Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 4,511,311                :
: Positions                                                                                                    :
:2,251,893 1,002,228   515,603 2,551,412   165,878   556,866    26,979   242,102   288,964    66,807   431,193 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
: -172,491   -12,081    18,011   -43,139    -9,026    12,882   -40,682   -22,934    48,878     3,048   -22,931 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      22.2      11.4      56.6       3.7      12.3       0.6       5.4       6.4       1.5       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      120        98         5        20        24        24         4        21        31        13        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,614,737                :
: Positions                                                                                                    :
:  305,279   288,985    32,044    55,038   551,610     6,617    44,315   334,033    51,570     9,597   330,414 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    8,618   -20,432   -18,995    -8,045    13,606    -2,891   -14,465     2,589   -31,245     3,750     6,261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      17.9       2.0       3.4      34.2       0.4       2.7      20.7       3.2       0.6      20.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       34        34         7        13        19        10         5        14        16        14        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   246,143                :
: Positions                                                                                                    :
:  154,780   213,671    25,524     1,842    22,344     2,628         0       531    20,817     2,108       604 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    3,253     3,801     1,723       386      -588    -3,531       -62    -1,289     2,456     1,064      -235 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      86.8      10.4       0.7       9.1       1.1       0.0       0.2       8.5       0.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       33        27         4         .         5         .         0         .         9         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   136,850                :
: Positions                                                                                                    :
:  122,165    97,241       250    21,468     4,030       191       240       790     1,926     5,413     1,602 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    3,411     1,823         0       -50      -131       191      -396       264        93     1,975       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      71.1       0.2      15.7       2.9       0.1       0.2       0.6       1.4       4.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        25         .         4         4         .         .         .         4         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   214,050                :
: Positions                                                                                                    :
:  180,243    82,298     2,174   109,195    11,095       154       780     1,897     1,878       608       248 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,518     1,026        30     1,646      -577         0       -27       204       786         0      -163 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      38.4       1.0      51.0       5.2       0.1       0.4       0.9       0.9       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        18         .        12         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   820,203                :
: Positions                                                                                                    :
:  733,854   186,206    29,395   578,542    35,243       460         0     2,709       486       963     2,612 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   15,633       101       219     8,804       261       438         0        90      -360       140       577 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      22.7       3.6      70.5       4.3       0.1       0.0       0.3       0.1       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       39        22         6         9        13         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   337,038                :
: Positions                                                                                                    :
:  310,082   220,549    17,273   104,524     1,622       487         0     1,127        73     2,086       640 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    6,370     3,277      -866     1,797      -395       487      -371       -56      -316     2,012      -562 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      65.4       5.1      31.0       0.5       0.1       0.0       0.3       0.0       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       34        35         4         9         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   281,368                :
: Positions                                                                                                    :
:  220,639   159,151    16,930    87,999    30,092       800         0       444       341     1,344       779 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -462     2,483      -165     1,484    -1,162       670         0      -540       341      -495       434 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      56.6       6.0      31.3      10.7       0.3       0.0       0.2       0.1       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       34        37         4         9         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    95,656                :
: Positions                                                                                                    :
:   81,624    46,147     1,140    34,636        88     1,102         0     1,070       842       248        59 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -2,445     1,519     1,140       368       -45    -1,202         0       468         1      -496         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      48.2       1.2      36.2       0.1       1.2       0.0       1.1       0.9       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        18         .         7         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   126,292                :
: Positions                                                                                                    :
:   99,882    93,411     8,148     3,000    10,119     1,106       938        30         0    13,850       857 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,315     1,149       -19         0       128       295       938      -265         0     1,546      -252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      74.0       6.5       2.4       8.0       0.9       0.7       0.0       0.0      11.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       29        24         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    24,325                :
: Positions                                                                                                    :
:   23,209    16,010       248     8,067         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:      124         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.4      65.8       1.0      33.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   104,050                :
: Positions                                                                                                    :
:   91,124    18,371       837    73,597     1,118       342         0     1,044         0     2,236        70 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -362    -1,316       -83      -664       190         0         0         0         0       763      -220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      17.7       0.8      70.7       1.1       0.3       0.0       1.0       0.0       2.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        11         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   152,000                :
: Positions                                                                                                    :
:  111,646    62,021    30,032    78,071     3,349         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -319      -295       573    -1,089      -573         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      40.8      19.8      51.4       2.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        16         5         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    67,689                :
: Positions                                                                                                    :
:   54,806    35,748     3,361    26,197       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -312      -467         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      52.8       5.0      38.7       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    22,942                :
: Positions                                                                                                    :
:   16,144    21,582       218         0        61     3,379         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -806         0        31         0       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      94.1       1.0       0.0       0.3      14.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        14         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   368,048                :
: Positions                                                                                                    :
:  264,445   115,075    58,992   203,756    27,875     1,874     3,881       454       121     1,584     3,310 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    5,434     3,360     6,161     8,370    -1,826        66      -151         0      -240      -245       303 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      31.3      16.0      55.4       7.6       0.5       1.1       0.1       0.0       0.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       42        29         5        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    82,480                :
: Positions                                                                                                    :
:   72,573    37,940       998    32,983       518         0     2,873       453         0     1,628        62 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    5,266     3,775    -3,105       147         0         0       707         0         0       353      -362 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      46.0       1.2      40.0       0.6       0.0       3.5       0.5       0.0       2.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        10         .         6         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    15,833                :
: Positions                                                                                                    :
:   12,107    11,355     1,538     1,633         0       930         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      71.7       9.7      10.3       0.0       5.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    73,030                :
: Positions                                                                                                    :
:   25,480    46,583    32,725    12,753     3,474       919       248       913     3,705     3,147       698 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -492        -5      -154      -368       368      -396         0       352       188      -727       334 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.9      63.8      44.8      17.5       4.8       1.3       0.3       1.3       5.1       4.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10         8         6         .         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    86,100                :
: Positions                                                                                                    :
:   50,302    65,393    20,338         0     2,322     8,282     3,298         0     1,984       651         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    9,848     8,019       191         0      -124     5,518     1,965         0       775    -5,363         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      76.0      23.6       0.0       2.7       9.6       3.8       0.0       2.3       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       20        27        10         0         .         .         .         0         5         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   121,601                :
: Positions                                                                                                    :
:   64,847   102,120    24,963     1,860       976    17,706     3,810       232     2,573     9,734       124 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    8,013    11,857     2,015       372         0     5,518     1,733       232    -1,922     6,324    -5,208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      84.0      20.5       1.5       0.8      14.6       3.1       0.2       2.1       8.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       24        33         7         .         .         .         .         .         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    59,638                :
: Positions                                                                                                    :
:   57,437    57,806     1,240         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:      135        11       -62         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      96.9       2.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        22         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   214,320                :
: Positions                                                                                                    :
:  167,632   161,768    24,118    28,727    13,481         0       183     1,320         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   10,938     5,640     1,625     8,340    -1,145         0         0       168         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      75.5      11.3      13.4       6.3       0.0       0.1       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       32        28         .         4         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    33,466                :
: Positions                                                                                                    :
:   28,206    29,564     2,697         0         0         0       279         0         0       439       367 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -1,178       806       -31         0         0         0         0         0         0      -279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      88.3       8.1       0.0       0.0       0.0       0.8       0.0       0.0       1.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         .         0         0         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    51,252                :
: Positions                                                                                                    :
:   34,965    42,226     8,396       339       807         0       443       651       878       759       868 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    2,903     2,760       214      -310       173         0      -428         4        62       -62       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      82.4      16.4       0.7       1.6       0.0       0.9       1.3       1.7       1.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        19         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   102,567                :
: Positions                                                                                                    :
:   89,032    65,210       923    19,303     5,750         0     2,675       711         0     1,589       254 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,336      -351         0         0         0         0         0         0         0        34        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      63.6       0.9      18.8       5.6       0.0       2.6       0.7       0.0       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        23         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   123,331                :
: Positions                                                                                                    :
:   96,161   113,832    10,288         0     1,181     1,054       220     1,384     5,562         0        39 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    5,375     5,261       151         0         0         0        87       -37      -489         0        11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      92.3       8.3       0.0       1.0       0.9       0.2       1.1       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        14         .         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   100,443                :
: Positions                                                                                                    :
:   67,361    96,142    29,387     1,867       183         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -219       244      -521         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      95.7      29.3       1.9       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   108,315                :
: Positions                                                                                                    :
:   97,988    97,512       772     5,348     2,621         0         0         0     1,412         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,916     1,732         0       428         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      90.0       0.7       4.9       2.4       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        16         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   112,422                :
: Positions                                                                                                    :
:   68,215    64,284    11,411    26,599     9,450       686         0     1,167       853       217     1,757 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -5,633    -1,031    -1,132       307      -460       686    -1,646       195       819      -279      -181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      57.2      10.2      23.7       8.4       0.6       0.0       1.0       0.8       0.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        24         4         6         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    50,380                :
: Positions                                                                                                    :
:   37,130    47,819     5,671     1,480         0       248       434         0     3,286         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:      310       279         0         0         0         0         0         0    -1,860         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      94.9      11.3       2.9       0.0       0.5       0.9       0.0       6.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        15         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    47,790                :
: Positions                                                                                                    :
:   34,740    46,209    10,607         0         0         0     1,209         0       217         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    2,481     4,844     1,712         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      96.7      22.2       0.0       0.0       0.0       2.5       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        18         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   191,381                :
: Positions                                                                                                    :
:  138,347   132,651    19,700    35,461    11,735     1,254         0       834     7,512     4,228     1,551 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,278     2,863      -764     4,062    -2,055       505      -768       315       700       399        91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      69.3      10.3      18.5       6.1       0.7       0.0       0.4       3.9       2.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        30         .         6         7         .         0         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   106,522                :
: Positions                                                                                                    :
:   90,610    56,447     4,052    39,268     1,305         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,951     1,973       -86       433      -608         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      53.0       3.8      36.9       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        10         .         6         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    79,170                :
: Positions                                                                                                    :
:   43,906    53,823    25,818    18,689       982         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -132         0    -1,581         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      68.0      32.6      23.6       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        16         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    83,004                :
: Positions                                                                                                    :
:   43,603    46,891    24,949    25,738     3,324       717         0       428         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -1,497      -124      -307        30         0        88         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      56.5      30.1      31.0       4.0       0.9       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   102,243                :
: Positions                                                                                                    :
:   80,451    31,065     7,540    64,849     1,649         0         0         0     1,891         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    2,451      -366       -32     1,790     1,189         0         0         0      -403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      30.4       7.4      63.4       1.6       0.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         8         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,034,266                :
: Positions                                                                                                    :
:  149,255   159,339   136,515    59,737    82,298   221,592   252,713   183,599    41,080   113,809   145,609 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   15,257    31,220    -3,064       170    15,252     2,891    -9,033    10,544     3,987    -6,677     5,789 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.4      15.4      13.2       5.8       8.0      21.4      24.4      17.8       4.0      11.0      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       34        34        25        11        27        73        60        72        54        53        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   769,265                :
: Positions                                                                                                    :
:  145,730   154,882    87,967    93,442   240,661    16,606    30,836    90,448    30,786     5,410   150,354 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    3,317     9,171     6,208     3,743     1,896      -833    -3,450    -1,856       585      -171     5,832 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      20.1      11.4      12.1      31.3       2.2       4.0      11.8       4.0       0.7      19.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       31        36         6        15        21        24        18        34        27        15        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   282,149                :
: Positions                                                                                                    :
:   53,394    35,570    27,387    32,583    45,422    74,045    11,700    18,989    24,624   103,384    25,925 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -7,562    -6,179    -3,407    -1,870    -1,421    -6,587     1,016    -2,113       400    -8,453    -1,939 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      12.6       9.7      11.5      16.1      26.2       4.1       6.7       8.7      36.6       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       19        22         5         8        13         8         .        10         9        13        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   123,268                :
: Positions                                                                                                    :
:   23,809    28,382    32,271    36,221    19,824    14,773     5,627     4,037     5,831    12,260    12,580 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -2,354    -6,951   -12,452      -909    -1,444    -7,833    -5,485      -995    -3,960   -12,388      -879 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.3      23.0      26.2      29.4      16.1      12.0       4.6       3.3       4.7       9.9      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       13        13        10         4        14         5         6         9         6        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    17,962                :
: Positions                                                                                                    :
:    6,130     3,246        84       258        21     1,674       317     2,467       319     4,528     7,079 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    1,223       747        14       258        21       341        10       443       -63       496       910 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      18.1       0.5       1.4       0.1       9.3       1.8      13.7       1.8      25.2      39.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9         9         .         .         .         5         .         5         4         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   160,341                :
: Positions                                                                                                    :
:   15,982    15,321     5,774     3,732    85,903       199     3,641    26,534     3,436     2,681    21,587 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:      -78      -287    -6,577     1,632   -14,409    -1,151    -2,963    -1,945    -8,478    -3,326   -17,429 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0       9.6       3.6       2.3      53.6       0.1       2.3      16.5       2.1       1.7      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         6         5         .         7         .         5         8        10         5        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,371,382                :
: Positions                                                                                                    :
:  408,216   196,434    83,562   822,868   170,931    96,004    31,015    68,290   476,488    10,561    38,404 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -7,346   -15,711     4,849   -18,975    -6,967   -10,094    -4,638    -5,735   -27,100    -6,788     2,592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.8      14.3       6.1      60.0      12.5       7.0       2.3       5.0      34.7       0.8       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       34        32         4        14        13         8         6         9        18         4        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   314,208                :
: Positions                                                                                                    :
:   66,717    69,761   166,352   118,868    36,732    10,462    21,485    11,846     6,909    38,186    12,163 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -3,961    -2,530     4,877       974    -6,728     1,256    -6,556    -6,176    -5,259     4,725    -6,925 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.2      22.2      52.9      37.8      11.7       3.3       6.8       3.8       2.2      12.2       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       12        16        14         6        15         4         9        10         8        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    23,767                :
: Positions                                                                                                    :
:   22,861    16,775         0     4,883        90         0         0         0         0       580       275 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -2,072    -1,043         0      -868         0         0         0         0      -119      -249       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.2      70.6       0.0      20.5       0.4       0.0       0.0       0.0       0.0       2.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        20         0         6         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   142,321                :
: Positions                                                                                                    :
:  115,464   111,410     8,817    17,762     6,043     5,463       570     3,047     1,681     1,911       928 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:    4,810     2,896    -1,979        15       221       108      -224       358      -180       -76        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      78.3       6.2      12.5       4.2       3.8       0.4       2.1       1.2       1.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       47        47         4         6         7         .         .         .         7        13         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    78,457                :
: Positions                                                                                                    :
:   50,012    61,598     5,615     2,680     7,798     1,608     4,296         0    13,254       825         1 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:      441     1,346       223      -278         7         0        84         0       504        -9         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      78.5       7.2       3.4       9.9       2.0       5.5       0.0      16.9       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        21         .         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    31,686                :
: Positions                                                                                                    :
:   27,843    25,828     1,130     2,576     1,114       775         0         0       190     1,439       416 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -655      -584      -255      -479      -183      -155         0         0        25        68      -164 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      81.5       3.6       8.1       3.5       2.4       0.0       0.0       0.6       4.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       27        29         .         7         6         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    16,555                :
: Positions                                                                                                    :
:    6,733    10,845     6,553     2,276       318         0         0         0     2,021     2,034       574 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:     -292      -283      -307      -268       -10         0         0         0      -454      -619        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      65.5      39.6      13.7       1.9       0.0       0.0       0.0      12.2      12.3       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        23         5         .         .         0         0         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    13,566                :
: Positions                                                                                                    :
:   11,395     8,435       495     4,327        39       120         0         0       355       167       227 :
:                                                                                                              :
: Changes from:     July 26, 2016                                                                              :
:   -1,563    -1,418       -10      -243        20        -4         0         0       -69        51       -41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      62.2       3.6      31.9       0.3       0.9       0.0       0.0       2.6       1.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        14         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated August 5, 2016