Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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 4,035,103                :
: Positions                                                                                                    :
:2,185,177 1,151,305   343,298 1,492,023   337,239   302,405    73,099   249,924    76,445   214,058   502,673 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:   34,305    31,297    -3,922    44,250     2,045    24,279    15,413   -31,436    16,534   -16,750    10,571 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      28.5       8.5      37.0       8.4       7.5       1.8       6.2       1.9       5.3      12.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      111        94        10        17        23        16        16        24        13        28        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   358,488                :
: Positions                                                                                                    :
:   32,715    75,963    59,504    70,954    73,147   101,927    42,131    22,140    26,422    31,149    42,611 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      -36     2,116     2,947    19,613    -1,973    27,936     3,646    -7,246    -3,884     1,588     3,330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      21.2      16.6      19.8      20.4      28.4      11.8       6.2       7.4       8.7      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       18        16        11         8        16         7         5         8        10         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   234,332                :
: Positions                                                                                                    :
:  167,435   193,521    28,479    13,974    13,738     7,979       306     2,423       899     3,623         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,088     2,833      -481     1,156      -728       203    -2,530        61       496       276      -214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      82.6      12.2       6.0       5.9       3.4       0.1       1.0       0.4       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        27         6         .         5         4         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   112,439                :
: Positions                                                                                                    :
:   97,905    86,941     1,270    15,949     3,907     1,980         0     1,305         0       279         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,473       275         0       401       341      -615         0       116         0        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      77.3       1.1      14.2       3.5       1.8       0.0       1.2       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        26         .         4         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   205,497                :
: Positions                                                                                                    :
:  182,339    68,358     1,496   104,946    11,745       271     6,069     2,178         0     2,288         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,238     4,019         0      -925       244       180       786      -342         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      33.3       0.7      51.1       5.7       0.1       3.0       1.1       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        18         .        11         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   638,983                :
: Positions                                                                                                    :
:  550,883   190,427    20,850   392,795    48,137     3,438       978     1,633     5,118       233     1,101 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:   13,400     3,412    -6,291     3,043     1,198       476       245      -151      -808       -48        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      29.8       3.3      61.5       7.5       0.5       0.2       0.3       0.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       37        24         4        10        13         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   327,824                :
: Positions                                                                                                    :
:  307,556   181,627     3,932   124,923     3,828       413     3,483     1,184         0     2,885     2,140 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    4,658    12,394      -973    -7,511        89       413        32       352         0    -3,081       214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      55.4       1.2      38.1       1.2       0.1       1.1       0.4       0.0       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        28         .         9         6         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   230,287                :
: Positions                                                                                                    :
:  186,089   136,299    20,979    72,484     9,597     2,218     1,345     2,891     2,072     1,464     2,079 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:   14,982    16,507       -62      -977        62     1,201       -86      -560      -248         0       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      59.2       9.1      31.5       4.2       1.0       0.6       1.3       0.9       0.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        30         .         9         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    94,172                :
: Positions                                                                                                    :
:   79,884    56,294     2,062    24,855     1,814     1,377     1,243     2,214         0       372         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,815       596         0        31         0        31       156      -156         0       155         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      59.8       2.2      26.4       1.9       1.5       1.3       2.4       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        18         .         5         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   100,376                :
: Positions                                                                                                    :
:   79,137    82,244     8,226     5,514     3,072       217       623         0     1,675        41     2,232 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,405     6,805        29       -61       -40         0    -5,195      -279       557         5       519 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      81.9       8.2       5.5       3.1       0.2       0.6       0.0       1.7       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        23         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    17,448                :
: Positions                                                                                                    :
:   14,480     8,226         0     6,618     1,824         0         0         0       390       270         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,674      -248         0     1,922         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      47.1       0.0      37.9      10.5       0.0       0.0       0.0       2.2       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         7         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    72,328                :
: Positions                                                                                                    :
:   60,974    27,554     2,924    31,532       146       365     2,437     1,315         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,286     1,430         0      -304         0        60       456       -33         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      38.1       4.0      43.6       0.2       0.5       3.4       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        12         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   174,941                :
: Positions                                                                                                    :
:  128,141    75,553    37,993    90,290     3,682         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,808     2,065      -759        31       825         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      43.2      21.7      51.6       2.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        13         4         8         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    92,658                :
: Positions                                                                                                    :
:   69,164    55,810    15,190    32,623       302         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    5,096     6,564       760     1,092         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      60.2      16.4      35.2       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   334,913                :
: Positions                                                                                                    :
:  253,108   152,329    56,933   160,143     9,111     1,216         0         0         0       244     3,395 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    7,526     8,863     2,286    -1,232      -420         0         0         0         0       216      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      45.5      17.0      47.8       2.7       0.4       0.0       0.0       0.0       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       39        27         4        10         7         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    70,035                :
: Positions                                                                                                    :
:   56,005    42,659         0     7,940     5,023     1,609       240     2,380         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,335     1,551         0       831      -323       -99       240       245         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      60.9       0.0      11.3       7.2       2.3       0.3       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         0         5         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    62,455                :
: Positions                                                                                                    :
:   22,815    38,117    27,925    13,605     5,616         0        97     1,340         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      519       180       -31        62        31      -207        97       238         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      61.0      44.7      21.8       9.0       0.0       0.2       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10         8         6         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    67,289                :
: Positions                                                                                                    :
:   53,332    53,177     5,210     9,073     3,935     2,036         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,716     6,768       -62         0        62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      79.0       7.7      13.5       5.8       3.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         .         .         5         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    90,608                :
: Positions                                                                                                    :
:   79,328    81,956     1,608     3,588       744     4,921     1,290         0       840     2,850         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,716     6,648         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      90.5       1.8       4.0       0.8       5.4       1.4       0.0       0.9       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       23        25         .         4         .         .         .         0         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    34,922                :
: Positions                                                                                                    :
:   34,712    32,256         0       240         0         0         0         0         0     1,764         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,184     3,184         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.4      92.4       0.0       0.7       0.0       0.0       0.0       0.0       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        22         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   186,959                :
: Positions                                                                                                    :
:  146,644   145,038    19,929    24,523     9,119     3,601         0     1,335         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    4,702     2,376    -4,454     1,216     4,798     1,287      -128       -86         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      77.6      10.7      13.1       4.9       1.9       0.0       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       29        26         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    21,102                :
: Positions                                                                                                    :
:   18,138    16,697         0       774       690         0     2,100         0         0       270         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      608     2,097         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      79.1       0.0       3.7       3.3       0.0      10.0       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         7         0         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    64,051                :
: Positions                                                                                                    :
:   46,530    51,419       248     4,761     4,208     2,154       636       999       986         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:   -1,042      -363         0      -856         0       -25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      80.3       0.4       7.4       6.6       3.4       1.0       1.6       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        15         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    96,130                :
: Positions                                                                                                    :
:   69,742    52,629     5,076    17,840     9,667        19       351     4,087         0     3,638         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,264       808         0         0         0        19        19       251         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      54.7       5.3      18.6      10.1       0.0       0.4       4.3       0.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         4         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   102,745                :
: Positions                                                                                                    :
:   73,202    91,951    13,467       288     5,188     4,149         0       912     1,282         0        31 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:     -744      -230       944         0         0       700         0      -345         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      89.5      13.1       0.3       5.0       4.0       0.0       0.9       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        16         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   109,671                :
: Positions                                                                                                    :
:   73,720   103,046    27,960     4,095       274         0         0         0     4,159         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:       -8     4,799     2,988         0        62         0         0         0     4,159         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      94.0      25.5       3.7       0.2       0.0       0.0       0.0       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        17         6         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   109,140                :
: Positions                                                                                                    :
:   97,705   102,870     3,100         0       124     1,356         0       135         0       775         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:     -896     1,206         0         0         0     1,356       -48      -479         0        31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      94.3       2.8       0.0       0.1       1.2       0.0       0.1       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20        16         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   182,071                :
: Positions                                                                                                    :
:  147,873    59,693    11,911    91,667     6,583     1,931    17,015     1,915         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    2,240        16       214       403         0         0     2,071        -5         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      32.8       6.5      50.3       3.6       1.1       9.3       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        15         4         8         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    11,816                :
: Positions                                                                                                    :
:   10,166     6,076       210     1,240         0     1,080       630         0       270     3,046         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      51.4       1.8      10.5       0.0       9.1       5.3       0.0       2.3      25.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        10         .         .         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    30,379                :
: Positions                                                                                                    :
:   25,722    26,211     3,907     2,476         0         0     1,080         0         0       162       210 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    5,890     5,766       248         0         0         0         0         0      -210       162       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      86.3      12.9       8.2       0.0       0.0       3.6       0.0       0.0       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         0         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    40,112                :
: Positions                                                                                                    :
:   24,380    36,440     9,706         0     2,348     1,980         0         0         0       540         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      124       390       390         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      90.8      24.2       0.0       5.9       4.9       0.0       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   207,953                :
: Positions                                                                                                    :
:  160,237   133,703    31,811    54,768     7,791         0         0         0       807     6,516       690 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,686     5,799       645    -2,965       612    -1,072         0    -1,955      -237    -2,232      -513 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      64.3      15.3      26.3       3.7       0.0       0.0       0.0       0.4       3.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       36        30         .         6         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   100,055                :
: Positions                                                                                                    :
:   85,609    58,442     7,994    37,269     2,483         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    2,471       783      -106     4,287    -1,456         0         0         0         0       -55      -334 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      58.4       8.0      37.2       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        20         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    68,361                :
: Positions                                                                                                    :
:   35,931    48,884    22,789     5,000     2,696         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      366     1,218       793         0      -155         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      71.5      33.3       7.3       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        14         6         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    67,608                :
: Positions                                                                                                    :
:   45,484    32,482     4,927    24,889     6,991         0         0         0         0       217         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,434     1,158      -642       451       335         0         0         0         0       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      48.0       7.3      36.8      10.3       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        15         .         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    79,366                :
: Positions                                                                                                    :
:   68,507    28,959     3,259    46,758       748         0         0         0     2,134         0         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    6,606     1,132         0     5,840       186         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      36.5       4.1      58.9       0.9       0.0       0.0       0.0       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         5         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   904,256                :
: Positions                                                                                                    :
:  122,124   131,108   213,915    22,138    36,214   186,675   307,977   129,248    42,121   133,118   107,168 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:   -3,565      -789    -5,158     1,968   -10,734     1,751   -16,395     1,870   -10,163    -2,140     4,142 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.5      14.5      23.7       2.4       4.0      20.6      34.1      14.3       4.7      14.7      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   285                     :
:       33        27        24         8        24        54        71        74        33        46        54 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   377,361                :
: Positions                                                                                                    :
:   82,193    85,066    11,138    44,470    53,249    86,354     5,135    25,003    79,965   125,040    34,838 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      169    -1,959      -500      -333     1,228    -6,123    -2,099       -10       109    -1,728     2,044 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      22.5       3.0      11.8      14.1      22.9       1.4       6.6      21.2      33.1       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       21        24         4         9        12         6         .         9        14         7        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    93,452                :
: Positions                                                                                                    :
:   14,630    17,136    18,242     7,645    28,802     3,306    10,323     3,858     9,424    12,713     6,643 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:     -525       865        92       362       -20       156       758         4       943      -990     1,135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.7      18.3      19.5       8.2      30.8       3.5      11.0       4.1      10.1      13.6       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        6         6         5         7        12         4         4         6         7         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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 1,646,574                :
: Positions                                                                                                    :
:  521,553   277,696    47,781   936,327   225,546   123,557    26,696    88,892   578,150    36,750    26,396 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    2,514     5,328      -899      -634     1,826    -3,174       406       364     7,035      -592     1,449 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.7      16.9       2.9      56.9      13.7       7.5       1.6       5.4      35.1       2.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   109                     :
:       35        35         4        17        19        11         6        13        18         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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   430,883                :
: Positions                                                                                                    :
:   92,421    94,403   173,837   150,418    59,382     2,510     8,174    30,003    27,205    43,673    42,746 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,661       334       812     1,213      -447       -90    -1,195        70      -110     1,598     2,980 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.4      21.9      40.3      34.9      13.8       0.6       1.9       7.0       6.3      10.1       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       22        20        12         8        14         4         9        10        12        14        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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    14,666                :
: Positions                                                                                                    :
:   10,885     8,807     2,318     4,704       933         0         0         0       323        62        25 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:     -115      -120         0         0         0         0         0         0        -5         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      60.1      15.8      32.1       6.4       0.0       0.0       0.0       2.2       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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 PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    73,035                :
: Positions                                                                                                    :
:   55,626    52,664     9,045     5,669     4,681         0     2,420         0     1,389     5,905     1,160 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    3,174     3,459        35       -20       592         0         0         0        90         0        18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      72.1      12.4       7.8       6.4       0.0       3.3       0.0       1.9       8.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       45        42         .         7         8         0         .         0         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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 SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    21,246                :
: Positions                                                                                                    :
:   17,818    15,527     1,219     3,355     1,614         0        46         0         0       480         0 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,355     1,320        45       135       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      73.1       5.7      15.8       7.6       0.0       0.2       0.0       0.0       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         .         4         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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 SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    29,776                :
: Positions                                                                                                    :
:   21,993    18,611     2,939     2,311     1,358     1,860         0         0     1,042     7,009        83 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:    1,547     1,504       -30         0       -60         0         0         0        45        68       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      62.5       9.9       7.8       4.6       6.2       0.0       0.0       3.5      23.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        25         5         4         5         .         0         0         6         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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     9,145                :
: Positions                                                                                                    :
:    7,664     3,188       200     3,757       110         0         0         0       285       897       794 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      450       110         0         0         0         0         0         0        60       445      -118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      34.9       2.2      41.1       1.2       0.0       0.0       0.0       3.1       9.8       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        16         .         5         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015         
:                                             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) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     9,936                :
: Positions                                                                                                    :
:    8,064     4,222       713     4,473       103         0         0         0         0       859       138 :
:                                                                                                              :
: Changes from:     September 8, 2015                                                                          :
:      695       615        10        70         0         0         0         0         0        35       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      42.5       7.2      45.0       1.0       0.0       0.0       0.0       0.0       8.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        13         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 18, 2015