Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 4,231,340                :
: Positions                                                                                                    :
:2,430,861   835,914   312,769 2,172,368   214,528   326,370    47,448   314,717   152,964   198,126   432,304 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   28,589     5,911     8,809       892     8,317   -10,388    -1,367    -9,011    -5,248    13,012       101 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      19.8       7.4      51.3       5.1       7.7       1.1       7.4       3.6       4.7      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      107        94         5        19        21        20         8        20        17        33        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 2,344,093                :
: Positions                                                                                                    :
:  296,333   280,394    20,380    72,706   726,027    82,414    26,637   642,054     9,709    33,118   561,422 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   11,654     8,933    -2,490     4,479    25,370      -173     1,883    37,129     1,761    -2,809    34,368 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      12.0       0.9       3.1      31.0       3.5       1.1      27.4       0.4       1.4      24.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       33        31         6        12        18        10         6        14         9        16        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   286,885                :
: Positions                                                                                                    :
:  199,985   229,486    11,151     6,711    21,309     8,195     1,824     3,845    13,436     3,564    10,297 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -14,370   -11,210    -1,279      -769       639    -3,273     1,043      -820     6,727    -3,796    -4,829 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      80.0       3.9       2.3       7.4       2.9       0.6       1.3       4.7       1.2       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        26         .         4         6         .         .         .         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   148,295                :
: Positions                                                                                                    :
:  122,202   109,293     3,312    14,776     4,375         0     1,030     1,595     2,944     8,926     2,206 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -12,344   -10,789       345      -634       309         0        68        21      -998    -1,823      -576 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      73.7       2.2      10.0       3.0       0.0       0.7       1.1       2.0       6.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        23         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   226,950                :
: Positions                                                                                                    :
:  194,011    55,959     4,324   142,266     6,286     1,702         0     8,054         0     2,862       202 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -13,194    -1,475     2,031    -9,189    -1,008       448    -4,280      -229         0     1,339      -690 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      24.7       1.9      62.7       2.8       0.7       0.0       3.5       0.0       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        15         .        12         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   662,693                :
: Positions                                                                                                    :
:  565,669   172,776    23,993   423,384    36,024         0     4,775    14,365     8,003     3,847     3,725 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -27,692   -15,875    -1,535   -11,527       551      -251      -304      -602     1,276       134      -614 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      26.1       3.6      63.9       5.4       0.0       0.7       2.2       1.2       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       39        28         4        10        13         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   302,961                :
: Positions                                                                                                    :
:  253,283   161,012    17,038   126,196       122     2,933         0     2,420    14,706     2,307     1,535 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -16,686   -10,608      -229    -2,684         0      -641         0       -26     1,607       270    -1,776 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      53.1       5.6      41.7       0.0       1.0       0.0       0.8       4.9       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       25        26         4         8         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   280,034                :
: Positions                                                                                                    :
:  216,486   176,707    15,907    67,663    26,505     1,853         0     1,231    10,505     1,411       997 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -17,916   -15,625      -821    -3,074       122        65         0      -131       428        59      -228 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      63.1       5.7      24.2       9.5       0.7       0.0       0.4       3.8       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       25        30         4         7         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   121,846                :
: Positions                                                                                                    :
:  112,760    80,182       478    29,226       547     1,805         0       975         0     2,230       791 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -18,000   -14,205      -428    -2,114       -61      -970         0       384         0    -3,566       175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      65.8       0.4      24.0       0.4       1.5       0.0       0.8       0.0       1.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        14         .         6         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   120,182                :
: Positions                                                                                                    :
:   85,619    92,470     9,967     6,296     4,891         0     4,365         0     7,361         0     1,535 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -2,947      -162        88       112      -723         0      -922         0       210         0      -326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      76.9       8.3       5.2       4.1       0.0       3.6       0.0       6.1       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       23        18         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   104,791                :
: Positions                                                                                                    :
:   86,713    35,666     1,925    56,408       570       563         0       898         0       275     1,280 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -11,772    -2,824      -327    -4,727       -62       -84         0        68         0    -2,746      -114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      34.0       1.8      53.8       0.5       0.5       0.0       0.9       0.0       0.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        10         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   159,475                :
: Positions                                                                                                    :
:  106,996    67,238    38,889    75,865     4,786         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -6,313    -5,043    -1,319    -6,502    -1,543         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      42.2      24.4      47.6       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        11         .         8         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    92,172                :
: Positions                                                                                                    :
:   74,951    51,569     4,121    34,655       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    3,488     2,763    -3,141       104       -40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      55.9       4.5      37.6       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   320,718                :
: Positions                                                                                                    :
:  239,088   133,629    50,945   157,254    13,028       331         0       620         0     3,466     5,691 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -1,265   -11,465    -3,279     8,817    -2,130    -2,283      -427       218      -218    -2,364       338 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      41.7      15.9      49.0       4.1       0.1       0.0       0.2       0.0       1.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        25         4        11         7         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    83,403                :
: Positions                                                                                                    :
:   68,800    43,942         0    26,276     2,532         0     2,614     1,046       684         0     1,006 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -8,683    -5,159         0      -709      -528         0      -272         0       684    -1,500      -112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      52.7       0.0      31.5       3.0       0.0       3.1       1.3       0.8       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         0         6         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    73,054                :
: Positions                                                                                                    :
:   29,326    44,296    31,820    16,073     2,448       321     4,397     1,039       360       686       439 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -4,960    -3,453       -86      -744      -744       146      -620       -22       -62       686      -355 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      60.6      43.6      22.0       3.4       0.4       6.0       1.4       0.5       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        6         7         5         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    64,660                :
: Positions                                                                                                    :
:   33,506    61,250    18,311       740     2,436     8,912         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -16,272   -40,424   -10,744       124      -527    -6,441         0         0    -9,114      -775         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      94.7      28.3       1.1       3.8      13.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        11         7         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    93,487                :
: Positions                                                                                                    :
:   53,178    90,573    13,239         0       403    15,353         0         0     9,362       775         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -21,376   -22,763      -580         0    -2,320     1,043         0    -1,043    -2,204      -696      -435 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      96.9      14.2       0.0       0.4      16.4       0.0       0.0      10.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       22        20         9         0         .         7         0         0         8         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    53,173                :
: Positions                                                                                                    :
:   51,381    52,367       434         0         0         0       372         0       248         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -7,964    -8,122      -563         0         0         0         0         0      -261         0       -87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.6      98.5       0.8       0.0       0.0       0.0       0.7       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        16         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   210,764                :
: Positions                                                                                                    :
:  177,448   163,650    13,937    26,393    12,397         0       532     1,002         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -17,289    -9,561       819    -4,106      -174         0       532     1,002         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      77.6       6.6      12.5       5.9       0.0       0.3       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       29        25         .         6         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    52,031                :
: Positions                                                                                                    :
:   31,495    37,972     3,804     2,165         0         0     2,688       304         0     3,030       472 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -6,491    -5,149    -1,101    -1,029    -1,372         0      -315         0         0    -1,199       166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      73.0       7.3       4.2       0.0       0.0       5.2       0.6       0.0       5.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        14         .         .         0         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   114,919                :
: Positions                                                                                                    :
:   94,659    59,904     1,179    21,606     7,313         0     6,762       959         0    11,896         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -8,964    -2,577      -116      -580      -718         0      -889        77         0      -726         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      52.1       1.0      18.8       6.4       0.0       5.9       0.8       0.0      10.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       13        18         .         5         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   112,560                :
: Positions                                                                                                    :
:   75,093   104,470    11,631         0     2,505     4,852         0       636     8,071         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -1,922    -1,750    -1,835      -736      -364      -569         0         0      -590         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      92.8      10.3       0.0       2.2       4.3       0.0       0.6       7.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         0         .         .         0         .         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   105,060                :
: Positions                                                                                                    :
:   82,231    98,376    16,516     3,484     1,639         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -3,363    -2,713     1,333       -93      -474         0         0         0      -310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      93.6      15.7       3.3       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        14         5         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   126,706                :
: Positions                                                                                                    :
:  112,218   120,671     3,905         0       182       946         0       738         0     1,004       593 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -5,295    -6,212    -2,539         0      -213      -549         0       149      -217       -79       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      95.2       3.1       0.0       0.1       0.7       0.0       0.6       0.0       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         .         0         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   139,689                :
: Positions                                                                                                    :
:  103,026    49,076     9,624    62,670     3,155     3,094         0       540       440    12,080       694 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -6,099    -2,106      -108    -4,021    -1,189      -176         0        90       440      -283    -3,864 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      35.1       6.9      44.9       2.3       2.2       0.0       0.4       0.3       8.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        17         .         7         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    48,160                :
: Positions                                                                                                    :
:   32,123    46,932    13,794         0       488         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    2,790    -1,789    -4,675         0       488         0         0         0         0    -1,276         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      97.5      28.6       0.0       1.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   198,808                :
: Positions                                                                                                    :
:  141,187   144,402    27,025    18,726    19,710       868         0       672       396     6,653     1,751 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:  -10,075    -4,163      -362    -2,257      -999       -90         0        90       396    -3,826       612 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      72.6      13.6       9.4       9.9       0.4       0.0       0.3       0.2       3.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        21         4         5         7         .         0         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    88,218                :
: Positions                                                                                                    :
:   39,308    57,150    36,627    18,433       616         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -2,275    -5,615       578      -217      -395         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.6      64.8      41.5      20.9       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        4        11         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    87,785                :
: Positions                                                                                                    :
:   51,853    53,556    22,356    26,542     3,658         0         0         0         0     1,413       361 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -3,218    -1,262     2,405       154      -568         0         0         0      -299     1,413       147 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      61.0      25.5      30.2       4.2       0.0       0.0       0.0       0.0       1.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    91,783                :
: Positions                                                                                                    :
:   74,824    34,400     4,746    51,777     2,337         0         0         0     2,712         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -3,798    -3,604       702     1,000      -686         0         0         0      -360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      37.5       5.2      56.4       2.5       0.0       0.0       0.0       3.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         4         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 1,103,175                :
: Positions                                                                                                    :
:  136,904   132,680   202,423    29,129    74,887   193,656   368,005   211,328    68,542   102,146   139,557 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   11,192     9,061    13,098     3,689    -9,579     3,635    10,119     8,334      -216     8,986     2,509 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      12.0      18.3       2.6       6.8      17.6      33.4      19.2       6.2       9.3      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   349                     :
:       33        29        26         9        26        59        91        74        65        55        77 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   844,614                :
: Positions                                                                                                    :
:  166,491   135,966    17,430    68,693   312,147    31,162    14,165   122,080    20,024    18,966   169,536 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   13,421     9,332    -2,142     6,720     2,444     4,775       838    12,155       256      -525     1,361 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      16.1       2.1       8.1      37.0       3.7       1.7      14.5       2.4       2.2      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   133                     :
:       32        33         6        16        22        24        10        26        28        13        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   299,111                :
: Positions                                                                                                    :
:   82,959    50,292    24,434    28,347    53,087    42,050     2,555    27,031    25,620    95,756    35,346 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:      226    -1,187     1,037    -2,000       447      -620        -6     2,108     4,337     8,425      -953 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.7      16.8       8.2       9.5      17.7      14.1       0.9       9.0       8.6      32.0      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       20        20         7         6        13         7         .        11         9        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   110,572                :
: Positions                                                                                                    :
:   13,962    23,501    28,093    14,487    25,202    16,335    12,537     8,808     4,106    13,030     9,114 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:      270     1,979       664    -2,388     1,368     1,973       814       -81      -794     1,846       916 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      21.3      25.4      13.1      22.8      14.8      11.3       8.0       3.7      11.8       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       10        10        12         .        14         7        10        11         8         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   123,112                :
: Positions                                                                                                    :
:    9,609    10,361     8,989     1,389    55,359     1,040    11,735    26,375     4,287       440    17,454 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:      776       801     1,315        96     8,437       291     1,640       858       266       126     3,309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.8       8.4       7.3       1.1      45.0       0.8       9.5      21.4       3.5       0.4      14.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        4         5         4         4         8         4         5         9         8         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-2500 - NASDAQ FUTURES   (Contracts of 2,500 MMBTU'S)                                  :
CFTC Code #023P03                                                    Open Interest is    35,364                :
: Positions                                                                                                    :
:    3,419     9,894     7,668     4,180     8,980     7,760     4,781     3,060     1,507     1,244     2,671 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7      28.0      21.7      11.8      25.4      21.9      13.5       8.7       4.3       3.5       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         4         .         5         .         4         5         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 1,456,600                :
: Positions                                                                                                    :
:  494,666   196,802    64,680   856,926   201,273    51,417    12,191    85,648   486,680    40,740    37,571 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    7,068       -30    15,603     8,049   -11,236    -1,907    -1,404     1,034   -10,042     4,455     3,030 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      13.5       4.4      58.8      13.8       3.5       0.8       5.9      33.4       2.8       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       36        30         4        16        17        10         4        12        14         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   323,898                :
: Positions                                                                                                    :
:   63,910    68,863   158,350   101,204    46,515    15,121    35,834    10,960     6,718    38,060    20,351 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    1,933      -594       375    -6,633    11,070      -560      -936     1,357      -815     9,312      -190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.7      21.3      48.9      31.2      14.4       4.7      11.1       3.4       2.1      11.8       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       16        16        11         9        13         6         8        11         7         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    20,983                :
: Positions                                                                                                    :
:   20,186    14,432         0     6,081       255         0         0         0       427         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    1,042       897         0       170       255         0         0         0        40         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.2      68.8       0.0      29.0       1.2       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        22         0         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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   119,645                :
: Positions                                                                                                    :
:   99,245    92,722    10,328    16,517     6,463       961     1,750         0     1,201     1,224       596 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:   -8,053    -5,758       936      -231    -1,404       150      -255         0       291      -562      -122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      77.5       8.6      13.8       5.4       0.8       1.5       0.0       1.0       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       42        41         6         5         9         .         .         0         5         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    42,949                :
: Positions                                                                                                    :
:   32,242    37,006     6,170     1,785     3,526       144         0       102         0       480         0 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    1,873     1,266      -260       275       240       -87         0        45         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      86.2      14.4       4.2       8.2       0.3       0.0       0.2       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        15         .         .         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    28,851                :
: Positions                                                                                                    :
:   23,679    24,751     2,394     2,871       577     1,550         0         0        37       127       190 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:    1,820     1,399      -192       144       -15         0         0         0       -13        32       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      85.8       8.3      10.0       2.0       5.4       0.0       0.0       0.1       0.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        25         .         7         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    14,258                :
: Positions                                                                                                    :
:    5,505     9,218     7,275     2,498       369         0         0         0       120     1,394       419 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:      372       779       322        30       115         0         0         0        90       -40        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.6      64.7      51.0      17.5       2.6       0.0       0.0       0.0       0.8       9.8       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        22         4         4         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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    13,963                :
: Positions                                                                                                    :
:   12,092     8,015       400     5,008       372         0        46         0       201       159       131 :
:                                                                                                              :
: Changes from:     March 1, 2016                                                                              :
:      856      -388         0     1,367        18         0         0         0       -10         0        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      57.4       2.9      35.9       2.7       0.0       0.3       0.0       1.4       1.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        13         .         5         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 11, 2016