Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 4,591,717                :
: Positions                                                                                                    :
:2,355,237 1,083,126   483,689 2,633,756   178,201   617,457    22,751   204,635   343,793    86,094   357,746 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:   38,405    28,984      -559    52,532    -2,223    13,455    -2,456   -20,170    45,586    15,195   -42,642 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      23.6      10.5      57.4       3.9      13.4       0.5       4.5       7.5       1.9       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      116        99         4        20        21        25         5        24        34        14        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,565,344                :
: Positions                                                                                                    :
:  268,564   290,312    18,178    45,029   564,008     8,526    15,675   345,959    55,068     1,701   300,384 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      540     2,461    -2,445    -3,801    33,702      -675     3,758    24,855     3,098    -1,802    11,685 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.2      18.5       1.2       2.9      36.0       0.5       1.0      22.1       3.5       0.1      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       33        37         5        14        18        10         5        13        21         7        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   229,574                :
: Positions                                                                                                    :
:  140,386   202,090    30,996     1,962    16,038       485         0     1,287    16,848     1,606       570 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    2,801     4,276     1,832       -11        71       150       -35      -208    -1,030       408       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      88.0      13.5       0.9       7.0       0.2       0.0       0.6       7.3       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        26         .         .         4         .         0         .         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   122,278                :
: Positions                                                                                                    :
:  109,092    84,988         0    20,590     3,681       144         0       572     1,118     3,927     3,086 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      200       558      -297       279      -195      -165         0        57       457      -126     1,001 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      69.5       0.0      16.8       3.0       0.1       0.0       0.5       0.9       3.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        24         0         5         4         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   176,220                :
: Positions                                                                                                    :
:  142,550    62,547     4,834    95,353     7,895       875         0     1,687     3,859       608        92 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    2,083      -856     1,522     2,733    -1,391        28         0       -28      -827         0        84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      35.5       2.7      54.1       4.5       0.5       0.0       1.0       2.2       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       20        20         .        11         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   789,109                :
: Positions                                                                                                    :
:  720,818   157,624    17,216   587,712    34,176         0       275     2,521     2,380       980     1,466 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:   20,542    -3,971    -1,395    25,170     1,834      -150       275        85     1,543         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      20.0       2.2      74.5       4.3       0.0       0.0       0.3       0.3       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       39        23         6        10        14         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   343,749                :
: Positions                                                                                                    :
:  309,601   217,706    15,802   101,306    11,917       248     3,079       530         0     3,020        31 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,523     7,388     3,705    -1,240     3,446         0      -428       246         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      63.3       4.6      29.5       3.5       0.1       0.9       0.2       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       32        34         4         9         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   245,366                :
: Positions                                                                                                    :
:  194,098   131,819    13,946    81,093    27,436       121         0       773         0     2,176       147 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,322     1,365      -730      -547        31       121      -181        99         0       -10        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      53.7       5.7      33.0      11.2       0.0       0.0       0.3       0.0       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       31        29         4         9        10         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    84,153                :
: Positions                                                                                                    :
:   76,005    31,367         0    40,397     1,714         0       663     1,485     1,229         0        29 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,043       -14      -260       168       260      -369       663       -21       279         0      -279 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      37.3       0.0      48.0       2.0       0.0       0.8       1.8       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        12         0         9         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   105,831                :
: Positions                                                                                                    :
:   85,238    79,215     5,652     1,836     8,251         0     1,307        31         0    11,147     1,732 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      716     1,305       151         0         0      -560       579       -89         0      -987       -37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      74.9       5.3       1.7       7.8       0.0       1.2       0.0       0.0      10.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        24         .         .         .         0         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    93,397                :
: Positions                                                                                                    :
:   77,841    15,664     4,198    66,681     1,909         0       539       636         0     3,473         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,129     1,638     2,481       363     1,228      -191       539      -174         0       604         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      16.8       4.5      71.4       2.0       0.0       0.6       0.7       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        11         .         8         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   137,470                :
: Positions                                                                                                    :
:  104,667    53,928    23,829    75,511     3,498         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    2,221     1,532        -1     1,654       215         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      39.2      17.3      54.9       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        17         4        10         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    56,802                :
: Positions                                                                                                    :
:   47,119    30,571     1,958    21,847       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      256       479         0      -403         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      53.8       3.4      38.5       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   393,447                :
: Positions                                                                                                    :
:  283,319   156,506    63,537   190,113    29,966     1,271     4,028     1,811     3,930       310     2,479 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    9,065    14,974     3,756     5,879        67         0    -4,176     1,811     1,857         0      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      39.8      16.1      48.3       7.6       0.3       1.0       0.5       1.0       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       42        30         5         9         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    71,944                :
: Positions                                                                                                    :
:   59,652    33,507       998    30,517       640         0     1,131       285       842       704       372 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      308      -248         0       496         0         0      -285      -147         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      46.6       1.4      42.4       0.9       0.0       1.6       0.4       1.2       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        10         .         7         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    63,739                :
: Positions                                                                                                    :
:   22,289    43,426    28,838    10,099     3,016       587         0       695     2,912     1,575       332 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:     -213      -191       673         0         0      -364         0         0         0       155         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      68.1      45.2      15.8       4.7       0.9       0.0       1.1       4.6       2.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        10         6         .         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    41,674                :
: Positions                                                                                                    :
:   25,153    36,287    11,734     1,696     1,320     2,542         0         0         0     1,240         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    4,962    10,096     2,604         0      -248     1,736         0         0         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      87.1      28.2       4.1       3.2       6.1       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9        16         7         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    79,971                :
: Positions                                                                                                    :
:   51,273    63,805    10,814     6,586       120    16,522     1,680         0       786     7,540         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    4,900     9,240     3,100       314      -376     1,736         0         0         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      79.8      13.5       8.2       0.2      20.7       2.1       0.0       1.0       9.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       26        26         4         4         .         .         .         0         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    34,836                :
: Positions                                                                                                    :
:   33,216    31,748     1,560         0         0         0         0         0         0       780         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,012     1,012         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.3      91.1       4.5       0.0       0.0       0.0       0.0       0.0       0.0       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        21         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   214,716                :
: Positions                                                                                                    :
:  165,931   162,368    33,142    29,601     9,502         0       143       973         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:     -367    -1,475       546        31      -179         0      -155       145         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      75.6      15.4      13.8       4.4       0.0       0.1       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       29        26         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    24,945                :
: Positions                                                                                                    :
:   22,410    19,918       870         0         0         0         0         0         0       337         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      79.8       3.5       0.0       0.0       0.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    44,168                :
: Positions                                                                                                    :
:   27,478    35,155     8,982       523     1,234         0     2,000       267       574         0       620 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      180       312         0       180       -30         0       -93         0      -527         0       527 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      79.6      20.3       1.2       2.8       0.0       4.5       0.6       1.3       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        16         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    83,354                :
: Positions                                                                                                    :
:   72,215    53,808         0    18,386     2,819         0       167     1,993         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:   -1,142     1,538    -1,139         0      -824         0    -2,190     1,040         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      64.6       0.0      22.1       3.4       0.0       0.2       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        20         0         6         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   121,871                :
: Positions                                                                                                    :
:   91,065   113,644    15,376         0     1,058     4,634         0       578     3,421         0        62 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,784     2,317       158         0       428        93         0         0      -186         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      93.2      12.6       0.0       0.9       3.8       0.0       0.5       2.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        16         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    93,358                :
: Positions                                                                                                    :
:   60,336    88,944    26,729     1,013       582         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:     -466       173     1,128         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      95.3      28.6       1.1       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    99,092                :
: Positions                                                                                                    :
:   89,389    85,116         0     9,497     2,689         0         0         0     1,424         0       217 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      163      -207      -402     1,118       343         0         0         0       661         0       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      85.9       0.0       9.6       2.7       0.0       0.0       0.0       1.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        16         0         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   107,419                :
: Positions                                                                                                    :
:   69,241    55,343    12,684    32,721     6,793     1,420         0       431     1,494       434       418 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    3,442       123       214     2,806      -461       151         0      -106       155      -434       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      51.5      11.8      30.5       6.3       1.3       0.0       0.4       1.4       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        17         4         6         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    36,643                :
: Positions                                                                                                    :
:   24,583    33,818     5,346     1,112       868         0         0         0     4,666         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      148     2,170         0      -868       868         0         0         0     1,334         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      92.3      14.6       3.0       2.4       0.0       0.0       0.0      12.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         .         .         .         0         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    38,199                :
: Positions                                                                                                    :
:   26,098    38,017    10,891         0         0         0         0         0       330         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      310        -6      -316         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      99.5      28.5       0.0       0.0       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   180,406                :
: Positions                                                                                                    :
:  137,677   108,383    14,405    47,503    11,607       442       123       522     6,977     5,913       936 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    3,019     2,968      -146       112       227      -636      -187      -250         0       758      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      60.1       8.0      26.3       6.4       0.2       0.1       0.3       3.9       3.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       36        26         .         6         7         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   103,828                :
: Positions                                                                                                    :
:   85,978    60,075     5,483    34,962     1,992     3,174         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:     -888        -3         0      -886       304       151         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      57.9       5.3      33.7       1.9       3.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         6         5         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    83,950                :
: Positions                                                                                                    :
:   45,752    59,975    30,413    17,240     1,607         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      294       310         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      71.4      36.2      20.5       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        16         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    66,334                :
: Positions                                                                                                    :
:   36,931    33,435    19,546    23,084     3,593         0       513        31         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      667       398        59       -93         0      -242       513      -239         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      50.4      29.5      34.8       5.4       0.0       0.8       0.0       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 September 13, 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   118,040                :
: Positions                                                                                                    :
:   93,412    43,213     5,240    70,283     3,497     2,776         0         0     3,311         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    4,481     3,734      -517       309     1,681         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      36.6       4.4      59.5       3.0       2.4       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        10         .         7         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,056,378                :
: Positions                                                                                                    :
:  130,978   150,116   132,785    74,065    78,747   260,745   173,728   193,188    36,246   200,037   150,376 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:  -10,687   -14,004       512     7,650   -19,486    19,145   -69,055      -550    -2,671    85,189    -2,087 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      14.2      12.6       7.0       7.5      24.7      16.4      18.3       3.4      18.9      14.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   340                     :
:       39        40        24         8        25        79        58        85        55        61        84 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   745,214                :
: Positions                                                                                                    :
:  149,859   157,504    74,477    91,591   231,181    20,949    27,195    88,498    33,610     5,563   140,107 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,834    11,740     4,301      -832     4,831       943     2,896     3,417     6,958      -188     4,011 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.1      21.1      10.0      12.3      31.0       2.8       3.6      11.9       4.5       0.7      18.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   145                     :
:       36        38         6        15        21        23        19        34        27        15        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   293,510                :
: Positions                                                                                                    :
:   57,734    43,587    31,131    38,971    43,800     7,114    18,431    13,110   100,411    96,161    30,795 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,790     1,881    -1,063     1,344     1,155   -66,256     1,933    -1,924    71,839       777     1,317 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      14.9      10.6      13.3      14.9       2.4       6.3       4.5      34.2      32.8      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       19        21         5         9        14         5         7         9        11        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   130,654                :
: Positions                                                                                                    :
:   25,709    36,824    36,158    30,488    19,917    19,572     4,537     3,323     4,673    20,197    11,129 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    2,710    -4,475      -839    -1,121     1,577     2,976       571     1,105      -657     9,568      -772 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      28.2      27.7      23.3      15.2      15.0       3.5       2.5       3.6      15.5       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       16        15        11         .        13         7         6        10         7        11        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    25,318                :
: Positions                                                                                                    :
:    9,540     5,535       335         0         0     2,515     1,977     2,574       811     5,805     9,276 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    3,065     2,831       318         0         0     1,385       738       328        76     1,064     2,030 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.7      21.9       1.3       0.0       0.0       9.9       7.8      10.2       3.2      22.9      36.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8         9         .         0         0         .         4         5         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   155,676                :
: Positions                                                                                                    :
:   15,070    14,106     7,553     5,550    89,564       617     3,119    22,292     1,471     1,963    18,502 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      372       567     2,234     1,421     6,723        56      -208     1,717    -2,045    -1,180     2,503 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7       9.1       4.9       3.6      57.5       0.4       2.0      14.3       0.9       1.3      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        5         4         5         .         7         .         5         7        11         6        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,347,657                :
: Positions                                                                                                    :
:  383,478   193,170    83,494   803,084   178,328    81,822    29,327    59,417   502,442    32,920    28,935 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,116    -1,212         4     1,011     1,372   -29,600      -109    -1,792    29,182       849       867 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      14.3       6.2      59.6      13.2       6.1       2.2       4.4      37.3       2.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       35        30         4        14        13         5         5         6        16         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   305,360                :
: Positions                                                                                                    :
:   67,564    64,993   167,428   120,065    32,531     6,267    22,944    11,088     7,333    36,419    12,316 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,277      -763     1,007     2,227     1,136       254       505      -622       790      -568       793 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.1      21.3      54.8      39.3      10.7       2.1       7.5       3.6       2.4      11.9       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       15        18        15         5        16         7         8        10         8         9        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    25,568                :
: Positions                                                                                                    :
:   25,470    18,754         0     5,148         0         0         0         0         0       900        93 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    2,723     2,078         0       580       -30         0         0         0         0        25        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.6      73.3       0.0      20.1       0.0       0.0       0.0       0.0       0.0       3.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        26         0         6         0         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   136,539                :
: Positions                                                                                                    :
:  108,495   108,336    10,538    16,674     4,967     4,716       252     3,278     2,575     1,261       948 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    1,796     3,070       461       139        81         0       -13       206       574      -196        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      79.3       7.7      12.2       3.6       3.5       0.2       2.4       1.9       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       48        50         4         7         8         .         .         .         9         8         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    95,867                :
: Positions                                                                                                    :
:   64,909    72,937     7,616     4,577     9,355     1,608     4,896         0    12,234     2,976         1 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:    4,528     2,984       403       125       106         0         0         0         0     1,822         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      76.1       7.9       4.8       9.8       1.7       5.1       0.0      12.8       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        24         .         4         5         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    34,135                :
: Positions                                                                                                    :
:   29,752    29,411     1,621     1,985       550       620         0         0     1,215     1,635       144 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:     -144       106       167       -80      -250         0         0         0       104        47      -112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      86.2       4.7       5.8       1.6       1.8       0.0       0.0       3.6       4.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        30         .         6         5         .         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    18,272                :
: Positions                                                                                                    :
:    7,981    13,002     6,103     2,056       380         0         0         0     2,734     1,628       789 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      448       213       -25       -30         0         0         0         0       325       555        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      71.2      33.4      11.3       2.1       0.0       0.0       0.0      15.0       8.9       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        20         4         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    15,184                :
: Positions                                                                                                    :
:   12,629     9,104       602     5,417        36       116         0         0       437       162       158 :
:                                                                                                              :
: Changes from:     September 6, 2016                                                                          :
:      380       300       -20       110       -10         0         0         0        15         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      60.0       4.0      35.7       0.2       0.8       0.0       0.0       2.9       1.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        14         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 16, 2016