Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,050,921                :
: Positions                                                                                                    :
:2,296,563   863,653   257,452 2,087,232   235,774   453,320    34,116   253,877   144,644   192,728   372,431 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
: -120,034   -19,821    17,646    -8,221   -15,334   -41,299    -5,390   -32,826    33,512   -69,919     5,819 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      21.3       6.4      51.5       5.8      11.2       0.8       6.3       3.6       4.8       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      114        92         6        19        21        19         7        21        20        27        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 2,103,092                :
: Positions                                                                                                    :
:  273,382   262,445    38,415    92,171   666,241    41,765    49,875   538,183    61,635     9,785   483,344 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    2,252    12,057    -9,528   -18,437    37,316    16,183    -8,295    41,065   -30,145       507    69,430 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      12.5       1.8       4.4      31.7       2.0       2.4      25.6       2.9       0.5      23.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       35        35         8        10        18         7        10        16        20         9        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   294,845                :
: Positions                                                                                                    :
:  213,654   233,878    15,948    11,961    15,265    14,829       785     3,236     4,731    14,380     7,614 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    7,962     4,058       732     1,562       335    -1,239       785    -1,041    -1,585      -278     2,549 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      79.3       5.4       4.1       5.2       5.0       0.3       1.1       1.6       4.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        25         4         4         6         .         .         .         4         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   137,137                :
: Positions                                                                                                    :
:  116,315   108,565        72    16,154     3,546       147         0     1,014     4,218     2,861     1,856 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   17,631    17,147        31       704       369    -1,709      -162      -802       426       344       -29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      79.2       0.1      11.8       2.6       0.1       0.0       0.7       3.1       2.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        26         .         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   248,637                :
: Positions                                                                                                    :
:  216,047    59,002     1,111   153,611     8,370     2,275     4,550     8,529         0     3,966       706 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    1,792     1,515       -31     1,188         0       434    -5,165    -1,104         0     3,966       706 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      23.7       0.4      61.8       3.4       0.9       1.8       3.4       0.0       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        20         .        14         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   642,551                :
: Positions                                                                                                    :
:  556,084   177,608    23,398   390,617    39,097         0     9,954     9,577         0     4,672     6,172 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:  -28,115    -3,531       510   -28,979    -1,322         0     2,567     1,861    -1,361       179     2,043 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      27.6       3.6      60.8       6.1       0.0       1.5       1.5       0.0       0.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        26         6         9        14         0         4         4         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   314,646                :
: Positions                                                                                                    :
:  280,760   168,563     9,838   130,195       459     1,198       539     3,990     9,100     1,843     1,762 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   10,379     7,722       214     3,708      -214    -1,509       539      -442     1,758       399       523 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      53.6       3.1      41.4       0.1       0.4       0.2       1.3       2.9       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       28        30         .         8         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   298,579                :
: Positions                                                                                                    :
:  235,695   196,471    20,020    66,327    25,186       703         0     1,545     7,399     1,775     1,572 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   12,934    13,440        87     1,318       757       703    -1,897    -1,414      -869       768       912 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      65.8       6.7      22.2       8.4       0.2       0.0       0.5       2.5       0.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        33         4         8         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   118,758                :
: Positions                                                                                                    :
:  105,603    73,266     1,358    33,085       822     1,898         0     1,095         0        12     1,708 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -7,363    -5,308         0         0         0     1,730    -1,261    -1,981      -406      -771     1,708 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      61.7       1.1      27.9       0.7       1.6       0.0       0.9       0.0       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        20         .         6         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   122,270                :
: Positions                                                                                                    :
:   94,435    91,923     9,316     3,636     6,264         0     5,489         0     1,369     2,580     3,028 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      504     1,992      -409      -708     2,293         0       255         0     1,342         6      -517 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      75.2       7.6       3.0       5.1       0.0       4.5       0.0       1.1       2.1       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        21         4         .         .         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   110,804                :
: Positions                                                                                                    :
:   95,125    40,672     2,503    53,036       203       423         0     1,039         0     2,865       460 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    1,059        92         0       644       -31       146    -1,000    -1,261         0     2,865       460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      36.7       2.3      47.9       0.2       0.4       0.0       0.9       0.0       2.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        12         .         7         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   170,919                :
: Positions                                                                                                    :
:  122,287    75,934    33,549    78,880     6,841         0     1,926         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    1,840       392         0       662      -180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      44.4      19.6      46.2       4.0       0.0       1.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        11         4         7         6         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    88,755                :
: Positions                                                                                                    :
:   70,994    54,064     8,737    31,906       530         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:     -562        98         0      -214         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      60.9       9.8      35.9       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   332,348                :
: Positions                                                                                                    :
:  245,572   156,950    55,650   144,151    16,662     3,446         0         0         0     5,666     2,202 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   15,607     9,632       113     6,192     2,272       214         0         0         0      -128       372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      47.2      16.7      43.4       5.0       1.0       0.0       0.0       0.0       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       38        27         4        11         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    89,541                :
: Positions                                                                                                    :
:   73,542    44,290         0    26,406     3,748         0     2,996     1,372         0     3,228       761 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    4,605     2,498         0     1,034         0      -252    -2,265    -1,172      -319     3,228       761 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      49.5       0.0      29.5       4.2       0.0       3.3       1.5       0.0       3.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         0         7         7         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    14,936                :
: Positions                                                                                                    :
:   11,976    11,387         0       604         0         0         0         0       551         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      76.2       0.0       4.0       0.0       0.0       0.0       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        13         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    79,746                :
: Positions                                                                                                    :
:   37,413    48,359    30,886    17,421     4,134         0     4,750     1,060       729         0       465 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      480       461         0         0         0    -1,526         0      -371       729         0       465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9      60.6      38.7      21.8       5.2       0.0       6.0       1.3       0.9       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        11         5         4         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    84,978                :
: Positions                                                                                                    :
:   53,568    77,019    22,432     1,510     3,451     1,335       578       377       522         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    7,909     5,058       548       290       899      -377       317       377    -2,465      -580         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      90.6      26.4       1.8       4.1       1.6       0.7       0.4       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        21         9         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   121,613                :
: Positions                                                                                                    :
:   85,860   107,182    12,093     3,203       760     4,962     4,848       377     4,275     3,236       348 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    8,837     5,428       252     1,392       377      -377        34       377   -12,536      -127         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      88.1       9.9       2.6       0.6       4.1       4.0       0.3       3.5       2.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       29        30         7         .         .         .         .         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    68,472                :
: Positions                                                                                                    :
:   66,337    66,753       691         0         0         0         0         0       596       552         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      789       673        29         0         0         0         0         0        29         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.9      97.5       1.0       0.0       0.0       0.0       0.0       0.0       0.9       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       14        22         .         0         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   220,135                :
: Positions                                                                                                    :
:  194,072   166,589    11,410    34,857     8,358         0       918     1,056         0       217         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    5,408     4,439      -317       544      -590         0      -461      -145         0       217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      75.7       5.2      15.8       3.8       0.0       0.4       0.5       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       38        30         .         4         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    52,738                :
: Positions                                                                                                    :
:   35,629    39,825     3,164     2,066       486         0     2,470       370         0     1,449       936 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      572     1,760     2,190      -214    -1,008         0       561    -1,253         0     1,449       936 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      75.5       6.0       3.9       0.9       0.0       4.7       0.7       0.0       2.7       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        16         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   118,683                :
: Positions                                                                                                    :
:   97,833    62,329       825    17,952    10,598         0     6,592     1,342         0     7,804         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    7,282     6,751        60       -58        58      -155    -1,344       189         0      -406         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      52.5       0.7      15.1       8.9       0.0       5.6       1.1       0.0       6.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        19         .         4         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   113,319                :
: Positions                                                                                                    :
:   72,121   106,500    14,922       396     3,055     9,837         0       647     6,609         0       119 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      333     1,748       424         0         0    -1,951         0       -87     2,830         0       119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      94.0      13.2       0.3       2.7       8.7       0.0       0.6       5.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        17         .         .         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   110,728                :
: Positions                                                                                                    :
:   83,837   102,685    17,910     3,664       630         0         0         0     2,604         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:     -231       167    -1,070         0       150      -464         0         0       892         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      92.7      16.2       3.3       0.6       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   130,283                :
: Positions                                                                                                    :
:  115,878   122,529     3,572         0       515         0         0         0     1,532     2,583         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    9,403     8,737      -182         0       182      -666      -699    -1,146     1,532     2,583         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      94.0       2.7       0.0       0.4       0.0       0.0       0.0       1.2       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        15         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   140,988                :
: Positions                                                                                                    :
:  104,967    33,705    10,367    72,799     4,728     1,080         0     1,195         0    13,800       300 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    5,664     6,655         0      -642         0     1,080    -2,199    -1,041         0     2,836       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      23.9       7.4      51.6       3.4       0.8       0.0       0.8       0.0       9.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        15         .         7         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    40,399                :
: Positions                                                                                                    :
:   38,127    36,353         0     2,952       527     1,015         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    9,348     6,072      -324     2,952       324         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      90.0       0.0       7.3       1.3       2.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    47,616                :
: Positions                                                                                                    :
:   29,233    44,926    16,831         0       186         0         0         0         0     1,276         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      272       388       116         0         0         0         0         0         0      -258         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      94.4      35.3       0.0       0.4       0.0       0.0       0.0       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        17         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   202,907                :
: Positions                                                                                                    :
:  145,300   142,566    27,125    20,129    21,768     2,032         0       920         0     8,772       339 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    6,366     2,884       859     1,636    -1,881       -60         0       214         0      -511       122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      70.3      13.4       9.9      10.7       1.0       0.0       0.5       0.0       4.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        26         .         6         7         .         0         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    93,911                :
: Positions                                                                                                    :
:   77,148    40,412     4,371    46,613     3,038         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      338       555     1,642     2,402       -83         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      43.0       4.7      49.6       3.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    83,134                :
: Positions                                                                                                    :
:   37,148    55,879    35,950    18,621       248         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -1,666     1,111     2,227     1,032      -337         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      67.2      43.2      22.4       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        14         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    82,670                :
: Positions                                                                                                    :
:   55,762    47,470    16,182    28,185     3,466         0         0         0       515         0       232 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      266     4,502     3,297      -277      -428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      57.4      19.6      34.1       4.2       0.0       0.0       0.0       0.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        13         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    20,607                :
: Positions                                                                                                    :
:   18,958    18,532       203     1,456         0         0         0         0     1,171         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      319       319         0         0         0      -649         0         0       765         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      89.9       1.0       7.1       0.0       0.0       0.0       0.0       5.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        13         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is    93,197                :
: Positions                                                                                                    :
:   77,684    40,235     3,386    47,233     2,509         0         0         0     3,441         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:      906     1,644       642        50       768         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      43.2       3.6      50.7       2.7       0.0       0.0       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13         7         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   976,999                :
: Positions                                                                                                    :
:  126,162   118,744   185,543    23,409    74,744   176,171   331,051   173,761    42,336    83,897   128,879 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    6,730    -6,151     6,447       728    10,499    12,100    17,339    13,838    -7,294     8,369    12,411 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      12.2      19.0       2.4       7.7      18.0      33.9      17.8       4.3       8.6      13.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   316                     :
:       35        29        26         6        22        49        82        68        54        52        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   750,310                :
: Positions                                                                                                    :
:  140,261   128,640    18,100    50,544   292,721    32,934    12,402    99,741    16,799    18,579   145,734 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   13,967    12,018    -3,255     7,907    15,030    12,507      -341    13,832       290     4,066    16,881 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      17.1       2.4       6.7      39.0       4.4       1.7      13.3       2.2       2.5      19.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   130                     :
:       29        32         6        16        22        21        13        27        26        14        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   295,204                :
: Positions                                                                                                    :
:   85,132    54,883    27,676    32,793    45,683    43,719     3,917    24,313    28,393    94,658    32,504 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -6,879    -5,317      -333       463    -1,427    -6,823    -1,493    -2,514     2,842    -3,202    -3,421 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.8      18.6       9.4      11.1      15.5      14.8       1.3       8.2       9.6      32.1      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       18        19         6         7        13         6         5         9         9         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    98,069                :
: Positions                                                                                                    :
:   12,441    19,426    26,991    11,757    23,774     1,689    10,638     9,018     9,789    11,765     6,358 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -3,702    -5,334     5,037    -4,974    -4,008   -14,020    -1,005       322    -2,250    -2,588    -3,881 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      19.8      27.5      12.0      24.2       1.7      10.8       9.2      10.0      12.0       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:        7         8        10         4        13         5         5        10         5        12         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    95,665                :
: Positions                                                                                                    :
:    7,736     7,142       843     2,791    44,670     3,601     2,424    22,036     1,320     1,137    14,401 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:     -256       181    -2,803   -10,186   -10,135     2,531    -1,072     1,831    -3,260      -495    -8,408 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.1       7.5       0.9       2.9      46.7       3.8       2.5      23.0       1.4       1.2      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        4         5         .         .         6         .         4         6         6         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,429,461                :
: Positions                                                                                                    :
:  498,084   208,191    38,221   815,884   213,464    56,796    15,254    76,412   470,557    30,257    40,112 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:  -15,965   -16,970      -990   -25,448     6,837    -5,828   -10,142     5,714   -24,323       593    -2,788 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      14.6       2.7      57.1      14.9       4.0       1.1       5.3      32.9       2.1       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       36        29         4        16        18         9         5        12        14         7        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   310,993                :
: Positions                                                                                                    :
:   67,784    64,586   161,952   115,302    34,532    10,557    34,028     6,085     4,343    30,174    24,105 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -1,769    -9,236    -6,556   -10,789    -2,508     1,683     7,498    -7,364      -383     5,335    -9,415 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      20.8      52.1      37.1      11.1       3.4      10.9       2.0       1.4       9.7       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       17        14        12         8        12         .         9        10         5        15        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    20,217                :
: Positions                                                                                                    :
:   19,355    13,641         0     6,212         0         0         0         0       690        62        62 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -2,413    -2,030         0      -776        -5         0         0         0      -393         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      67.5       0.0      30.7       0.0       0.0       0.0       0.0       3.4       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         0         5         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   110,279                :
: Positions                                                                                                    :
:   89,918    74,488     9,234    17,405     7,568       281     2,100         0     1,656     7,614       700 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:    3,086     2,863      -370      -345       214       -20      -140         0       261       584      -161 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      67.5       8.4      15.8       6.9       0.3       1.9       0.0       1.5       6.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       45        41         6         7         9         .         .         0         5        12         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    25,920                :
: Positions                                                                                                    :
:   20,003    20,133     2,247     1,568       922     1,705         0         0       248     2,384       421 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -3,664    -3,507    -1,436      -161       -83      -155         0         0       -85    -1,776       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      77.7       8.7       6.0       3.6       6.6       0.0       0.0       1.0       9.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        25         .         5         6         .         0         0         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     8,826                :
: Positions                                                                                                    :
:    5,372     3,544     2,651     3,023       173         0         0         0        60     1,650       194 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:     -318    -1,140         5       -86       -15         0         0         0       -30       879      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      40.2      30.0      34.3       2.0       0.0       0.0       0.0       0.7      18.7       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        21         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    11,554                :
: Positions                                                                                                    :
:    9,890     7,251       391     3,156       348         0        67         0       175       306        58 :
:                                                                                                              :
: Changes from:     January 26, 2016                                                                           :
:   -1,069      -962      -240      -237        13         0       -46         0       -94      -252       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      62.8       3.4      27.3       3.0       0.0       0.6       0.0       1.5       2.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        12         .         7         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated February 5, 2016