         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    68,950                :
: Positions                                                                                                    :
:   56,288    36,750     3,361    26,197       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,025    -5,203       878    -1,469         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      53.3       4.9      38.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   337,559                :
: Positions                                                                                                    :
:  250,669   105,185    45,992   188,926    27,455     1,685       704       454         0     2,257     3,209 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -13,677    -8,590    -5,138   -14,560      -469       695       704      -875    -2,012     1,337       417 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      31.2      13.6      56.0       8.1       0.5       0.2       0.1       0.0       0.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       42        30         .        12         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    74,004                :
: Positions                                                                                                    :
:   63,921    31,126     4,134    32,865       518         0       566       459         0       687       454 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -10,802    -7,889        22    -1,594       -22      -930         4        -4         0      -672        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      42.1       5.6      44.4       0.7       0.0       0.8       0.6       0.0       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15         9         .         6         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    70,806                :
: Positions                                                                                                    :
:   25,263    44,638    31,654    13,121     3,290     1,137         0       459     2,673     3,688       364 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -4,583    -3,420    -2,432    -1,575       304      -357         0      -246      -403    -2,245       344 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      63.0      44.7      18.5       4.6       1.6       0.0       0.6       3.8       5.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9         7         6         .         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    42,331                :
: Positions                                                                                                    :
:   22,870    38,690    13,247         0     2,322     2,392         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -17,329   -43,911   -10,211       -12      -639    -9,424      -744         0      -248    -1,860         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      91.4      31.3       0.0       5.5       5.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        11         8         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    79,799                :
: Positions                                                                                                    :
:   39,754    71,943    15,942     1,488       976    11,816       744         0     8,618     2,697         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -22,980   -56,686      -960     1,140    -6,210   -17,915    -1,260         0    -5,910    -2,040         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      90.2      20.0       1.9       1.2      14.8       0.9       0.0      10.8       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       15        25         6         .         .         .         .         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    52,810                :
: Positions                                                                                                    :
:   51,384    51,288       806         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -7,913    -8,513      -540         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.3      97.1       1.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        18         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   203,640                :
: Positions                                                                                                    :
:  156,174   159,947    23,689    20,461    13,368       447         0       875         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -10,046   -11,811    -2,121    -1,277      -103        61         0       -61         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      78.5      11.6      10.0       6.6       0.2       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       28        27         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    27,043                :
: Positions                                                                                                    :
:   24,325    24,357     1,612         0         0         0       372         0       179         0       248 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -3,950    -4,427      -258         0         0         0         0         0       179      -263      -396 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      90.1       6.0       0.0       0.0       0.0       1.4       0.0       0.7       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         0         0         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    47,929                :
: Positions                                                                                                    :
:   31,138    38,772     8,399       649       634         0       871       647       805     1,224        90 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -6,266    -3,347       -93      -629         0         0      -119        -3       805      -762      -712 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      80.9      17.5       1.4       1.3       0.0       1.8       1.3       1.7       2.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        17         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    97,561                :
: Positions                                                                                                    :
:   82,389    60,173       954    19,117     5,732         0     2,456       742         0     2,207       184 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -6,745      -222        18      -837      -917         0      -107         0         0    -6,267         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      61.7       1.0      19.6       5.9       0.0       2.5       0.8       0.0       2.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       17        23         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   115,763                :
: Positions                                                                                                    :
:   87,177   105,785    10,118         0     1,049     1,199         0     1,554     5,976         0        28 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -5,153    -6,363      -553         0      -305      -124         0         0      -391         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      91.4       8.7       0.0       0.9       1.0       0.0       1.3       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    98,326                :
: Positions                                                                                                    :
:   66,718    93,483    28,207     1,867       276         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -3,245    -5,414    -1,023      -730      -616         0         0         0      -682         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      95.1      28.7       1.9       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   100,551                :
: Positions                                                                                                    :
:   90,079    93,111     1,987     2,581     2,042         0         0         0     1,114       248        55 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,877   -10,645      -186       578     1,003      -248         0         0      -166         0      -457 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      92.6       2.0       2.6       2.0       0.0       0.0       0.0       1.1       0.2       0.1 :
:                                                                                                              :
: 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 July 12, 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   106,956                :
: Positions                                                                                                    :
:   67,830    58,652    12,821    28,749     6,936         0     1,831       849     2,084         0       787 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,679    -4,441      -111    -1,386       221         0      -435         0       701    -3,892      -723 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      54.8      12.0      26.9       6.5       0.0       1.7       0.8       1.9       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        20         4         6         7         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    40,770                :
: Positions                                                                                                    :
:   30,496    39,232     5,392       736         0         0       434         0     3,193         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -10,346    -9,832       270    -2,130      -270      -960         0         0         0      -480         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      96.2      13.2       1.8       0.0       0.0       1.1       0.0       7.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    39,505                :
: Positions                                                                                                    :
:   28,481    37,529     8,872         0       488         0     1,240         0       217         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -6,037    -9,337    -2,209         0         0         0       465         0         0      -480         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      95.0      22.5       0.0       1.2       0.0       3.1       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   192,451                :
: Positions                                                                                                    :
:  139,972   141,185    22,521    25,312    14,788     1,086     1,264       488     5,897     3,279     1,824 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -9,430    -8,557      -125    -2,824      -764      -155      -372         0    -1,490      -871       -84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      73.4      11.7      13.2       7.7       0.6       0.7       0.3       3.1       1.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       35        29         .         6         7         .         .         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   103,427                :
: Positions                                                                                                    :
:   88,885    54,457     4,439    39,716     1,823         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -4,518    -5,283       577      -247      -986         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      52.7       4.3      38.4       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         6         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    78,375                :
: Positions                                                                                                    :
:   42,846    51,749    27,275    18,689       982         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -2,065    -5,006      -837      -341      -155         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      66.0      34.8      23.8       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        15         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    80,781                :
: Positions                                                                                                    :
:   44,059    45,351    24,858    25,554     3,112       990         0       428         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -3,845    -8,811    -3,472    -1,102        90       364         0       -62         0      -465         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      56.1      30.8      31.6       3.9       1.2       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        13         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    92,643                :
: Positions                                                                                                    :
:   71,231    29,297     6,857    57,135     1,803         0         0         0     2,294         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -4,369    -2,742       331    -2,278         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      31.6       7.4      61.7       1.9       0.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15         7         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,059,612                :
: Positions                                                                                                    :
:  162,535   147,110   144,841    65,470    84,328   217,102   248,717   184,734    38,075   146,567   146,712 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -35,957   -38,353     2,412     5,495   -19,040    -2,130    -1,792    17,905       204     3,202     1,198 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      13.9      13.7       6.2       8.0      20.5      23.5      17.4       3.6      13.8      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       33        33        24        10        27        75        55        78        51        56        74 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   827,865                :
: Positions                                                                                                    :
:  154,747   153,181    79,874    99,651   257,454    20,424    38,900   102,347    38,346     5,355   167,867 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:    3,489     4,834     4,831      -774       540      -523     3,547     1,142      -186       -32     5,528 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      18.5       9.6      12.0      31.1       2.5       4.7      12.4       4.6       0.6      20.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   144                     :
:       34        36         6        15        21        25        15        31        29        15        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   294,280                :
: Positions                                                                                                    :
:   53,330    42,843    34,000    32,345    44,993    79,548    12,404    17,366    22,058   107,239    28,782 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:    1,484     4,598       329       100     1,855       166      -100        51     1,867      -552       333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.1      14.6      11.6      11.0      15.3      27.0       4.2       5.9       7.5      36.4       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       17        20         6         7        13         8         .         9        10        13        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   122,082                :
: Positions                                                                                                    :
:   19,361    31,425    38,020    31,640    17,747    19,894     6,056     3,567     1,418    14,087    12,661 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:      618     3,167    -1,044     1,385      -469       841    -1,139        48      -248    -3,154     1,010 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.9      25.7      31.1      25.9      14.5      16.3       5.0       2.9       1.2      11.5      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       13        13        11         .        13         5         6         9         5        16        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    15,073                :
: Positions                                                                                                    :
:    4,886     2,744        77         0         0     1,418       266     2,013       141     3,658     6,354 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:   -1,115    -1,031       -57         0         0      -149      -164        -9        -4      -128      -735 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.4      18.2       0.5       0.0       0.0       9.4       1.8      13.4       0.9      24.3      42.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9         9         .         0         0         5         .         5         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   164,528                :
: Positions                                                                                                    :
:   15,585    14,599     7,648     4,088    88,031     1,088     4,694    28,928     3,856     4,757    19,197 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:       12      -103     1,091      -924     9,110         1     1,779     3,667       500       814     2,530 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5       8.9       4.6       2.5      53.5       0.7       2.9      17.6       2.3       2.9      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         6         5         .         7         .         7         8        10         4        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,400,776                :
: Positions                                                                                                    :
:  412,550   210,311    83,049   830,102   178,871    93,555    35,480    70,768   502,590    15,098    29,888 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:     -376     1,113       216       365       165       133     1,076        18     2,115      -410     2,610 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.5      15.0       5.9      59.3      12.8       6.7       2.5       5.1      35.9       1.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       34        31         4        14        13         9         6        10        19         .        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   334,641                :
: Positions                                                                                                    :
:   66,136    68,017   167,016   118,956    41,627     9,915    29,799    17,808    10,378    34,574    18,458 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:    2,536     2,955      -681    -1,713     2,387    -1,130     1,982     2,461       976    -1,708      -239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.8      20.3      49.9      35.5      12.4       3.0       8.9       5.3       3.1      10.3       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       14        15        14         6        16         5         9        10        10         8        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    25,305                :
: Positions                                                                                                    :
:   24,054    17,193         0     5,716       105         0         0         0        62       829       315 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:    2,395     2,405         0         0         0         0         0         0        10         0        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.1      67.9       0.0      22.6       0.4       0.0       0.0       0.0       0.2       3.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        23         0         6         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   137,233                :
: Positions                                                                                                    :
:  108,911   107,634    10,250    17,287     6,134     5,465     1,031     2,032     2,538     1,569       753 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:  -13,844   -12,512     1,923       358       -39      -573      -222       246       186       167      -293 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      78.4       7.5      12.6       4.5       4.0       0.8       1.5       1.8       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       46        43         4         6         5         .         .         .         9        12         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    74,890                :
: Positions                                                                                                    :
:   48,275    57,666     4,832     3,068     7,805     1,608     4,272         0    12,180       834         1 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:    1,441     1,419      -164         0       248       162         0         0       -20         0         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      77.0       6.5       4.1      10.4       2.1       5.7       0.0      16.3       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        21         .         .         4         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    29,145                :
: Positions                                                                                                    :
:   24,644    22,636     1,321     2,944     1,081       930         0         0       265     1,434       703 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:      895       768      -477      -145       104         0         0         0        25      -180       151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      77.7       4.5      10.1       3.7       3.2       0.0       0.0       0.9       4.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        26         .         7         5         .         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    16,841                :
: Positions                                                                                                    :
:    6,483    10,182     6,825     2,529       328         0         0         0     2,150     2,697       567 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:      354       306         0        40       -20         0         0         0        91        37       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      60.5      40.5      15.0       1.9       0.0       0.0       0.0      12.8      16.0       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        23         5         .         .         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    14,707                :
: Positions                                                                                                    :
:   12,639     9,589       475     4,100        22       124         0         0       199       131       151 :
:                                                                                                              :
: Changes from:     July 5, 2016                                                                               :
:       -6      -191        15       160       -45       124         0         0         0        15       115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      65.2       3.2      27.9       0.1       0.8       0.0       0.0       1.4       0.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 15, 2016