Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 4,405,442                :
: Positions                                                                                                    :
:2,578,728   947,743   307,838 2,329,350   240,565   391,241    57,526   244,504   178,421   134,498   395,389 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   83,739    67,950   -11,162    43,922     4,175    18,492    17,569   -43,934    52,954    -3,562    16,084 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      21.5       7.0      52.9       5.5       8.9       1.3       5.6       4.1       3.1       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      116        98         4        20        22        19         9        21        26        24        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   270,105                :
: Positions                                                                                                    :
:   27,785    52,106    34,943    74,537    26,580   104,369     7,554    32,024    18,598    53,174    23,394 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   -1,213    -1,589    -3,478   -16,128    -4,919   -33,830    -4,409    -3,308    -4,333   -18,650    -2,783 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.3      19.3      12.9      27.6       9.8      38.6       2.8      11.9       6.9      19.7       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       12        15         9         8        16         7         4         7         7         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   285,379                :
: Positions                                                                                                    :
:  204,774   227,694    12,702     9,806    20,126    11,418     1,454     2,144     8,485     7,731     6,996 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,825     5,311     1,006     1,676       154     2,015      -431        47       565       465    -1,744 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      79.8       4.5       3.4       7.1       4.0       0.5       0.8       3.0       2.7       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        26         .         5         6         .         .         .         4         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   154,348                :
: Positions                                                                                                    :
:  130,020   114,459     3,276    15,795     5,296     1,190       736     1,459     2,380     8,974     2,708 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   -1,783    -3,810       120      -142       549      -601         0      -163      -568       424        54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      74.2       2.1      10.2       3.4       0.8       0.5       0.9       1.5       5.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   232,129                :
: Positions                                                                                                    :
:  196,385    59,638     6,809   144,772     7,600       645     3,513     5,564       901       767     1,226 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,587     2,062     2,425     3,566       253       181       299      -303        -9         0       703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      25.7       2.9      62.4       3.3       0.3       1.5       2.4       0.4       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        17         .        13         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   708,954                :
: Positions                                                                                                    :
:  613,555   191,307    25,849   450,991    40,623     2,107     5,320     7,599     2,472     4,599     4,467 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   18,123    10,335       428     6,268       880      -447       646    -1,484      -913       -61      -276 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      27.0       3.6      63.6       5.7       0.3       0.8       1.1       0.3       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       39        27         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   311,708                :
: Positions                                                                                                    :
:  260,712   173,394    19,523   124,945       246     2,378     1,057     2,576    18,057     2,313       939 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,074      -538       427       893         0      -519     1,057       351      -440        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      55.6       6.3      40.1       0.1       0.8       0.3       0.8       5.8       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       26        34         5         8         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   296,469                :
: Positions                                                                                                    :
:  227,089   190,736    15,229    66,516    30,271     4,093         0     1,331    11,998     1,353       689 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,105     5,729       150      -957     1,015        80         0      -113       739       -56       315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      64.3       5.1      22.4      10.2       1.4       0.0       0.4       4.0       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       32        33         4         8        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   139,313                :
: Positions                                                                                                    :
:  129,110    90,109       356    29,069       585     1,765       240     1,051         0     7,002     1,384 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    8,113     3,212       184       -31      -112      -290       240      -152         0     4,656         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      64.7       0.3      20.9       0.4       1.3       0.2       0.8       0.0       5.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        17         .         6         .         .         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   125,111                :
: Positions                                                                                                    :
:   89,187   100,045    14,547     4,479     6,106         0     3,687        58     6,574         0     1,244 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      619     2,708      -151       214       119         0       -94         0     1,543         0    -1,015 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      80.0      11.6       3.6       4.9       0.0       2.9       0.0       5.3       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        20         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   109,849                :
: Positions                                                                                                    :
:   93,503    38,528     1,925    56,255       570       313         0     1,047         0     3,588       424 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,975     1,635         0       -90         0      -127         0        88         0        57        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      35.1       1.8      51.2       0.5       0.3       0.0       1.0       0.0       3.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   172,587                :
: Positions                                                                                                    :
:  119,385    70,380    40,341    84,975     5,317         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,227       293       100     1,667        61         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      40.8      23.4      49.2       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 29, 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    93,484                :
: Positions                                                                                                    :
:   77,885    53,333     4,121    33,293       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      180       720         0      -446         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      57.1       4.4      35.6       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    26,636                :
: Positions                                                                                                    :
:   23,790    20,629     1,073     2,268     1,050         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      750    -1,476      -564     1,896    -1,056         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      77.4       4.0       8.5       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   327,858                :
: Positions                                                                                                    :
:  245,350   132,423    50,147   164,051    13,528       420        34     1,051        39     2,866     5,319 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:     -276    -1,532      -143     1,691     1,213        93        34       245        39      -597      -252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      40.4      15.3      50.0       4.1       0.1       0.0       0.3       0.0       0.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        24         4        11         8         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    86,428                :
: Positions                                                                                                    :
:   71,006    45,626         0    26,729     2,349        22       854     1,348         0     1,704     1,394 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      857      -483         0       906      -183        22    -1,062       308      -385     1,704       144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      52.8       0.0      30.9       2.7       0.0       1.0       1.6       0.0       2.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         0         6         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    20,936                :
: Positions                                                                                                    :
:   16,355    18,552     1,593       240         0       240         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    3,358     4,356       -30         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      88.6       7.6       1.1       0.0       1.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    79,540                :
: Positions                                                                                                    :
:   33,235    47,170    31,706    16,043     2,448       135     6,598     1,177     2,274     1,064     1,210 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,101       368      -210       -30         0       -63     1,319        46     2,274       314       675 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      59.3      39.9      20.2       3.1       0.2       8.3       1.5       2.9       1.3       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8         8         5         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   110,651                :
: Positions                                                                                                    :
:   67,767    94,997    20,515         0     4,466    13,082     4,260         0     2,340     4,800       360 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   19,770    18,630     2,398      -140       586     2,970     4,260         0     1,380     4,020       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      85.9      18.5       0.0       4.0      11.8       3.8       0.0       2.1       4.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       25        23        10         0         4         5         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   141,203                :
: Positions                                                                                                    :
:   88,373   126,243    16,569         0     2,383    19,001     3,888       522    10,277     4,120     2,085 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   21,744    20,534     3,270         0     1,200     2,448     3,888       522       420     3,030     1,620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      89.4      11.7       0.0       1.7      13.5       2.8       0.4       7.3       2.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       34        31         9         0         4         9         .         .         8         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    72,309                :
: Positions                                                                                                    :
:   69,836    70,993     1,550         0         0         0       372         0       248         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,021       502        60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.6      98.2       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:    35                     :
:       18        21         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   215,166                :
: Positions                                                                                                    :
:  180,713   164,575    16,406    30,504    10,432         0       481     1,107         0         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   -1,541        34     2,341     1,522      -756         0       150       -94         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      76.5       7.6      14.2       4.8       0.0       0.2       0.5       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 29, 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    25,854                :
: Positions                                                                                                    :
:   22,905    21,864         0        86     1,116         0       308         0       727         0       403 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    4,605     4,687         0      -660         0         0      -150         0       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      84.6       0.0       0.3       4.3       0.0       1.2       0.0       2.8       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        14         0         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    55,744                :
: Positions                                                                                                    :
:   35,542    39,628     3,714     2,379       214         0     1,708       577         0     4,996       627 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,375      -832         0       -26       214         0      -244       109         0     1,622       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      71.1       6.7       4.3       0.4       0.0       3.1       1.0       0.0       9.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   124,481                :
: Positions                                                                                                    :
:  103,943    65,964     3,031    21,430     7,819         0     5,908       523         0    17,074         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,156     1,854         0      -856        90         0      -342       -82         0       830         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      53.0       2.4      17.2       6.3       0.0       4.7       0.4       0.0      13.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       16        21         .         5         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   118,673                :
: Positions                                                                                                    :
:   82,053   108,587     7,569         0     3,603     5,654         0       636     7,769         0       190 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    1,042     1,127      -153         0       153       401         0         0       -57         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      91.5       6.4       0.0       3.0       4.8       0.0       0.5       6.5       0.0       0.2 :
:                                                                                                              :
: 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 29, 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   112,131                :
: Positions                                                                                                    :
:   85,022   103,576    16,723     3,484     2,628     1,712         0         0       930         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      578     2,428       518         0       360         0         0         0       930         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      92.4      14.9       3.1       2.3       1.5       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        14         5         .         4         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   130,019                :
: Positions                                                                                                    :
:  114,683   123,450     3,905         0       182       271         0       968     1,594     1,920       709 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,113     1,099         0         0         0      -337         0         0      -369        30       246 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      94.9       3.0       0.0       0.1       0.2       0.0       0.7       1.2       1.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   154,525                :
: Positions                                                                                                    :
:  118,771    60,200    10,035    62,114     4,049     1,466         0       797         0    16,757     1,394 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    6,119     4,068     1,023    -1,826       533      -612         0       299         0     2,574       419 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      39.0       6.5      40.2       2.6       0.9       0.0       0.5       0.0      10.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        21         .         7         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    25,867                :
: Positions                                                                                                    :
:   19,675    20,274     1,718         0         0       300         0         0     2,400     5,006         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      330       480       990         0         0         0         0         0         0       660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      78.4       6.6       0.0       0.0       1.2       0.0       0.0       9.3      19.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    43,937                :
: Positions                                                                                                    :
:   42,107    35,458         0     5,953       155         0         0         0         0     1,794         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,099       568         0     1,800         0         0         0         0         0      -150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.8      80.7       0.0      13.5       0.4       0.0       0.0       0.0       0.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         0         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    65,920                :
: Positions                                                                                                    :
:   42,495    63,462    20,366         0       488         0       480         0         0       480         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    3,626     3,746     1,054         0         0         0       480         0         0       480         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      96.3      30.9       0.0       0.7       0.0       0.7       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         .         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   206,758                :
: Positions                                                                                                    :
:  148,527   149,976    27,553    18,217    20,525     1,322         0       278        29     7,671       955 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    5,187       581      -297     2,643    -1,352         0         0         0      -418       600      -319 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      72.5      13.3       8.8       9.9       0.6       0.0       0.1       0.0       3.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       30        24         4         5         7         .         0         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    93,299                :
: Positions                                                                                                    :
:   45,151    62,660    37,940    18,433     1,038         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    2,641     3,442     1,767         0       422         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      67.2      40.7      19.8       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7        14         8         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    96,136                :
: Positions                                                                                                    :
:   55,140    60,034    27,910    27,720     3,658         0         0         0         0     1,165       394 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:     -553     3,055     3,784        91         0         0         0         0         0       -94       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      62.4      29.0      28.8       3.8       0.0       0.0       0.0       0.0       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 2016             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    44,680                :
: Positions                                                                                                    :
:   44,110    42,504         0       766         0         0         0         0         0       716        90 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.7      95.1       0.0       1.7       0.0       0.0       0.0       0.0       0.0       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        11         0         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    97,286                :
: Positions                                                                                                    :
:   82,132    38,984     5,705    51,850     1,021         0         0         0     2,712         0         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      622     1,731     1,216        46       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      40.1       5.9      53.3       1.0       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         6         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 1,073,459                :
: Positions                                                                                                    :
:  163,459   162,256   179,387    34,790    71,324   209,898   301,140   214,856    37,991   114,442   130,121 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   12,828    17,375    -5,291     1,801    -1,973     7,206   -24,352     3,371   -14,405     4,969     1,490 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      15.1      16.7       3.2       6.6      19.6      28.1      20.0       3.5      10.7      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   310                     :
:       34        30        24         9        23        61        74        68        39        56        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   297,181                :
: Positions                                                                                                    :
:   80,191    53,101    32,613    29,941    48,380    41,503     2,579    28,231    20,719    92,874    36,220 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      674     1,911        12      -653      -196    -1,752     2,329       -70       247    -4,245      -635 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      17.9      11.0      10.1      16.3      14.0       0.9       9.5       7.0      31.3      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       25        23         7         7        14        10         .        10        10        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   101,605                :
: Positions                                                                                                    :
:   11,691    24,976    27,869    18,186    20,349     9,694     8,228     8,563     6,349     7,171     8,925 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   -3,762    -2,151    -2,763     4,173    -7,108      -701    -9,578    -1,789       554     1,169    -4,363 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.5      24.6      27.4      17.9      20.0       9.5       8.1       8.4       6.2       7.1       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       10        10        12         .        14         7         5         9        10         7        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    18,538                :
: Positions                                                                                                    :
:    1,257     4,092     6,830     2,818     5,927     1,512       978     1,762       156     1,783     1,043 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:        0       -65    -1,644     1,120      -201      -880    -4,337      -253      -735       -13      -134 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.8      22.1      36.8      15.2      32.0       8.2       5.3       9.5       0.8       9.6       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        .         .         4         .         6         .         .         5         .         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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 1,495,378                :
: Positions                                                                                                    :
:  506,197   206,075    66,095   881,291   199,890    60,912    18,454    85,221   501,939    42,061    37,108 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:    3,698     4,001     1,083     7,381     1,295     3,434     2,704    -2,110     3,453     2,083    -1,620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.9      13.8       4.4      58.9      13.4       4.1       1.2       5.7      33.6       2.8       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   102                     :
:       39        32         4        16        17         8         7        12        14         8        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   306,452                :
: Positions                                                                                                    :
:   62,419    59,828   159,511   115,027    33,409    11,020    31,117    11,873    10,397    32,708    15,155 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   -1,935   -12,691    -2,667    17,249   -18,763    -2,441    -6,775    -1,507     2,165    -2,829    -9,159 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4      19.5      52.1      37.5      10.9       3.6      10.2       3.9       3.4      10.7       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       13        15        12         7        15         6         9        11         8         7        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    22,911                :
: Positions                                                                                                    :
:   22,002    15,380         0     6,746       320         0         0         0       362       123       112 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      540       498         0        10         0         0         0         0       -32         0        49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      67.1       0.0      29.4       1.4       0.0       0.0       0.0       1.6       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        24         0         6         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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   121,284                :
: Positions                                                                                                    :
:   98,257    93,174    10,295    17,343     6,894     2,740     1,750         0     1,802     1,198       437 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:   -1,930      -434      -470       115       517     1,794         0         0       189        -2       -38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      76.8       8.5      14.3       5.7       2.3       1.4       0.0       1.5       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       45        43         5         7        10         .         .         0         6         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    52,196                :
: Positions                                                                                                    :
:   32,840    43,169     8,120     2,040     4,880        54     1,404       102     5,400       480         0 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:     -140       535     1,075       -20      -288         0     1,404         0     1,080         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      82.7      15.6       3.9       9.3       0.1       2.7       0.2      10.3       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        15         .         .         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    31,201                :
: Positions                                                                                                    :
:   25,381    26,157     2,775     3,329       955     1,550         0         0        43       241       229 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:     -437      -179       235       -48       -30         0         0         0        11       -16        79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      83.8       8.9      10.7       3.1       5.0       0.0       0.0       0.1       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        26         .         7         5         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    15,686                :
: Positions                                                                                                    :
:    6,188     9,477     7,460     3,389       264         0         0         0       628     1,420       777 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:      347       -28         0       692      -135         0         0         0       492       186         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      60.4      47.6      21.6       1.7       0.0       0.0       0.0       4.0       9.1       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        24         5         4         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 29, 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    14,543                :
: Positions                                                                                                    :
:   12,679     8,869       400     4,658       372         0        46         0       176       179       104 :
:                                                                                                              :
: Changes from:     March 22, 2016                                                                             :
:     -172       -17         0      -150         0         0         0         0         1       -39         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      61.0       2.8      32.0       2.6       0.0       0.3       0.0       1.2       1.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        14         .         5         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated April 1, 2016