Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 4,541,132                :
: Positions                                                                                                    :
:2,253,156 1,056,924   481,550 2,586,456   172,100   593,933    35,638   219,287   389,893    69,875   375,490 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
: -201,308    26,539   -17,330   -64,121    -7,860    29,885       183   -44,690   141,570   -14,418  -112,953 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      23.3      10.6      57.0       3.8      13.1       0.8       4.8       8.6       1.5       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      112        95         4        20        21        21         6        22        29        15        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,503,348                :
: Positions                                                                                                    :
:  259,548   279,040    19,354    40,500   541,934     5,648    16,797   330,940    51,419     1,902   291,412 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:  -61,891   -26,942   -11,713   -29,263   -32,500    -1,124   -16,539   -23,161       171    -2,037   -68,986 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.3      18.6       1.3       2.7      36.0       0.4       1.1      22.0       3.4       0.1      19.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       34        37         6        13        18         9         6        13        18         7        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   238,565                :
: Positions                                                                                                    :
:  146,428   208,173    27,456     2,722    18,857     1,509         0     1,059    21,485       441     1,986 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      736    -2,699       181       180         7       -23         0       514    -3,138        46       328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      87.3      11.5       1.1       7.9       0.6       0.0       0.4       9.0       0.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        27         4         .         6         .         0         .         9         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   129,946                :
: Positions                                                                                                    :
:  113,777    92,965       417    19,222     4,786       138         0       686     2,372     4,949     1,978 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    1,817     3,008         0       454        60        61      -240       122     1,848      -238        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      71.5       0.3      14.8       3.7       0.1       0.0       0.5       1.8       3.8       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        24         .         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   193,940                :
: Positions                                                                                                    :
:  159,602    71,723     2,451   100,210    10,534       412         0     2,005     1,674     1,642       294 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   -4,417    -1,946         0    -2,069       672       258      -346       -14      -689       272       230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      37.0       1.3      51.7       5.4       0.2       0.0       1.0       0.9       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        21         .        12         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   799,907                :
: Positions                                                                                                    :
:  728,768   168,230    20,392   585,808    35,015         0       230     2,676       210     1,321     1,485 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   11,999     4,090      -788     9,683     3,841       -11       230        95       -48    -2,506    -1,023 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      21.0       2.5      73.2       4.4       0.0       0.0       0.3       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       39        24         7         9        15         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   342,889                :
: Positions                                                                                                    :
:  315,524   217,220    15,814   107,566     4,382         0     2,154       284       802     3,020       272 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    9,522      -574    -2,883     7,014     2,342         0      -757        25       632         0      -121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      63.3       4.6      31.4       1.3       0.0       0.6       0.1       0.2       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        33         4         9         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   265,662                :
: Positions                                                                                                    :
:  209,048   147,134    16,936    84,676    29,007     1,118         0       231         0     2,183       695 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    3,590     4,251       730        85       212       120         0      -120         0       750        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      55.4       6.4      31.9      10.9       0.4       0.0       0.1       0.0       0.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       33        34         4         9        10         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    98,255                :
: Positions                                                                                                    :
:   89,027    38,492       224    42,740     1,213       673         0     1,463         0     3,067     1,258 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    8,533       690         0     9,610       365       673      -265      -272         0     2,425         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      39.2       0.2      43.5       1.2       0.7       0.0       1.5       0.0       3.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        15         .         8         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   116,305                :
: Positions                                                                                                    :
:   92,848    84,561     6,885     1,356     9,211       211       698       776         0    14,231     1,534 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    3,967     3,837       118         0         0         1      -556      -275         0       146        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      72.7       5.9       1.2       7.9       0.2       0.6       0.7       0.0      12.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       28        24         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   100,706                :
: Positions                                                                                                    :
:   86,741    16,751     2,185    69,554       681       191         0       810         0     5,319         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      781        60       -60      -695         0      -604         0         8         0     1,175         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      16.6       2.2      69.1       0.7       0.2       0.0       0.8       0.0       5.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         9         .         7         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   147,769                :
: Positions                                                                                                    :
:  111,117    56,861    26,096    79,324     4,311         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      861     1,007         0      -238         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      38.5      17.7      53.7       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        15         4         9         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    67,250                :
: Positions                                                                                                    :
:   56,123    39,176     2,678    24,086       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      524       676        30         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      58.3       4.0      35.8       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    20,447                :
: Positions                                                                                                    :
:   13,729    19,130       736         0        61     4,129         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:     -600     1,500       518         0         0     1,680         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      93.6       3.6       0.0       0.3      20.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        13         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   397,733                :
: Positions                                                                                                    :
:  290,709   150,680    61,083   190,848    32,339     1,174     7,574         0     1,643     1,601     3,263 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   31,600    29,824       -89       332     2,213        -4     2,748      -120     1,643      -180       609 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      37.9      15.4      48.0       8.1       0.3       1.9       0.0       0.4       0.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       41        31         5         9         8         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    76,978                :
: Positions                                                                                                    :
:   66,235    32,477       998    32,424       730         0     3,091       418         0     3,214        31 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    3,000       546         0     1,222        92         0       -31         0         0     1,442         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      42.2       1.3      42.1       0.9       0.0       4.0       0.5       0.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        12         .         7         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    68,361                :
: Positions                                                                                                    :
:   24,205    44,485    29,809    11,209     3,256       995         0       695     3,302     3,050       728 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:     -445    -1,722       -90         0         0    -1,220         0        11         0       840         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      65.1      43.6      16.4       4.8       1.5       0.0       1.0       4.8       4.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10         8         6         .         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    79,932                :
: Positions                                                                                                    :
:   44,705    60,161    13,660     5,442     4,752    14,786     1,680         0       786     7,292         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   19,298    15,634      -161       810     1,200     1,770     1,680         0       -60     4,740         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      75.3      17.1       6.8       5.9      18.5       2.1       0.0       1.0       9.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       23        25         6         .         4         .         .         0         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   115,899                :
: Positions                                                                                                    :
:   71,608    86,929    16,146     5,036     2,445    21,482     4,978         0     2,277    14,391       772 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   20,388    14,648        39       889       251     1,770     1,680         0      -801     4,058       772 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      75.0      13.9       4.3       2.1      18.5       4.3       0.0       2.0      12.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       31        38         5         4         4         .         .         0         4         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    48,394                :
: Positions                                                                                                    :
:   45,503    45,673     2,490         0         0         0         0         0         0       687        93 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    5,495     5,293     1,324         0         0         0         0         0         0       687        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      94.4       5.1       0.0       0.0       0.0       0.0       0.0       0.0       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        28         .         0         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   221,760                :
: Positions                                                                                                    :
:  172,108   168,853    31,457    28,908    12,495         0       483       911         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    5,293     3,042     1,432     1,362      -934       -69       483      -368         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      76.1      14.2      13.0       5.6       0.0       0.2       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       33        28         .         4         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    31,545                :
: Positions                                                                                                    :
:   27,754    25,769     2,327         0         0         0         0         0         0       492       217 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      271     1,111       210         0         0         0         0         0         0      -660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      81.7       7.4       0.0       0.0       0.0       0.0       0.0       0.0       1.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         0         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    49,111                :
: Positions                                                                                                    :
:   31,749    40,209     8,982       297     1,310         0         0         0       711         0       483 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      360       540       428         0         0         0         0         0        -2         0       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      81.9      18.3       0.6       2.7       0.0       0.0       0.0       1.4       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    94,756                :
: Positions                                                                                                    :
:   83,383    60,104       911    18,956     4,739         0     3,123       711         0     1,156       184 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    1,668       250         0         0         0         0         0         0         0     1,156       184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      63.4       1.0      20.0       5.0       0.0       3.3       0.8       0.0       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        24         .         6         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   127,257                :
: Positions                                                                                                    :
:   97,530   118,074    12,818         0     1,506     5,146         0       578     3,577         0        30 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    3,246     6,022     2,796         0        37       212         0         0      -150         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      92.8      10.1       0.0       1.2       4.0       0.0       0.5       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        16         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    97,165                :
: Positions                                                                                                    :
:   62,972    92,732    28,793     1,433       642         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:       66      -399      -765         0       155         0         0         0       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      95.4      29.6       1.5       0.7       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        13         8         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   105,964                :
: Positions                                                                                                    :
:   95,624    91,713       822     8,825     2,346         0         0         0     1,545         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    2,260     1,872         0        62         0         0         0         0       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      86.6       0.8       8.3       2.2       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        16         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   116,751                :
: Positions                                                                                                    :
:   77,198    61,361    12,267    30,484     8,310       975         0       838         0     4,168     2,365 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    7,033      -146       548     4,230       -28       214         0       -28      -568     4,168       776 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      52.6      10.5      26.1       7.1       0.8       0.0       0.7       0.0       3.6       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        25         4         6         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    15,107                :
: Positions                                                                                                    :
:   14,110    10,749       814       240         0         0         0         0         0     3,193         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      71.2       5.4       1.6       0.0       0.0       0.0       0.0       0.0      21.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    47,586                :
: Positions                                                                                                    :
:   34,692    44,060     5,625     2,972         0       248         0         0     5,372         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    1,740       822       210     1,740         0         0         0         0       792         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      92.6      11.8       6.2       0.0       0.5       0.0       0.0      11.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        18         .         .         0         .         0         0         5         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    48,877                :
: Positions                                                                                                    :
:   34,842    48,199    12,850         0         0         0       434         0       330         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    3,043     7,339     4,210         0         0         0         0         0       330         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      98.6      26.3       0.0       0.0       0.0       0.9       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   195,040                :
: Positions                                                                                                    :
:  149,563   122,616    15,027    47,103    12,877     1,380         0     1,016     7,307     5,212     1,278 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    5,899      -902      -180     6,957      -135       476         0       554        44     1,279       -16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      62.9       7.7      24.2       6.6       0.7       0.0       0.5       3.7       2.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       36        28         .         6         7         .         0         .         .         7         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   107,643                :
: Positions                                                                                                    :
:   88,592    65,413     5,569    34,943     2,270     2,321         0        60         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   -1,601     4,227       919      -518       849     2,321         0        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      60.8       5.2      32.5       2.1       2.2       0.0       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        15         .         6         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    78,975                :
: Positions                                                                                                    :
:   46,078    54,104    25,853    18,013     1,194         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    3,123     4,093       425         0       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      68.5      32.7      22.8       1.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        18         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    74,434                :
: Positions                                                                                                    :
:   41,812    40,957    21,550    23,665     3,658       299         0       454         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      208       270       -61      -242       153       -30         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      55.0      29.0      31.8       4.9       0.4       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   119,642                :
: Positions                                                                                                    :
:   95,295    41,385     5,651    74,094     2,406     2,596         0         0     1,891         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    6,207     2,673      -408     4,189       551       180         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      34.6       4.7      61.9       2.0       2.2       0.0       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19         9         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,057,637                :
: Positions                                                                                                    :
:  134,423   150,537   139,667    66,562    96,393   247,957   235,847   187,504    37,510   145,453   140,401 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:  -10,421    -5,781   -18,283     1,690     1,749    21,284   -26,164   -10,588       283    24,573   -19,844 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      14.2      13.2       6.3       9.1      23.4      22.3      17.7       3.5      13.8      13.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   332                     :
:       39        39        22        11        23        74        58        81        53        60        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   716,623                :
: Positions                                                                                                    :
:  148,890   144,801    72,481    92,353   226,461    14,348    22,657    85,329    26,710     6,079   135,918 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:  -16,810   -10,958     4,428    -3,298   -28,896    -5,230    -2,435    -9,258      -732    -1,846   -24,149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      20.2      10.1      12.9      31.6       2.0       3.2      11.9       3.7       0.8      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       36        38         6        15        21        21        20        34        23        18        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   287,630                :
: Positions                                                                                                    :
:   56,487    41,718    32,430    37,142    42,736    72,815    15,830    16,075    26,503    94,564    31,589 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:     -873    -2,888     6,219    -1,780    -4,510    -8,159     3,743    -4,237       711    -3,925    -1,251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.6      14.5      11.3      12.9      14.9      25.3       5.5       5.6       9.2      32.9      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       17        20         5         9        14         6         7         9        11        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   120,605                :
: Positions                                                                                                    :
:   23,614    37,804    35,050    31,457    18,541    15,156     4,065     2,118     4,931    10,573    11,356 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   -1,234    -1,206    -6,207    -5,217    -1,604       601    -2,013    -2,941    -3,134    -2,550    -3,285 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.6      31.3      29.1      26.1      15.4      12.6       3.4       1.8       4.1       8.8       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       13        15        10         .        12         6         5         8         6        11        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    20,567                :
: Positions                                                                                                    :
:    7,311     3,107       129         0         0     2,108     1,348     2,632       868     6,087     7,324 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   -1,092    -1,478       -20       -78       -40      -238       265      -196       251       183      -995 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      15.1       0.6       0.0       0.0      10.2       6.6      12.8       4.2      29.6      35.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9         9         .         0         0         .         4         5         4         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   141,361                :
: Positions                                                                                                    :
:   15,256    14,362     5,987     4,131    79,595       396     3,233    21,288     2,970     2,923    15,599 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      253       -25    -3,478      -615   -11,105      -989    -1,091    -4,324       237    -2,261    -8,978 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      10.2       4.2       2.9      56.3       0.3       2.3      15.1       2.1       2.1      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         5         5         .         7         .         5         8        11         5        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,343,073                :
: Positions                                                                                                    :
:  382,605   194,167    85,157   799,735   172,669   100,386    30,455    64,238   476,647    28,482    30,969 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:  -17,318    -5,701     5,555   -19,776    -6,660      -623    -3,419    -2,316   -13,923    16,156   -31,132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      14.5       6.3      59.5      12.9       7.5       2.3       4.8      35.5       2.1       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       34        31         4        14        13         6         5         8        17         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   302,450                :
: Positions                                                                                                    :
:   66,096    65,696   165,679   116,924    32,225     6,363    21,565    12,366     5,912    37,141    11,275 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   -5,705   -12,603    -3,078    -3,087    -7,836    -2,585   -10,011     1,771    -6,591     7,421    -8,854 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.9      21.7      54.8      38.7      10.7       2.1       7.1       4.1       2.0      12.3       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       13        16        14         5        16         6         9        10         7         9        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    26,827                :
: Positions                                                                                                    :
:   26,391    19,512         0     5,584        30         0         0         0        12       681       334 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      163       168         0         0         0         0         0         0        12         7        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.4      72.7       0.0      20.8       0.1       0.0       0.0       0.0       0.0       2.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        26         0         6         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   138,045                :
: Positions                                                                                                    :
:  110,670   108,103     9,610    17,400     5,220     5,513       404     3,066     1,958     1,814     1,017 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:   -1,493    -1,614       -40       -32      -374         0        10         0       -45       -27       133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      78.3       7.0      12.6       3.8       4.0       0.3       2.2       1.4       1.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       49        50         4         6         7         .         .         .         8        11         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    90,295                :
: Positions                                                                                                    :
:   60,647    69,298     6,200     4,480     9,436     1,608     4,896         0    12,234     1,030         1 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    4,636     2,751       -85     1,800       503         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      76.7       6.9       5.0      10.5       1.8       5.4       0.0      13.5       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        22         .         4         5         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    36,570                :
: Positions                                                                                                    :
:   31,275    30,727     1,447     2,494       990       775         0         0     1,169     1,275       653 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      863     1,023       110        20       -38         0         0         0        80         0       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      84.0       4.0       6.8       2.7       2.1       0.0       0.0       3.2       3.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        30         .         6         5         .         0         0         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    19,286                :
: Positions                                                                                                    :
:    8,924    13,281     6,404     2,302       447         0         0         0     2,505     2,128       630 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:    1,420     1,465       -20         0         0         0         0         0        61        -4        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.3      68.9      33.2      11.9       2.3       0.0       0.0       0.0      13.0      11.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        23         4         4         .         0         0         0         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    15,695                :
: Positions                                                                                                    :
:   13,174     9,312       650     5,702        46       120         0         0       425       161       159 :
:                                                                                                              :
: Changes from:     August 23, 2016                                                                            :
:      285       280         0       -30        10         0         0         0       -57         3        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      59.3       4.1      36.3       0.3       0.8       0.0       0.0       2.7       1.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        14         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 2, 2016