Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 4,762,850                :
: Positions                                                                                                    :
:2,454,464 1,030,385   498,880 2,650,577   179,960   564,048    35,455   263,977   248,323    84,293   488,443 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   64,549    16,392   -31,355    28,132     5,232   -11,558    -1,374    15,783    24,538     1,911   -16,235 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      21.6      10.5      55.7       3.8      11.8       0.7       5.5       5.2       1.8      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      118        99         5        21        24        23         5        22        27        17        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 1,702,926                :
: Positions                                                                                                    :
:  321,439   305,983    31,068    69,764   574,434     6,772    33,336   354,101    51,248     3,939   360,398 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,768    -2,217    -2,916    -2,008    21,904     2,756     6,378    18,740    -2,890    -3,418     8,175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      18.0       1.8       4.1      33.7       0.4       2.0      20.8       3.0       0.2      21.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   109                     :
:       37        36         9        11        19        13         4        14        18        13        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   239,863                :
: Positions                                                                                                    :
:  145,692   210,872    27,275     2,542    18,850     1,532         0       545    24,623       395     1,658 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,618     4,986       241      -271      -215    -1,119         0        45     2,105    -2,072     1,388 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      87.9      11.4       1.1       7.9       0.6       0.0       0.2      10.3       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       32        27         4         .         6         .         0         .         8         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   126,267                :
: Positions                                                                                                    :
:  111,960    89,957       417    18,768     4,726        77       240       564       524     5,187     1,918 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      119     1,205         0    -1,287     1,170      -609         0       137        28       -14       122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      71.2       0.3      14.9       3.7       0.1       0.2       0.4       0.4       4.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        25         .         4         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   197,019                :
: Positions                                                                                                    :
:  164,019    73,669     2,451   102,279     9,862       154       346     2,019     2,363     1,370        64 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   -2,845       192         0    -1,582        31         0      -730       446       -24       180       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      37.4       1.2      51.9       5.0       0.1       0.2       1.0       1.2       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       20        20         .        12         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   787,162                :
: Positions                                                                                                    :
:  716,769   164,140    21,180   576,125    31,174        11         0     2,581       258     3,827     2,508 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   10,084    -1,350      -185    12,193    -1,575      -214         0       160         2      -408       412 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      20.9       2.7      73.2       4.0       0.0       0.0       0.3       0.0       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       39        23         7         9        15         .         0         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   333,755                :
: Positions                                                                                                    :
:  306,002   217,794    18,697   100,552     2,040         0     2,911       259       170     3,020       393 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,994       831     1,165       720       303         0     1,308      -298        29       332       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      65.3       5.6      30.1       0.6       0.0       0.9       0.1       0.1       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       30        35         4         9         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   259,923                :
: Positions                                                                                                    :
:  205,458   142,883    16,206    84,591    28,795       998         0       351         0     1,433       665 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   -1,140     2,221       883    -1,122       154      -231         0      -118         0    -1,123       514 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      55.0       6.2      32.5      11.1       0.4       0.0       0.1       0.0       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       33        34         4         9        10         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    88,788                :
: Positions                                                                                                    :
:   80,494    37,802       224    33,130       848         0       265     1,735         0       642     1,258 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,801      -226         0         0         0         0        62       -62      -957       642     1,050 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      42.6       0.3      37.3       1.0       0.0       0.3       2.0       0.0       0.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         .         7         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   112,527                :
: Positions                                                                                                    :
:   88,881    80,724     6,767     1,356     9,211       210     1,254     1,051         0    14,085     1,499 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      700    -1,046       277    -2,140       151      -594       744       380         0     1,210       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      71.7       6.0       1.2       8.2       0.2       1.1       0.9       0.0      12.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        24         .         .         .         .         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   100,139                :
: Positions                                                                                                    :
:   85,960    16,691     2,245    70,249       681       795         0       802         0     4,144         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    3,862      -425         0     2,741         0        90         0       -90         0     1,740         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      16.7       2.2      70.2       0.7       0.8       0.0       0.8       0.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        10         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   146,758                :
: Positions                                                                                                    :
:  110,256    55,854    26,096    79,562     4,311         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    2,091     1,518      -480       493       331         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      38.1      17.8      54.2       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        14         4         9         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    66,760                :
: Positions                                                                                                    :
:   55,599    38,500     2,648    24,086       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      276       667         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      57.7       4.0      36.1       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    18,917                :
: Positions                                                                                                    :
:   14,329    17,630       218         0        61     2,449         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:     -123        60         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      93.2       1.2       0.0       0.3      12.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        12         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   362,664                :
: Positions                                                                                                    :
:  259,109   120,856    61,172   190,516    30,126     1,178     4,826       120         0     1,781     2,654 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    8,725     8,820     2,159       850     3,795      -999     1,188      -371         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      33.3      16.9      52.5       8.3       0.3       1.3       0.0       0.0       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       41        30         5         9         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    74,286                :
: Positions                                                                                                    :
:   63,235    31,931       998    31,202       638         0     3,122       418         0     1,772        31 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      362       945         0      -572       120         0         0         0         0       809      -274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      43.0       1.3      42.0       0.9       0.0       4.2       0.6       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        11         .         6         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    69,170                :
: Positions                                                                                                    :
:   24,650    46,207    29,899    11,209     3,256     2,215         0       684     3,302     2,210       728 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    2,509     1,640      -302         0         0       304         0         0         0       510         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      66.8      43.2      16.2       4.7       3.2       0.0       1.0       4.8       3.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12         9         6         .         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    57,464                :
: Positions                                                                                                    :
:   25,407    44,527    13,821     4,632     3,552    13,016         0         0       846     2,552         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    5,792     4,588      -582     2,340       990     3,540         0         0       546     2,552         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.2      77.5      24.1       8.1       6.2      22.7       0.0       0.0       1.5       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       14        16         7         .         5         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    93,851                :
: Positions                                                                                                    :
:   51,220    72,281    16,107     4,147     2,194    19,712     3,298         0     3,078    10,333         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    5,475     3,043      -528     3,775       498     3,540         0         0       546     2,552         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      77.0      17.2       4.4       2.3      21.0       3.5       0.0       3.3      11.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       22        32         5         .         .         .         .         0         6         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    42,274                :
: Positions                                                                                                    :
:   40,008    40,380     1,166         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,560     1,800       360         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      95.5       2.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        19         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   216,344                :
: Positions                                                                                                    :
:  166,815   165,811    30,025    27,546    13,429        69         0     1,279         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    2,705     1,380     2,552     1,184        29        31         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      76.6      13.9      12.7       6.2       0.0       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       32        27         .         4         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    30,824                :
: Positions                                                                                                    :
:   27,483    24,658     2,117         0         0         0         0         0         0     1,152       217 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      900     1,080       660         0         0         0         0         0         0       750         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      80.0       6.9       0.0       0.0       0.0       0.0       0.0       0.0       3.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         0         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    48,226                :
: Positions                                                                                                    :
:   31,389    39,669     8,554       297     1,310         0         0         0       713         0       542 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      858       860      -210       -29       443         0         0         0      -514         0       452 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      82.3      17.7       0.6       2.7       0.0       0.0       0.0       1.5       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    93,272                :
: Positions                                                                                                    :
:   81,715    59,854       911    18,956     4,739         0     3,123       711         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,682       915       -30       180        30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      64.2       1.0      20.3       5.1       0.0       3.3       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        23         .         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   120,614                :
: Positions                                                                                                    :
:   94,284   112,052    10,022         0     1,469     4,934         0       578     3,727         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,863       938    -1,118         0       810     1,580         0         0      -334      -189      -182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      92.9       8.3       0.0       1.2       4.1       0.0       0.5       3.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    97,409                :
: Positions                                                                                                    :
:   62,906    93,131    29,558     1,433       487         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      725     1,185       243         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      95.6      30.3       1.5       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   103,479                :
: Positions                                                                                                    :
:   93,364    89,841       822     8,763     2,346         0         0         0     1,328         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      773     1,701       209       152         0         0         0         0       998         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      86.8       0.8       8.5       2.3       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   108,206                :
: Positions                                                                                                    :
:   70,165    61,507    11,719    26,254     8,338       761         0       866       568         0     1,589 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    2,079       882       151     1,027        56       123         0       -93      -718         0       780 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      56.8      10.8      24.3       7.7       0.7       0.0       0.8       0.5       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        22         4         6         7         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    45,024                :
: Positions                                                                                                    :
:   32,952    43,238     5,415     1,232         0       248         0         0     4,580         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      -90       840      -240         0         0         0         0         0       960         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      96.0      12.0       2.7       0.0       0.6       0.0       0.0      10.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        17         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    41,478                :
: Positions                                                                                                    :
:   31,799    40,860     8,640         0         0         0       434         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      390       150      -386         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      98.5      20.8       0.0       0.0       0.0       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         0         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   189,735                :
: Positions                                                                                                    :
:  143,664   123,518    15,207    40,146    13,012       904         0       462     7,263     3,933     1,294 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    4,742      -786    -2,437     2,712       890       370      -157      -366       171       134       -49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      65.1       8.0      21.2       6.9       0.5       0.0       0.2       3.8       2.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       35        26         .         6         7         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   105,828                :
: Positions                                                                                                    :
:   90,193    61,186     4,650    35,461     1,421         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      818     3,746      -127    -3,087       459         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      57.8       4.4      33.5       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        12         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    75,276                :
: Positions                                                                                                    :
:   42,955    50,011    25,428    18,013     1,224         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      860     1,431       390      -214       214         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      66.4      33.8      23.9       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        16         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    74,194                :
: Positions                                                                                                    :
:   41,604    40,687    21,611    23,907     3,505       329         0       454         0         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:     -119       181         0       -61       151         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      54.8      29.1      32.2       4.7       0.4       0.0       0.6       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 23, 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   112,169                :
: Positions                                                                                                    :
:   89,088    38,712     6,059    69,905     1,855     2,416         0         0     1,891         0         0 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   10,974     8,194      -609     2,802        12     2,416         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      34.5       5.4      62.3       1.7       2.2       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        10         .         7         4         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 1,095,990                :
: Positions                                                                                                    :
:  144,844   156,318   157,950    64,873    94,644   226,673   262,011   198,092    37,227   120,879   160,245 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:  -43,623   -19,867    10,609     6,506    -5,476    11,408   -24,023     4,329    -1,271    16,586    -7,161 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      14.3      14.4       5.9       8.6      20.7      23.9      18.1       3.4      11.0      14.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       38        38        22         9        22        71        65        78        60        58        82 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   797,792                :
: Positions                                                                                                    :
:  165,699   155,759    68,053    95,650   255,357    19,578    25,092    94,587    27,441     7,925   160,067 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   10,304    -7,540    -7,714     6,806     3,097    -4,633    -1,528     3,910       747       836       363 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      19.5       8.5      12.0      32.0       2.5       3.1      11.9       3.4       1.0      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   149                     :
:       35        38         4        18        22        25        18        34        23        21        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   301,611                :
: Positions                                                                                                    :
:   57,360    44,606    26,211    38,922    47,247    80,974    12,087    20,312    25,793    98,489    32,840 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    4,917     6,426      -397     3,109       274     3,143       250       120      -900    -1,252     3,092 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      14.8       8.7      12.9      15.7      26.8       4.0       6.7       8.6      32.7      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       23        23         6        10        15        10         4        11         9        13        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   139,102                :
: Positions                                                                                                    :
:   24,848    39,010    41,257    36,674    20,145    14,555     6,078     5,059     8,065    13,123    14,641 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:   -6,199     6,394     9,325     1,521    -2,505    -1,201       604     1,090     1,848    -4,858     1,480 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      28.0      29.7      26.4      14.5      10.5       4.4       3.6       5.8       9.4      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       13        15        11         4        15         5         6         9         9         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    22,897                :
: Positions                                                                                                    :
:    8,404     4,585       150        78        40     2,346     1,083     2,828       616     5,904     8,319 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    3,317     2,168       101       -80        30     1,111       985       246       241     1,685     2,048 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      20.0       0.7       0.3       0.2      10.2       4.7      12.4       2.7      25.8      36.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9         9         .         .         .         .         4         5         .         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   169,603                :
: Positions                                                                                                    :
:   15,003    14,387     9,465     4,745    90,700     1,386     4,324    25,611     2,733     5,184    24,577 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:     -134      -433     4,601     1,476    -1,536       464      -766        43    -2,194     2,447    -2,049 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.8       8.5       5.6       2.8      53.5       0.8       2.5      15.1       1.6       3.1      14.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        5         5         5         .         7         4         5         8         8         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 1,406,658                :
: Positions                                                                                                    :
:  399,923   199,868    79,602   819,511   179,329   101,009    33,874    66,554   490,570    12,326    62,101 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    2,380    -1,103      -276     3,426       763     3,950       907    -2,319     2,471     2,801    11,560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.4      14.2       5.7      58.3      12.7       7.2       2.4       4.7      34.9       0.9       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       35        31         4        14        13         7         6         9        17         5        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   335,661                :
: Positions                                                                                                    :
:   71,801    78,299   168,757   120,011    40,061     8,948    31,576    10,595    12,503    29,720    20,129 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    4,606     8,458     5,699      -562       842        52     9,952    -2,506     2,863    -4,654     5,567 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.4      23.3      50.3      35.8      11.9       2.7       9.4       3.2       3.7       8.9       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       13        16        14         6        17         6         9         9        10         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    26,627                :
: Positions                                                                                                    :
:   26,228    19,344         0     5,584        30         0         0         0         0       674       309 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      254       260         0        10         0         0         0         0         0       -16         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.5      72.6       0.0      21.0       0.1       0.0       0.0       0.0       0.0       2.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        25         0         6         .         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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   139,907                :
: Positions                                                                                                    :
:  112,163   109,717     9,650    17,432     5,594     5,513       394     3,066     2,003     1,841       884 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    1,469     1,322        64       122        17         0       -57        20        40       -23        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      78.4       6.9      12.5       4.0       3.9       0.3       2.2       1.4       1.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       49        49         4         6         7         .         .         .         8        12         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    85,241                :
: Positions                                                                                                    :
:   56,011    66,547     6,285     2,680     8,933     1,608     4,896         0    12,234     1,030         1 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:    3,421     2,671       -90         0       595         0       600         0         0       145         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      78.1       7.4       3.1      10.5       1.9       5.7       0.0      14.4       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        21         .         .         5         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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    35,569                :
: Positions                                                                                                    :
:   30,412    29,704     1,337     2,474     1,028       775         0         0     1,089     1,275       677 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      731     1,195        80       168        -6         0         0         0       589       -43       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      83.5       3.8       7.0       2.9       2.2       0.0       0.0       3.1       3.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        30         .         6         5         .         0         0         6         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    17,766                :
: Positions                                                                                                    :
:    7,504    11,816     6,424     2,302       447         0         0         0     2,444     2,132       591 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      216       201        -9        21         9         0         0         0        90        75       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.2      66.5      36.2      13.0       2.5       0.0       0.0       0.0      13.8      12.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        24         4         4         .         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    15,422                :
: Positions                                                                                                    :
:   12,889     9,032       650     5,732        36       120         0         0       482       158       149 :
:                                                                                                              :
: Changes from:     August 16, 2016                                                                            :
:      614       268       105       646         9         0         0         0        40       -65        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      58.6       4.2      37.2       0.2       0.8       0.0       0.0       3.1       1.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        14         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated August 26, 2016