Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 4,590,026                :
: Positions                                                                                                    :
:2,316,832 1,054,142   484,248 2,581,224   180,424   604,002    25,207   224,805   298,207    70,899   400,388 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   63,676    -2,782     2,698    -5,232     8,324    10,069   -10,431     5,518   -91,686     1,024    24,898 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      23.0      10.6      56.2       3.9      13.2       0.5       4.9       6.5       1.5       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      114        96         5        20        22        22         6        23        29        18        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 1,493,941                :
: Positions                                                                                                    :
:  268,024   287,851    20,623    48,830   530,307     9,200    11,917   321,103    51,971     3,502   288,698 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:    8,476     8,810     1,269     8,330   -11,627     3,553    -4,880    -9,836       552     1,600    -2,714 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      19.3       1.4       3.3      35.5       0.6       0.8      21.5       3.5       0.2      19.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       33        36         6        13        18        11         4        13        19         8        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   223,944                :
: Positions                                                                                                    :
:  137,585   197,814    29,164     1,973    15,967       335        35     1,495    17,878     1,198       600 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -8,843   -10,359     1,708      -749    -2,890    -1,174        35       436    -3,607       757    -1,386 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      88.3      13.0       0.9       7.1       0.1       0.0       0.7       8.0       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        27         .         .         4         .         .         4         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   121,386                :
: Positions                                                                                                    :
:  108,892    84,430       297    20,311     3,876       309         0       515       661     4,053     2,085 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -4,885    -8,535      -120     1,089      -910       171         0      -171    -1,711      -896       107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      69.6       0.2      16.7       3.2       0.3       0.0       0.4       0.5       3.3       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        24         .         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   175,910                :
: Positions                                                                                                    :
:  140,467    63,403     3,312    92,620     9,286       847         0     1,715     4,686       608         8 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -19,135    -8,320       861    -7,590    -1,248       435         0      -290     3,012    -1,034      -286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      36.0       1.9      52.7       5.3       0.5       0.0       1.0       2.7       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       19        19         .        11         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   766,080                :
: Positions                                                                                                    :
:  700,276   161,595    18,611   562,542    32,342       150         0     2,436       837       980     1,466 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -28,492    -6,635    -1,781   -23,266    -2,673       150      -230      -240       627      -341       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      21.1       2.4      73.4       4.2       0.0       0.0       0.3       0.1       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       37        24         7         9        15         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   334,544                :
: Positions                                                                                                    :
:  308,078   210,318    12,097   102,546     8,471       248     3,507       284         0     3,020        31 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -7,446    -6,902    -3,717    -5,020     4,089       248     1,353         0      -802         0      -241 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      62.9       3.6      30.7       2.5       0.1       1.0       0.1       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        33         4         9         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   244,342                :
: Positions                                                                                                    :
:  192,776   130,454    14,676    81,640    27,405         0       181       674         0     2,186       121 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -16,272   -16,680    -2,260    -3,036    -1,602    -1,118       181       443         0         3      -574 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      53.4       6.0      33.4      11.2       0.0       0.1       0.3       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       30        29         4         9        10         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    83,486                :
: Positions                                                                                                    :
:   74,962    31,381       260    40,229     1,454       369         0     1,506       950         0       308 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -14,065    -7,111        36    -2,511       241      -304         0        43       950    -3,067      -950 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      37.6       0.3      48.2       1.7       0.4       0.0       1.8       1.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        12         .         8         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   105,062                :
: Positions                                                                                                    :
:   84,522    77,910     5,501     1,836     8,251       560       728       120         0    12,134     1,769 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -8,326    -6,651    -1,384       480      -960       349        30      -656         0    -2,097       235 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      74.2       5.2       1.7       7.9       0.5       0.7       0.1       0.0      11.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        24         .         .         .         .         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    90,445                :
: Positions                                                                                                    :
:   76,712    14,026     1,717    66,318       681       191         0       810         0     2,869         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -10,029    -2,725      -468    -3,236         0         0         0         0         0    -2,450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      15.5       1.9      73.3       0.8       0.2       0.0       0.9       0.0       3.2       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 September 6, 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   135,808                :
: Positions                                                                                                    :
:  102,446    52,396    23,830    73,857     3,283         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -8,671    -4,465    -2,266    -5,467    -1,028         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      38.6      17.5      54.4       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        16         4         9         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    56,695                :
: Positions                                                                                                    :
:   46,863    30,092     1,958    22,250       428         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -9,260    -9,084      -720    -1,836         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      53.1       3.5      39.2       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   377,148                :
: Positions                                                                                                    :
:  274,254   141,532    59,781   184,234    29,899     1,271     8,204         0     2,073       310     2,789 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -16,455    -9,148    -1,302    -6,614    -2,440        97       630         0       430    -1,291      -474 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      37.5      15.9      48.8       7.9       0.3       2.2       0.0       0.5       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       40        30         5         9         8         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    71,328                :
: Positions                                                                                                    :
:   59,344    33,755       998    30,021       640         0     1,416       432       842       456       372 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -6,891     1,278         0    -2,403       -90         0    -1,675        14       842    -2,758       341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      47.3       1.4      42.1       0.9       0.0       2.0       0.6       1.2       0.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        10         .         7         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    62,919                :
: Positions                                                                                                    :
:   22,502    43,617    28,165    10,099     3,016       951         0       695     2,912     1,420       332 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -1,703      -868    -1,644    -1,110      -240       -44         0         0      -390    -1,630      -396 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      69.3      44.8      16.1       4.8       1.5       0.0       1.1       4.6       2.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8        10         6         .         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    32,434                :
: Positions                                                                                                    :
:   20,191    26,191     9,130     1,696     1,568       806         0         0         0       992         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -24,514   -33,970    -4,530    -3,746    -3,184   -13,980    -1,680         0      -786    -6,300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      80.8      28.1       5.2       4.8       2.5       0.0       0.0       0.0       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        12         8         .         4         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    70,731                :
: Positions                                                                                                    :
:   46,373    54,565     7,714     6,272       496    14,786     1,680         0       786     7,292         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -25,235   -32,364    -8,432     1,236    -1,949    -6,696    -3,298         0    -1,491    -7,099      -772 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      77.1      10.9       8.9       0.7      20.9       2.4       0.0       1.1      10.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       26        25         4         .         .         .         .         0         .         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    33,824                :
: Positions                                                                                                    :
:   32,204    30,736     1,560         0         0         0         0         0         0       780         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -13,299   -14,937      -930         0         0         0         0         0         0        93       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      90.9       4.6       0.0       0.0       0.0       0.0       0.0       0.0       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        21         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   214,113                :
: Positions                                                                                                    :
:  166,298   163,843    32,596    29,570     9,681         0       298       828         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -5,810    -5,010     1,139       662    -2,814         0      -185       -83         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      76.5      15.2      13.8       4.5       0.0       0.1       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       30        27         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    43,988                :
: Positions                                                                                                    :
:   27,298    34,843     8,982       343     1,264         0     2,093       267     1,101         0        93 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -4,451    -5,366         0        46       -46         0     2,093       267       390         0      -390 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      79.2      20.4       0.8       2.9       0.0       4.8       0.6       2.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        15         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    83,514                :
: Positions                                                                                                    :
:   73,357    52,270     1,139    18,386     3,643         0     2,357       953         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -10,026    -7,834       228      -570    -1,096         0      -766       242         0    -1,156      -184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      62.6       1.4      22.0       4.4       0.0       2.8       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        20         .         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   118,934                :
: Positions                                                                                                    :
:   89,281   111,327    15,218         0       630     4,541         0       578     3,607         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -8,249    -6,747     2,400         0      -876      -605         0         0        30         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      93.6      12.8       0.0       0.5       3.8       0.0       0.5       3.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    92,696                :
: Positions                                                                                                    :
:   60,802    88,771    25,601     1,013       582         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -2,170    -3,961    -3,192      -420       -60         0         0         0      -240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      95.8      27.6       1.1       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    98,079                :
: Positions                                                                                                    :
:   89,226    85,323       402     8,379     2,346         0         0         0       763         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -6,398    -6,390      -420      -446         0         0         0         0      -782         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      87.0       0.4       8.5       2.4       0.0       0.0       0.0       0.8       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 September 6, 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   105,334                :
: Positions                                                                                                    :
:   65,799    55,220    12,470    29,915     7,254     1,269         0       537     1,339       868       480 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -11,399    -6,141       203      -569    -1,056       294         0      -301     1,339    -3,300    -1,885 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      52.4      11.8      28.4       6.9       1.2       0.0       0.5       1.3       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        18         4         6         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    34,473                :
: Positions                                                                                                    :
:   24,435    31,648     5,346     1,980         0         0         0         0     3,332         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -10,257   -12,412      -279      -992         0      -248         0         0    -2,040         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      91.8      15.5       5.7       0.0       0.0       0.0       0.0       9.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    38,205                :
: Positions                                                                                                    :
:   25,788    38,023    11,207         0         0         0         0         0       330         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -9,054   -10,176    -1,643         0         0         0      -434         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      99.5      29.3       0.0       0.0       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   177,208                :
: Positions                                                                                                    :
:  134,658   105,415    14,551    47,391    11,380     1,078       310       772     6,977     5,155     1,122 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:  -14,905   -17,201      -476       288    -1,497      -302       310      -244      -330       -57      -156 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      59.5       8.2      26.7       6.4       0.6       0.2       0.4       3.9       2.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        27         .         6         7         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   104,291                :
: Positions                                                                                                    :
:   86,866    60,078     5,483    35,848     1,688     3,023         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -1,726    -5,335       -86       905      -582       702         0       -60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      57.6       5.3      34.4       1.6       2.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         6         5         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    83,640                :
: Positions                                                                                                    :
:   45,458    59,665    30,413    17,240     1,607         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -620     5,561     4,560      -773       413         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      71.3      36.4      20.6       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        16         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    65,845                :
: Positions                                                                                                    :
:   36,264    33,037    19,487    23,177     3,593       242         0       270         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -5,548    -7,920    -2,063      -488       -65       -57         0      -184         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      50.2      29.6      35.2       5.5       0.4       0.0       0.4       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 September 6, 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   112,683                :
: Positions                                                                                                    :
:   88,931    39,479     5,757    69,974     1,816     2,776         0         0     3,311         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -6,364    -1,906       106    -4,120      -590       180         0         0     1,420         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      35.0       5.1      62.1       1.6       2.5       0.0       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18         9         .         7         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,073,463                :
: Positions                                                                                                    :
:  141,665   164,120   132,274    66,415    98,232   241,600   242,783   193,738    38,918   114,848   152,463 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:    7,242    13,582    -7,393      -147     1,839    -6,357     6,936     6,233     1,408   -30,605    12,062 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      15.3      12.3       6.2       9.2      22.5      22.6      18.0       3.6      10.7      14.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   330                     :
:       40        39        23         9        23        73        57        80        61        49        80 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   718,701                :
: Positions                                                                                                    :
:  148,026   145,764    70,176    92,423   226,350    20,006    24,298    85,081    26,652     5,750   136,096 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -864       963    -2,305        71      -110     5,658     1,641      -248       -58      -328       177 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.6      20.3       9.8      12.9      31.5       2.8       3.4      11.8       3.7       0.8      18.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   144                     :
:       37        39         6        15        21        24        17        34        25        16        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   286,891                :
: Positions                                                                                                    :
:   55,944    41,706    32,194    37,627    42,644    73,370    16,498    15,034    28,572    95,384    29,479 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -543       -12      -236       485       -92       555       668    -1,041     2,069       820    -2,110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.5      14.5      11.2      13.1      14.9      25.6       5.8       5.2      10.0      33.2      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       17        20         5         9        14         6         7         9         9        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   124,633                :
: Positions                                                                                                    :
:   22,999    41,299    36,997    31,609    18,340    16,596     3,966     2,218     5,330    10,629    11,901 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -615     3,495     1,947       152      -201     1,440       -99       100       399        56       545 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5      33.1      29.7      25.4      14.7      13.3       3.2       1.8       4.3       8.5       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       14        16        10         .        12         6         6         7         6         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    18,316                :
: Positions                                                                                                    :
:    6,475     2,704        17         0         0     1,129     1,240     2,246       735     4,741     7,246 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -837      -403      -112         0         0      -979      -108      -386      -132    -1,346       -78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.3      14.8       0.1       0.0       0.0       6.2       6.8      12.3       4.0      25.9      39.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9         9         .         0         0         .         4         5         4         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   145,035                :
: Positions                                                                                                    :
:   14,698    13,539     5,319     4,129    82,841       561     3,327    20,576     3,516     3,143    15,999 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -557      -823      -668        -2     3,245       165        93      -712       546       220       400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.1       9.3       3.7       2.8      57.1       0.4       2.3      14.2       2.4       2.2      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        5         5         4         .         7         .         6         8        10         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 1,346,929                :
: Positions                                                                                                    :
:  382,362   194,382    83,490   802,073   176,956   111,422    29,436    61,209   473,260    32,071    28,068 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -243       215    -1,667     2,338     4,287    11,036    -1,019    -3,029    -3,387     3,589    -2,901 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.4      14.4       6.2      59.5      13.1       8.3       2.2       4.5      35.1       2.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       34        31         4        14        13         6         5         8        16         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   302,786                :
: Positions                                                                                                    :
:   66,287    65,756   166,421   117,838    31,395     6,013    22,439    11,710     6,543    36,987    11,523 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:      191        60       742       914      -830      -350       874      -656       631      -154       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.9      21.7      55.0      38.9      10.4       2.0       7.4       3.9       2.2      12.2       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       13        16        14         5        16         6         9        10         8         9        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    22,900                :
: Positions                                                                                                    :
:   22,747    16,676         0     4,568        30         0         0         0         0       875        78 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -3,644    -2,836         0    -1,016         0         0         0         0       -12       194      -256 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      72.8       0.0      19.9       0.1       0.0       0.0       0.0       0.0       3.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        26         0         6         .         0         0         0         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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   133,340                :
: Positions                                                                                                    :
:  106,699   105,266    10,077    16,535     4,886     4,716       265     3,072     2,001     1,457       878 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -3,971    -2,837       467      -865      -334      -797      -139         6        43      -357      -139 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      78.9       7.6      12.4       3.7       3.5       0.2       2.3       1.5       1.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       47        49         4         6         8         .         .         .         8         9         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    90,805                :
: Positions                                                                                                    :
:   60,381    69,953     7,213     4,452     9,249     1,608     4,896         0    12,234     1,154         1 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -266       655     1,013       -28      -187         0         0         0         0       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      77.0       7.9       4.9      10.2       1.8       5.4       0.0      13.5       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        22         .         4         5         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    34,364                :
: Positions                                                                                                    :
:   29,896    29,305     1,454     2,065       800       620         0         0     1,111     1,588       256 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -1,379    -1,422         7      -429      -190      -155         0         0       -58       313      -397 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      85.3       4.2       6.0       2.3       1.8       0.0       0.0       3.2       4.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        31         .         6         5         .         0         0         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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    17,518                :
: Positions                                                                                                    :
:    7,533    12,789     6,128     2,086       380         0         0         0     2,409     1,073       763 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:   -1,391      -492      -276      -216       -67         0         0         0       -96    -1,055       133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.0      73.0      35.0      11.9       2.2       0.0       0.0       0.0      13.8       6.1       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        19         4         4         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                           :
CFTC Code #06665T                                                    Open Interest is    14,759                :
: Positions                                                                                                    :
:   12,249     8,804       622     5,307        46       116         0         0       422       162       163 :
:                                                                                                              :
: Changes from:     August 30, 2016                                                                            :
:     -925      -508       -28      -395         0        -4         0         0        -3         1         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      59.7       4.2      36.0       0.3       0.8       0.0       0.0       2.9       1.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        14         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 9, 2016