Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,262,827                :
: Positions                                                                                                    :
:2,494,989   879,793   319,000 2,285,428   236,390   372,749    39,957   288,438   125,467   138,060   379,305 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    4,744    24,496       154    18,100    14,462    17,926    -8,890   -28,280   -29,318   -41,038    -7,772 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      20.6       7.5      53.6       5.5       8.7       0.9       6.8       2.9       3.2       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      114        99         4        20        22        21         8        22        25        23        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   321,563                :
: Positions                                                                                                    :
:   28,998    53,695    38,421    90,665    31,499   138,199    11,963    35,332    22,931    71,824    26,177 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    2,518     2,760     5,368   -13,792     4,745   -15,900       -40     7,569     4,832     5,660    -5,386 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      16.7      11.9      28.2       9.8      43.0       3.7      11.0       7.1      22.3       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       17        15        10         8        17         8         5         7         6        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   281,093                :
: Positions                                                                                                    :
:  201,949   222,383    11,696     8,130    19,972     9,403     1,885     2,097     7,920     7,266     8,740 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    3,981     1,490       302     2,665      -609     1,568       -61    -1,293       381     1,442      -869 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      79.1       4.2       2.9       7.1       3.3       0.7       0.7       2.8       2.6       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        25         .         4         6         .         .         .         4         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   157,213                :
: Positions                                                                                                    :
:  131,803   118,269     3,156    15,937     4,747     1,791       736     1,622     2,948     8,550     2,654 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    4,223     4,818       -60       505       126     1,791       -99      -280       270      -266       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      75.2       2.0      10.1       3.0       1.1       0.5       1.0       1.9       5.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   227,364                :
: Positions                                                                                                    :
:  193,798    57,576     4,384   141,206     7,347       464     3,214     5,867       910       767       523 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      562       654        90    -1,402     1,061      -391     2,139    -1,139       735       -60      -398 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      25.3       1.9      62.1       3.2       0.2       1.4       2.6       0.4       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        15         .        13         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   691,700                :
: Positions                                                                                                    :
:  595,432   180,972    25,421   444,723    39,743     2,554     4,674     9,083     3,385     4,660     4,743 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   20,057     4,142     1,126    15,723       315       188       398    -2,620      -706       143       127 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      26.2       3.7      64.3       5.7       0.4       0.7       1.3       0.5       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       39        28         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   310,703                :
: Positions                                                                                                    :
:  259,638   173,932    19,096   124,052       246     2,897         0     2,225    18,497     2,283       939 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    2,556     9,227     1,791    -2,181       124       971         0      -593     3,783      -301      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      56.0       6.1      39.9       0.1       0.9       0.0       0.7       6.0       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       25        32         5         8         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   290,457                :
: Positions                                                                                                    :
:  224,984   185,007    15,079    67,473    29,256     4,013         0     1,444    11,259     1,409       374 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,504     3,987         0    -1,317     1,424     2,489         0      -269       350        -2      -458 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      63.7       5.2      23.2      10.1       1.4       0.0       0.5       3.9       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       27        32         4         8        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   131,100                :
: Positions                                                                                                    :
:  120,997    86,897       172    29,100       697     2,055         0     1,203         0     2,346     1,382 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    5,304     5,164      -428      -126       150       304         0       -99      -338       932       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      66.3       0.1      22.2       0.5       1.6       0.0       0.9       0.0       1.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        17         .         6         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   123,783                :
: Positions                                                                                                    :
:   88,568    97,337    14,698     4,265     5,987         0     3,781        58     5,031         0     2,259 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,883       487       -60        20      -330         0      -466        30    -2,359         0     1,173 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      78.6      11.9       3.4       4.8       0.0       3.1       0.0       4.1       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        20         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is   108,311                :
: Positions                                                                                                    :
:   91,528    36,893     1,925    56,345       570       440         0       959         0     3,531       362 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,949     1,030         0       365         0         0         0         0         0       308       -92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      34.1       1.8      52.0       0.5       0.4       0.0       0.9       0.0       3.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   170,108                :
: Positions                                                                                                    :
:  117,158    70,087    40,241    83,308     5,256         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    6,330     1,204       481     5,886      -209         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      41.2      23.7      49.0       3.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        10         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    93,090                :
: Positions                                                                                                    :
:   77,705    52,613     4,121    33,739       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,528       952         0      -856         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      56.5       4.4      36.2       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    27,146                :
: Positions                                                                                                    :
:   23,040    22,105     1,637       372     2,106         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      81.4       6.0       1.4       7.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   325,897                :
: Positions                                                                                                    :
:  245,626   133,955    50,290   162,360    12,315       327         0       806         0     3,463     5,571 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      912      -526       407     1,526      -576       -31         0        93         0      -462       215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      41.1      15.4      49.8       3.8       0.1       0.0       0.2       0.0       1.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        24         4        11         8         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    85,123                :
: Positions                                                                                                    :
:   70,149    46,109         0    25,823     2,532         0     1,916     1,040       385         0     1,250 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,140       988         0       453         0         0      -244        -6       119         0       121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      54.2       0.0      30.3       3.0       0.0       2.3       1.2       0.5       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         0         6         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    16,880                :
: Positions                                                                                                    :
:   12,997    14,196     1,623       240         0       240         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      84.1       9.6       1.4       0.0       1.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    77,030                :
: Positions                                                                                                    :
:   32,134    46,802    31,916    16,073     2,448       198     5,279     1,131         0       750       535 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:     -850      -364         0         0         0      -123       428        92         0       -92        18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      60.8      41.4      20.9       3.2       0.3       6.9       1.5       0.0       1.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8         8         5         4         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    81,401                :
: Positions                                                                                                    :
:   47,997    76,367    18,117       140     3,880    10,112         0         0       960       780         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   12,594    10,178      -364      -600       604    -2,490         0         0       960       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      93.8      22.3       0.2       4.8      12.4       0.0       0.0       1.2       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       13        12         9         .         4         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   110,273                :
: Positions                                                                                                    :
:   66,629   105,709    13,299         0     1,183    16,553         0         0     9,857     1,090       465 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   11,645    10,936       960         0      -120    -2,490         0         0       960       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      95.9      12.1       0.0       1.1      15.0       0.0       0.0       8.9       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       24        20         9         0         4         8         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    71,477                :
: Positions                                                                                                    :
:   68,815    70,491     1,490         0         0         0       372         0       248         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    5,946     6,520       630         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      98.6       2.1       0.0       0.0       0.0       0.5       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        19         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   214,584                :
: Positions                                                                                                    :
:  182,254   164,541    14,065    28,982    11,188         0       331     1,201         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   -3,179    -6,215         0       657      -781      -175       331       -38         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      76.7       6.6      13.5       5.2       0.0       0.2       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       30        26         .         6         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    22,473                :
: Positions                                                                                                    :
:   18,300    17,177         0       746     1,116         0       458         0       757         0       403 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      76.4       0.0       3.3       5.0       0.0       2.0       0.0       3.4       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         0         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    54,377                :
: Positions                                                                                                    :
:   34,167    40,460     3,714     2,405         0         0     1,952       468         0     3,374       658 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    2,552     1,002       -90       240         0         0      -124        61         0       274        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      74.4       6.8       4.4       0.0       0.0       3.6       0.9       0.0       6.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         .         .         0         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   123,107                :
: Positions                                                                                                    :
:  102,787    64,110     3,031    22,286     7,729         0     6,250       605         0    16,244         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    6,080     3,480     1,852       -90       416         0       676      -532         0     3,186         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      52.1       2.5      18.1       6.3       0.0       5.1       0.5       0.0      13.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       16        19         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   116,892                :
: Positions                                                                                                    :
:   81,011   107,460     7,722         0     3,450     5,253         0       636     7,826         0       100 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    3,711       721    -3,031         0       459       615         0         0      -892         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      91.9       6.6       0.0       3.0       4.5       0.0       0.5       6.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   109,122                :
: Positions                                                                                                    :
:   84,444   101,148    16,205     3,484     2,268     1,712         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      901     1,124      -795         0       449     1,712         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      92.7      14.9       3.2       2.1       1.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         5         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   128,338                :
: Positions                                                                                                    :
:  112,570   122,351     3,905         0       182       608         0       968     1,963     1,890       463 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    2,483     3,037         0         0         0      -214         0       106       704      -245      -341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      95.3       3.0       0.0       0.1       0.5       0.0       0.8       1.5       1.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   148,310                :
: Positions                                                                                                    :
:  112,652    56,132     9,012    63,940     3,516     2,078         0       498         0    14,183       975 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    5,142     3,517      -428       -31       -60      -648         0        48      -578       303       121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      37.8       6.1      43.1       2.4       1.4       0.0       0.3       0.0       9.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        20         .         7         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    24,727                :
: Positions                                                                                                    :
:   19,345    19,794       728         0         0       300         0         0     2,400     4,346         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,685     4,750         0         0         0       300         0         0     2,400       480         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      80.1       2.9       0.0       0.0       1.2       0.0       0.0       9.7      17.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    41,447                :
: Positions                                                                                                    :
:   40,008    34,890         0     4,153       155         0         0         0         0     1,944         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,141       753         0       660         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.5      84.2       0.0      10.0       0.4       0.0       0.0       0.0       0.0       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        14         0         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    61,034                :
: Positions                                                                                                    :
:   38,869    59,716    19,312         0       488         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    5,682    11,240     5,158         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      97.8      31.6       0.0       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   203,645                :
: Positions                                                                                                    :
:  143,340   149,395    27,850    15,574    21,877     1,322         0       278       447     7,071     1,274 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:     -527     1,986       458    -2,596     1,807        60         0       -30       153       694      -273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      73.4      13.7       7.6      10.7       0.6       0.0       0.1       0.2       3.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        24         4         5         7         .         0         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    90,931                :
: Positions                                                                                                    :
:   42,510    59,218    36,173    18,433       616         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    2,012     1,674      -214         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      65.1      39.8      20.3       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        5        12         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    92,598                :
: Positions                                                                                                    :
:   55,693    56,979    24,126    27,629     3,658         0         0         0         0     1,259       453 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      885     1,132     1,800       483         0         0         0         0         0      -184       122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      61.5      26.1      29.8       4.0       0.0       0.0       0.0       0.0       1.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is    95,479                :
: Positions                                                                                                    :
:   81,510    37,253     4,489    51,804     1,051         0         0         0     2,712         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    2,458     1,141       151       644       111         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      39.0       4.7      54.3       1.1       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         5         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,070,818                :
: Positions                                                                                                    :
:  150,631   144,881   184,678    32,989    73,297   202,692   325,492   211,485    52,396   109,473   128,631 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:  -15,199   -15,538   -18,643     4,263     2,833       839   -32,225    -5,572   -10,740    -1,181     8,034 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1      13.5      17.2       3.1       6.8      18.9      30.4      19.7       4.9      10.2      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   332                     :
:       36        31        26         8        26        64        82        75        49        53        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   297,722                :
: Positions                                                                                                    :
:   79,517    51,190    32,601    30,594    48,576    43,255       250    28,301    20,472    97,119    36,855 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   -5,335      -332     9,473     2,574    -4,737       224    -2,310     1,551    -4,950    -1,191    -4,436 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.7      17.2      11.0      10.3      16.3      14.5       0.1       9.5       6.9      32.6      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       21        21         7         7        14        11         .        11         8        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   120,257                :
: Positions                                                                                                    :
:   15,453    27,127    30,632    14,013    27,457    10,395    17,806    10,352     5,795     6,002    13,288 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      378     1,036     2,841       305     1,233    -3,921     4,432     1,649     1,593    -4,293        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      22.6      25.5      11.7      22.8       8.6      14.8       8.6       4.8       5.0      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       12        11        12         .        15         7        10        15        10         8        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is    22,527                :
: Positions                                                                                                    :
:    1,257     4,157     8,474     1,698     6,128     2,392     5,315     2,015       891     1,796     1,177 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      -43       215     2,909      -335    -2,072      -471     1,965       399      -108       442        72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.6      18.5      37.6       7.5      27.2      10.6      23.6       8.9       4.0       8.0       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        .         .         4         .         7         4         .         6         .         7         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    38,381                :
: Positions                                                                                                    :
:    3,419     9,894     9,154     3,210     9,147     7,760     7,717     2,838     2,576     2,233     2,784 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:        0         0     2,790      -381    -1,385         0     2,226      -582        69     1,390      -845 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.9      25.8      23.9       8.4      23.8      20.2      20.1       7.4       6.7       5.8       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         5         .         4         .         4         5         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,482,368                :
: Positions                                                                                                    :
:  502,499   202,074    65,012   873,910   198,595    57,478    15,750    87,331   498,486    39,978    38,728 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   10,225     2,114       637     9,949       102     2,065     4,751    -1,205     2,309       279      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      13.6       4.4      59.0      13.4       3.9       1.1       5.9      33.6       2.7       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       38        32         4        16        17         8         6        12        15         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   340,695                :
: Positions                                                                                                    :
:   64,354    72,519   162,178    97,778    52,172    13,461    37,892    13,380     8,232    35,537    24,314 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:   -1,102     2,612     2,462    -4,003     2,684       550       -90        28      -692       966     1,480 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      21.3      47.6      28.7      15.3       4.0      11.1       3.9       2.4      10.4       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       16        16        11         8        14         6         9        11         9        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    22,354                :
: Positions                                                                                                    :
:   21,462    14,882         0     6,736       320         0         0         0       394       123        63 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,040       390         0       655        50         0         0         0         5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      66.6       0.0      30.1       1.4       0.0       0.0       0.0       1.8       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        23         0         6         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is   121,126                :
: Positions                                                                                                    :
:  100,187    93,608    10,765    17,228     6,377       946     1,750         0     1,613     1,200       475 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:     -350       -30       196       165        11         0         0         0       429       -20        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      77.3       8.9      14.2       5.3       0.8       1.4       0.0       1.3       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       44        43         5         6         9         .         .         0         6         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                          :
CFTC Code #06665P                                                    Open Interest is    50,494                :
: Positions                                                                                                    :
:   32,980    42,634     7,045     2,060     5,168        54         0       102     4,320       480         0 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      813     4,263      -300        90     1,757         0         0         0     4,320         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      84.4      14.0       4.1      10.2       0.1       0.0       0.2       8.6       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         .         .         5         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                        :
CFTC Code #06665Q                                                    Open Interest is    31,330                :
: Positions                                                                                                    :
:   25,818    26,336     2,540     3,377       985     1,550         0         0        32       257       150 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:    1,522     1,158        71       296       468         0         0         0        -5        60       -53 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      84.1       8.1      10.8       3.1       4.9       0.0       0.0       0.1       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        26         .         7         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    14,956                :
: Positions                                                                                                    :
:    5,841     9,505     7,460     2,697       399         0         0         0       136     1,234       768 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:       58        89       185        80        10         0         0         0        16      -120       239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      63.6      49.9      18.0       2.7       0.0       0.0       0.0       0.9       8.3       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        23         5         4         4         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 22, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    14,682                :
: Positions                                                                                                    :
:   12,851     8,886       400     4,808       372         0        46         0       175       218       102 :
:                                                                                                              :
: Changes from:     March 15, 2016                                                                             :
:      351       368         0      -155         0         0         0         0       -76        59        17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      60.5       2.7      32.7       2.5       0.0       0.3       0.0       1.2       1.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        14         .         5         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 25, 2016