Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 4,560,799                :
: Positions                                                                                                    :
:2,344,129 1,012,022   444,286 2,542,385   193,022   545,219    62,596   255,889   284,593    34,749   446,814 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
: -130,049   -84,074    17,386   -66,017    -6,622   -13,854     3,262     6,351   -28,210   -15,124   -32,280 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      22.2       9.7      55.7       4.2      12.0       1.4       5.6       6.2       0.8       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      120        99         6        20        22        24         6        25        36        13        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,830,741                :
: Positions                                                                                                    :
:  323,007   308,104    38,801    55,829   608,536    10,099    70,347   383,299    63,033     3,322   399,290 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -7,865     3,667     9,861     1,144   -15,070      -120    -1,355    -7,051     1,738         8    12,452 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.6      16.8       2.1       3.0      33.2       0.6       3.8      20.9       3.4       0.2      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       33        33         7        12        18        12         6        15        15        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   266,156                :
: Positions                                                                                                    :
:  171,152   228,635    20,510       297    25,577     5,300         0     2,241    15,384         0     4,991 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -6,903    -9,065       -19      -333     2,682       302         0      -401    -7,009         0       844 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      85.9       7.7       0.1       9.6       2.0       0.0       0.8       5.8       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       31        28         5         .         5         .         0         .         8         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   148,981                :
: Positions                                                                                                    :
:  135,261   104,602         0    23,147     3,682         0     1,418         0     1,252     5,023     2,299 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -4,031    -6,273         0        34        28         0       434         0       380    -1,164      -851 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      70.2       0.0      15.5       2.5       0.0       1.0       0.0       0.8       3.4       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        26         0         5         4         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   227,415                :
: Positions                                                                                                    :
:  195,329    88,506     1,529   114,839    12,361       251       202     2,498     1,052       887       653 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    2,038        79       365     1,036      -945      -623       202       150      -830         0       428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      38.9       0.7      50.5       5.4       0.1       0.1       1.1       0.5       0.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        22         .        12         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   788,671                :
: Positions                                                                                                    :
:  706,416   180,722    29,548   559,050    32,502       564         0     3,162       675     6,213     1,542 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:  -46,724   -28,041    -1,598   -18,166    -3,466       471    -1,689      -625      -217      -405       -78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      22.9       3.7      70.9       4.1       0.1       0.0       0.4       0.1       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       38        22         5        10        13         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   345,392                :
: Positions                                                                                                    :
:  310,859   222,405    20,705   111,192     1,035         0         0         0     5,382        94     1,177 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    3,631     1,632      -139       -88         0         0         0         0      -680      -152      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      64.4       6.0      32.2       0.3       0.0       0.0       0.0       1.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       36        33         4         9         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   302,665                :
: Positions                                                                                                    :
:  237,167   163,591    18,174    85,602    31,683         0       916     1,651     5,122     1,499       579 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    4,405   -13,645      -490     1,459       248         0      -170      -258    -1,208       116       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      54.1       6.0      28.3      10.5       0.0       0.3       0.5       1.7       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        32         5         8        10         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   111,948                :
: Positions                                                                                                    :
:   89,965    58,662         0    34,925       164     2,408       248       773         0     1,317     1,860 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:  -11,614        61         0      -595       -45       -58       248       -33         0      -468       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      52.4       0.0      31.2       0.1       2.2       0.2       0.7       0.0       1.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        16         0         7         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   132,794                :
: Positions                                                                                                    :
:   99,006    98,716    11,547     1,968    10,395       159     1,612       585         0    12,148     3,163 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -347     1,569    -1,064         0       151         0       413         0         0    -1,922       315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      74.3       8.7       1.5       7.8       0.1       1.2       0.4       0.0       9.1       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       29        25         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    27,567                :
: Positions                                                                                                    :
:   26,710    17,861         0     9,520         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -240         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.9      64.8       0.0      34.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       18        10         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   111,390                :
: Positions                                                                                                    :
:   98,253    24,542     1,071    75,199       302       614         0       954         0     1,129       957 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -182      -593      -217      -376         0      -354         0       279         0      -438       282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      22.0       1.0      67.5       0.3       0.6       0.0       0.9       0.0       1.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        13         .         9         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   161,533                :
: Positions                                                                                                    :
:  117,591    64,481    32,599    81,952     4,495         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      682     1,038       499      -969      -530         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      39.9      20.2      50.7       2.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        15         5         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    76,893                :
: Positions                                                                                                    :
:   65,313    41,953     2,483    27,666       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -124      -651         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      54.6       3.2      36.0       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    23,883                :
: Positions                                                                                                    :
:   19,552    22,503         0         0         0       930         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -630         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      94.2       0.0       0.0       0.0       3.9       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        15         0         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   362,290                :
: Positions                                                                                                    :
:  264,346   113,775    51,130   203,486    27,924       990         0     1,329     2,012       920     2,792 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    5,496     2,443     3,002     6,028     1,001      -336         0       213       469      -594      -333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      31.4      14.1      56.2       7.7       0.3       0.0       0.4       0.6       0.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       43        30         4        11         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    86,608                :
: Positions                                                                                                    :
:   74,723    39,015     4,112    34,459       540       930       562       463         0     1,359       458 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      562       409         0        54         0         0       188      -240         0      -302        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      45.0       4.7      39.8       0.6       1.1       0.6       0.5       0.0       1.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        10         .         6         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    17,617                :
: Positions                                                                                                    :
:   12,990    12,610     1,688     2,022         0       930         0         0       302         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:        0         0      -270         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      71.6       9.6      11.5       0.0       5.3       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    78,474                :
: Positions                                                                                                    :
:   29,846    48,058    34,086    14,696     2,986     1,494         0       705     3,076     5,933        20 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -279      -432       201      -136      -173       279         0      -279      -151        91         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      61.2      43.4      18.7       3.8       1.9       0.0       0.9       3.9       7.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9         9         6         .         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    90,822                :
: Positions                                                                                                    :
:   40,199    82,601    23,458        12     2,961    11,816       744         0       248     1,860         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    1,157     1,095      -530         0         0         0         0         0    -8,153      -837         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.3      90.9      25.8       0.0       3.3      13.0       0.8       0.0       0.3       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       14        27         8         .         4         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   146,249                :
: Positions                                                                                                    :
:   62,734   128,629    16,902       348     7,186    29,731     2,004         0    14,528     4,737         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      315       307      -720         0         0         0         0         0   -11,670      -990         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.9      88.0      11.6       0.2       4.9      20.3       1.4       0.0       9.9       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       27        34         6         .         4         7         .         0         8         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    61,563                :
: Positions                                                                                                    :
:   59,297    59,801     1,346         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      97.1       2.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        21         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   216,308                :
: Positions                                                                                                    :
:  166,220   171,758    25,810    21,738    13,471       386         0       936         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -245       -44      -407       124         0       271         0       -36         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      79.4      11.9      10.0       6.2       0.2       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       29        28         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    32,844                :
: Positions                                                                                                    :
:   28,275    28,784     1,870         0         0         0       372         0         0       263       644 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -961       -61      -360         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      87.6       5.7       0.0       0.0       0.0       1.1       0.0       0.0       0.8       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        16         .         0         0         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    53,824                :
: Positions                                                                                                    :
:   37,404    42,119     8,492     1,278       634         0       990       650         0     1,986       802 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      869       303       252         0       390         0        38       267         0      -178       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      78.3      15.8       2.4       1.2       0.0       1.8       1.2       0.0       3.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        18         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   105,705                :
: Positions                                                                                                    :
:   89,134    60,395       936    19,954     6,649         0     2,563       742         0     8,474       184 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:        0      -527         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      57.1       0.9      18.9       6.3       0.0       2.4       0.7       0.0       8.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        21         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   122,876                :
: Positions                                                                                                    :
:   92,330   112,148    10,671         0     1,354     1,323         0     1,554     6,367         0        28 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      201       265        60         0         0         0         0         0        62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      91.3       8.7       0.0       1.1       1.1       0.0       1.3       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   104,174                :
: Positions                                                                                                    :
:   69,963    98,897    29,230     2,597       892         0         0         0       682         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      304     1,122     1,065         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      94.9      28.1       2.5       0.9       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         8         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   111,025                :
: Positions                                                                                                    :
:   99,956   103,756     2,173     2,003     1,039       248         0         0     1,280       248       512 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      -88      -608       124         0         0         0         0         0      -276         0       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      93.5       2.0       1.8       0.9       0.2       0.0       0.0       1.2       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   118,450                :
: Positions                                                                                                    :
:   77,509    63,093    12,932    30,135     6,715         0     2,266       849     1,383     3,892     1,510 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -2,642       114      -868      -142         0         0       108       -65       -58    -3,322        92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      53.3      10.9      25.4       5.7       0.0       1.9       0.7       1.2       3.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        22         4         6         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    19,890                :
: Positions                                                                                                    :
:   16,867    14,235       403         0         0         0         8       240         0     2,790         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:        0         0         0         0         0         0         0         0      -390    -1,050         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      71.6       2.0       0.0       0.0       0.0       0.0       1.2       0.0      14.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         0         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    53,388                :
: Positions                                                                                                    :
:   40,842    49,064     5,122     2,866       270       960       434         0     3,193       480         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      256       620         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      91.9       9.6       5.4       0.5       1.8       0.8       0.0       6.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        18         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    48,913                :
: Positions                                                                                                    :
:   34,518    46,866    11,081         0       488         0       775         0       217       480         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -780        31      -454         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      95.8      22.7       0.0       1.0       0.0       1.6       0.0       0.4       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        16         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   207,145                :
: Positions                                                                                                    :
:  149,402   149,742    22,646    28,136    15,552     1,241     1,636       488     7,387     4,150     1,908 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    1,155     4,582       -92       140      -231       403       623       -34       244        93       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      72.3      10.9      13.6       7.5       0.6       0.8       0.2       3.6       2.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        33         .         6         7         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   109,353                :
: Positions                                                                                                    :
:   93,403    59,740     3,862    39,963     2,809         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      387       274       186       484      -396         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      54.6       3.5      36.5       2.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         6         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    84,470                :
: Positions                                                                                                    :
:   44,911    56,755    28,112    19,030     1,137         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -1,602    -1,349    -2,165      -368        92         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      67.2      33.3      22.5       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        15         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    91,231                :
: Positions                                                                                                    :
:   47,904    54,162    28,330    26,656     3,022       626         0       490         0       465         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -2,137       797       516       214       -61         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      59.4      31.1      29.2       3.3       0.7       0.0       0.5       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    98,493                :
: Positions                                                                                                    :
:   75,600    32,039     6,526    59,413     1,803         0         0         0     2,294         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      840     1,162      -397       821      -186         0         0         0      -403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      32.5       6.6      60.3       1.8       0.0       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         7         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,092,326                :
: Positions                                                                                                    :
:  198,492   185,463   142,429    59,975   103,368   219,233   250,509   166,828    37,871   143,365   145,514 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -251      -325    -4,296     1,265     2,060    -6,986    -4,990     5,456       323    -5,144     2,559 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      17.0      13.0       5.5       9.5      20.1      22.9      15.3       3.5      13.1      13.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       34        30        23        11        27        74        53        80        53        56        74 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   812,987                :
: Positions                                                                                                    :
:  151,257   148,347    75,043   100,424   256,914    20,947    35,353   101,205    38,533     5,387   162,340 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:    2,023      -572     1,922     2,476    -1,428    -1,070       155    -3,873      -266       455     5,646 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      18.2       9.2      12.4      31.6       2.6       4.3      12.4       4.7       0.7      20.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   144                     :
:       36        37         6        15        21        25        16        31        27        15        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   288,087                :
: Positions                                                                                                    :
:   51,846    38,245    33,671    32,245    43,138    79,382    12,504    17,315    20,191   107,791    28,449 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:  -12,959    -5,504    -3,744    -4,776      -122    -4,486         3    -1,935    -2,892   -13,493    -3,369 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.0      13.3      11.7      11.2      15.0      27.6       4.3       6.0       7.0      37.4       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       17        20         6         7        13         8         .         9         9        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   121,224                :
: Positions                                                                                                    :
:   18,743    28,258    39,064    30,255    18,216    19,053     7,195     3,519     1,666    17,241    11,651 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      879     2,073     2,896       345       564     1,519     3,606    -1,217      -846      -841     1,986 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      23.3      32.2      25.0      15.0      15.7       5.9       2.9       1.4      14.2       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       12        12        11         .        13         5         6         8         4        16        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    17,146                :
: Positions                                                                                                    :
:    6,001     3,774       133         0         0     1,567       429     2,022       145     3,786     7,090 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:     -762      -782       -41         0         0      -220      -357        35       -21        88      -698 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.0      22.0       0.8       0.0       0.0       9.1       2.5      11.8       0.8      22.1      41.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        10         .         0         0         4         .         4         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   147,882                :
: Positions                                                                                                    :
:   15,573    14,702     6,556     5,012    78,921     1,087     2,915    25,262     3,356     3,944    16,666 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      266      -206      -100    -1,813       879      -522       529    -1,521     2,219     3,353     1,060 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5       9.9       4.4       3.4      53.4       0.7       2.0      17.1       2.3       2.7      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         6         4         .         7         .         6         8         9         5        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,395,895                :
: Positions                                                                                                    :
:  412,926   209,198    82,833   829,737   178,706    93,422    34,404    70,750   500,475    15,508    27,278 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:  -22,710        -7     5,398   -31,653     2,779     3,014     2,862   -18,291   -10,468      -692    -6,472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      15.0       5.9      59.4      12.8       6.7       2.5       5.1      35.9       1.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       34        31         4        14        13         9         6        10        19         .        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   328,312                :
: Positions                                                                                                    :
:   63,600    65,062   167,697   120,669    39,240    11,045    27,817    15,347     9,402    36,282    18,697 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:      -57     3,517     3,776        95       950       205       707       553      -188      -428     1,961 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.4      19.8      51.1      36.8      12.0       3.4       8.5       4.7       2.9      11.1       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       13        15        14         6        16         .        10         8        10         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    22,907                :
: Positions                                                                                                    :
:   21,659    14,788         0     5,716       105         0         0         0        52       829       322 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -6,120    -5,765         0      -413      -333         0         0         0       -48        31       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      64.6       0.0      25.0       0.5       0.0       0.0       0.0       0.2       3.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        23         0         6         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   149,677                :
: Positions                                                                                                    :
:  122,755   120,146     8,327    16,929     6,173     6,038     1,253     1,786     2,352     1,402     1,046 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -1,646    -1,340       186        94       139        20         0       274       164        15        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      80.3       5.6      11.3       4.1       4.0       0.8       1.2       1.6       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       47        47         4         7         6         4         .         .        10        11         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    73,222                :
: Positions                                                                                                    :
:   46,834    56,247     4,996     3,068     7,557     1,446     4,272         0    12,200       834         0 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -3,630    -2,490       658      -513      -738         0        24         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      76.8       6.8       4.2      10.3       2.0       5.8       0.0      16.7       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        19         .         .         4         .         .         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    28,457                :
: Positions                                                                                                    :
:   23,749    21,868     1,798     3,089       977       930         0         0       240     1,614       552 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -3,379    -2,723       540      -810      -673      -155         0         0        20       561      -592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      76.8       6.3      10.9       3.4       3.3       0.0       0.0       0.8       5.7       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        26         .         7         5         .         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    16,261                :
: Positions                                                                                                    :
:    6,129     9,876     6,825     2,489       348         0         0         0     2,059     2,660       412 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -1,108      -815      -290      -641         0         0         0         0      -135      -195        19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.7      60.7      42.0      15.3       2.1       0.0       0.0       0.0      12.7      16.4       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        23         5         .         .         0         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    14,711                :
: Positions                                                                                                    :
:   12,645     9,780       460     3,940        67         0         0         0       199       116        36 :
:                                                                                                              :
: Changes from:     June 28, 2016                                                                              :
:   -1,402      -619       -20      -976         0         0         0         0       -61       -10       -69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      66.5       3.1      26.8       0.5       0.0       0.0       0.0       1.4       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 8, 2016