Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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 4,276,785                :
: Positions                                                                                                    :
:2,411,676   998,142   325,136 1,793,955   254,335   307,823    61,243   388,432    44,075   233,304   499,751 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   43,957    61,095    -5,015    60,884    -1,889    -8,199     5,389     6,888    26,458   -91,389    83,709 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.4      23.3       7.6      41.9       5.9       7.2       1.4       9.1       1.0       5.5      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      117        95         8        19        22        14        10        20        11        31        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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 2,119,976                :
: Positions                                                                                                    :
:  280,111   244,485    55,254   102,039   673,329    15,346    93,507   566,729    95,665     5,563   433,352 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:  -40,241   -57,250    -6,101   -34,690  -315,808   -75,789   -49,173  -540,829   -24,216    -4,996  -298,366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      11.5       2.6       4.8      31.8       0.7       4.4      26.7       4.5       0.3      20.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       33        28         7        11        18         9         6        15        15         9        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   234,500                :
: Positions                                                                                                    :
:  154,518   190,251    19,043     8,088    13,652    14,041         0     3,963     6,603     5,852     5,294 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    6,687     4,405    -2,661     3,056    -1,868      -973      -419     1,775       685    -4,156     4,292 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      81.1       8.1       3.4       5.8       6.0       0.0       1.7       2.8       2.5       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        21         4         5         7         5         0         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   109,447                :
: Positions                                                                                                    :
:   97,105    81,926       361    19,133     1,067       637       181     1,628         0     1,170     1,187 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    1,428     1,873         0      -328      -245       637       181     1,628      -766         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      74.9       0.3      17.5       1.0       0.6       0.2       1.5       0.0       1.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        24         .         4         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   240,055                :
: Positions                                                                                                    :
:  204,301    53,204     1,088   151,422     9,326     2,441     8,205     9,003       315         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    3,411        -5         0     1,299      -641      -651       827      -238       -26         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      22.2       0.5      63.1       3.9       1.0       3.4       3.8       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        16         .        15         6         .         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   643,326                :
: Positions                                                                                                    :
:  560,022   191,948    21,935   385,029    43,503     1,641     2,587     6,270         0     7,142     2,074 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    5,833    -8,910       641     6,686     1,437       303       151       -64    -4,950     2,154       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      29.8       3.4      59.8       6.8       0.3       0.4       1.0       0.0       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        26         4        10        13         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   305,338                :
: Positions                                                                                                    :
:  270,820   165,597    13,662   121,359       730       313     2,159     5,025     6,000     1,781       240 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    1,701       525       597       336        57       -35       -68       242         0      -360         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      54.2       4.5      39.7       0.2       0.1       0.7       1.6       2.0       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       28        28         4         8         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   275,187                :
: Positions                                                                                                    :
:  235,356   188,502    19,362    60,550    11,840         0     1,011     4,317       248     1,697       300 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    2,592     1,400         0     1,958       -20         0    -1,254     1,045       248       434         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      68.5       7.0      22.0       4.3       0.0       0.4       1.6       0.1       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        33         .         8         9         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   105,959                :
: Positions                                                                                                    :
:   92,247    61,579     1,794    32,012       571     1,397         0     2,998         0       496         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    3,629     4,006         0         0         0      -323         0       -50         0       186         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      58.1       1.7      30.2       0.5       1.3       0.0       2.8       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        17         .         5         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   112,943                :
: Positions                                                                                                    :
:   90,117    83,323    10,558     3,424     3,441       360     7,578         0         5     3,301     2,270 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      761       813       -17         0        78         0       235         0         5      -206       111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      73.8       9.3       3.0       3.0       0.3       6.7       0.0       0.0       2.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        22         5         .         .         .         .         0         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    27,513                :
: Positions                                                                                                    :
:   24,957    19,890         0     5,143       868         0         0         0     1,440       527         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      527       186         0      -186       403         0         0         0       -93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      72.3       0.0      18.7       3.2       0.0       0.0       0.0       5.2       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         8         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    92,717                :
: Positions                                                                                                    :
:   78,782    36,666     2,768    37,077       308         0     3,875     1,836         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    8,920     6,470         0       836        31         0       963       -60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      39.5       3.0      40.0       0.3       0.0       4.2       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        10         .         7         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   167,755                :
: Positions                                                                                                    :
:  118,799    77,979    37,420    77,229     6,930         0     2,782         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:  -10,404    -2,375     4,596    -3,342     2,574         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      46.5      22.3      46.0       4.1       0.0       1.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        11         5         7         7         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    90,386                :
: Positions                                                                                                    :
:   71,461    58,156    10,322    29,701       539         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      682       744        62         0         9         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      64.3      11.4      32.9       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   337,395                :
: Positions                                                                                                    :
:  247,730   158,493    61,749   148,923    14,814     3,464         0         0        14     6,252     2,457 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:     -236     2,271     1,050    -3,778     2,302         0         0         0      -538     1,526    -1,642 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      47.0      18.3      44.1       4.4       1.0       0.0       0.0       0.0       1.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       41        30         4        11         7         .         0         0         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    70,603                :
: Positions                                                                                                    :
:   54,001    36,086       469    16,587     4,021         0     3,641     2,026         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    6,404     3,233       221       194        19         0     2,478      -650         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      51.1       0.7      23.5       5.7       0.0       5.2       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        14         .         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    14,478                :
: Positions                                                                                                    :
:   11,294    12,324     1,803       372         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      85.1      12.5       2.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        13         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    73,570                :
: Positions                                                                                                    :
:   34,600    44,603    28,996    18,238     4,378       267     1,083     1,243         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    2,196     3,783      -150       116       248       267    -1,119       246         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.0      60.6      39.4      24.8       6.0       0.4       1.5       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        13         5         4         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   102,080                :
: Positions                                                                                                    :
:   59,187    86,331    19,802     4,102     2,878     5,339     4,495         0    13,547     3,131         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   13,423    18,321     4,130       372       775    -3,100     2,496         0     9,858     2,108         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      84.6      19.4       4.0       2.8       5.2       4.4       0.0      13.3       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       21        27         8         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   141,639                :
: Positions                                                                                                    :
:   81,586   110,856    11,412     2,423     5,110    24,745     8,277       372    10,137     6,355     7,192 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   14,725    19,840     1,302    -1,178     2,480    -3,472     1,953       372     6,634    -1,519     3,503 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      78.3       8.1       1.7       3.6      17.5       5.8       0.3       7.2       4.5       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       32        33         7         .         .         7         .         .         6         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    76,823                :
: Positions                                                                                                    :
:   72,421    74,293       248       868         0     3,007         0         0       248       279       155 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    2,584     3,018       248         0         0         0         0         0       248       279       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      96.7       0.3       1.1       0.0       3.9       0.0       0.0       0.3       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        23         .         .         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   208,576                :
: Positions                                                                                                    :
:  173,448   149,280    12,884    34,851    12,429       413         0     3,192         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      176       390        93         0       -75        75       -19      -167         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      71.6       6.2      16.7       6.0       0.2       0.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       36        30         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    22,942                :
: Positions                                                                                                    :
:   21,803    17,300         0       151       403         0         0         0         0     1,612         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:     -658      -782         0         0         0         0      -248         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      75.4       0.0       0.7       1.8       0.0       0.0       0.0       0.0       7.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         9         0         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   104,115                :
: Positions                                                                                                    :
:   82,188    50,931     1,089    16,546    13,533       167     6,210     1,698         0     4,708         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    2,518       771       153         0       279      -448     1,074      -334         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      48.9       1.0      15.9      13.0       0.2       6.0       1.6       0.0       4.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       16        20         .         6         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   105,823                :
: Positions                                                                                                    :
:   70,224   100,135    12,275       280     1,909     9,323         0     1,061     1,816         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:     -673       849        85         0         0       365         0      -247       123      -372         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      94.6      11.6       0.3       1.8       8.8       0.0       1.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        17         .         .         .         4         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   116,394                :
: Positions                                                                                                    :
:   84,660   108,103    22,848     3,757       206       957         0         0     2,996         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:       91     1,197       856         0         0       310         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      92.9      19.6       3.2       0.2       0.8       0.0       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         6         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   114,490                :
: Positions                                                                                                    :
:  103,266   109,545     3,899         0       215        98         0       507         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:     -378      -405         0         0         0    -1,022      -353      -157         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      95.7       3.4       0.0       0.2       0.1       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        17         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   140,574                :
: Positions                                                                                                    :
:  105,525    33,431    10,233    81,346     4,578         0     6,042     1,396       496     1,991         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   -1,324      -434       -31        89         0         0       468      -182       496       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      23.8       7.3      57.9       3.3       0.0       4.3       1.0       0.4       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        16         .         7         6         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is     8,990                :
: Positions                                                                                                    :
:    7,316     6,913       496       651         0         0         0         0         0       651         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      76.9       5.5       7.2       0.0       0.0       0.0       0.0       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    24,391                :
: Positions                                                                                                    :
:   22,190    20,578     1,612         0         0         0       496         0         0     2,635       186 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    1,023     1,302        62         0         0         0         0         0         0       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      84.4       6.6       0.0       0.0       0.0       2.0       0.0       0.0      10.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         .         0         0         0         .         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    49,672                :
: Positions                                                                                                    :
:   29,233    46,076    16,250         0     1,767         0         0         0         0       899         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      682     1,054       124         0         0         0         0         0         0        93         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      92.8      32.7       0.0       3.6       0.0       0.0       0.0       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        17         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   200,330                :
: Positions                                                                                                    :
:  151,466   132,589    26,981    38,518    11,763         0       798       330         0     7,775     1,260 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    3,893     6,262       -31    -2,044     1,633         0        29         0         0       318       367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      66.2      13.5      19.2       5.9       0.0       0.4       0.2       0.0       3.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       32        27         .         6         5         0         .         .         0         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    98,024                :
: Positions                                                                                                    :
:   78,384    44,168     2,879    41,896     6,249         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    1,229    -1,724      -185     1,857       204         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      45.1       2.9      42.7       6.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         .         6         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    77,839                :
: Positions                                                                                                    :
:   38,316    47,595    27,920    19,715     1,575         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:        0         0         0         0       124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.2      61.1      35.9      25.3       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        14         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    75,414                :
: Positions                                                                                                    :
:   56,217    40,020     5,280    25,736     6,772         0         0         0       578         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:    1,886     2,095        62       302       -62         0         0         0       578         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      53.1       7.0      34.1       9.0       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        13         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    94,378                :
: Positions                                                                                                    :
:   76,800    41,510     2,488    43,481     3,029         0         0         0     3,834         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      960     2,080         0    -1,116       868         0         0         0        62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      44.0       2.6      46.1       3.2       0.0       0.0       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         5         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,018,859                :
: Positions                                                                                                    :
:  155,450   164,948   211,909    18,028    75,874   187,190   348,876   158,446    38,652    84,707   125,715 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:  -12,864   -10,649    11,567     1,016    -6,287     2,992   -16,197       408   -15,788     8,047   -13,308 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      16.2      20.8       1.8       7.4      18.4      34.2      15.6       3.8       8.3      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   306                     :
:       36        28        24         7        22        48        81        65        43        58        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   703,735                :
: Positions                                                                                                    :
:  130,379   111,761    23,762    44,895   278,345    18,265    17,905    95,004    13,216    13,229   140,340 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:  -45,269   -31,453   -18,048   -12,489   -84,505       600    -9,297  -101,395       417    -8,891   -76,465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5      15.9       3.4       6.4      39.6       2.6       2.5      13.5       1.9       1.9      19.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   123                     :
:       28        27        10        12        22        16        13        22        26        14        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   330,875                :
: Positions                                                                                                    :
:  102,395    63,575    30,147    34,405    41,835    43,543     5,706    27,614    28,081   100,677    49,101 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      656       489      -264     1,409      -709       405      -688       751    -3,917    -4,808     6,737 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      19.2       9.1      10.4      12.6      13.2       1.7       8.3       8.5      30.4      14.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       26        24         7         7        13         8         5        10        10         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    95,967                :
: Positions                                                                                                    :
:   12,682    19,226    17,374    14,237    23,909    11,394     8,435     6,738     8,535     9,281     7,025 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   -4,783   -10,154    -8,181     4,902   -11,074    -7,575   -14,050    -1,505    -3,283    -4,853    -5,619 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      20.0      18.1      14.8      24.9      11.9       8.8       7.0       8.9       9.7       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:        7         8         6         6        12         5         4         8         8         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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    64,268                :
: Positions                                                                                                    :
:    2,204     2,416     1,674     4,515    26,019     1,688       471    19,230     2,067       177    11,383 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   -3,479    -1,126    -2,310    -5,998   -34,172    -1,597       186   -13,785      -306    -1,053   -16,320 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.4       3.8       2.6       7.0      40.5       2.6       0.7      29.9       3.2       0.3      17.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         .         4         .         5         .         .         .         6         .        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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 1,510,628                :
: Positions                                                                                                    :
:  541,438   250,508    25,849   827,449   224,324    41,258    30,153    70,983   523,345    37,843    38,920 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   -1,487     3,118    -6,388    -1,379     2,197    -3,711    -8,084     4,893    -3,129     1,803      -137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      16.6       1.7      54.8      14.8       2.7       2.0       4.7      34.6       2.5       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   105                     :
:       39        34         4        16        18         7         9        13        13        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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   313,610                :
: Positions                                                                                                    :
:   66,223    72,708   160,369   123,564    35,320     3,361    21,083    12,597     5,685    17,809    28,294 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:   -5,929   -24,780   -12,969    -2,957   -12,161    -1,464   -19,686   -11,902   -29,808    -3,100    -8,797 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      23.2      51.1      39.4      11.3       1.1       6.7       4.0       1.8       5.7       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       17        15        12         8        14         .         8         9         6        10        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    25,576                :
: Positions                                                                                                    :
:   22,806    17,453       816     6,858       785         0         0         0       967         0        62 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      250       310         0         0         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      68.2       3.2      26.8       3.1       0.0       0.0       0.0       3.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        21         4         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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 PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is   100,503                :
: Positions                                                                                                    :
:   80,611    65,511     8,782    17,253     7,300       301     2,220         0     1,833     7,064       818 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      525       194        35       -75        20         0         0         0       117       528       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      65.2       8.7      17.2       7.3       0.3       2.2       0.0       1.8       7.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       49        44         5         6         9         .         .         0         6         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    29,153                :
: Positions                                                                                                    :
:   22,204    23,070     3,404     2,953     2,488       255         0        57         0       480         0 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      956       816      -180         0       360         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      79.1      11.7      10.1       8.5       0.9       0.0       0.2       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        12         .         4         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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 SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    33,555                :
: Positions                                                                                                    :
:   26,389    24,732     2,980     1,890       925     1,860         0         0       643     5,343       242 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:      584       368       -21        64       -59         0         0         0        -6       140       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      73.7       8.9       5.6       2.8       5.5       0.0       0.0       1.9      15.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        24         4         5         6         .         0         0         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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     9,368                :
: Positions                                                                                                    :
:    7,113     4,081     1,080     3,589       178         0         0         0       120       796       459 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      43.6      11.5      38.3       1.9       0.0       0.0       0.0       1.3       8.5       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        16         .         5         4         0         0         0         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2015 
:                                             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) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    13,358                :
: Positions                                                                                                    :
:   11,496     7,477       564     4,341       246         0       163         0         0       834        58 :
:                                                                                                              :
: Changes from:     December 22, 2015                                                                          :
:       68        33         0        30         6         0       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      56.0       4.2      32.5       1.8       0.0       1.2       0.0       0.0       6.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         .         5         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 1, 2016