Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 3,915,317                :
: Positions                                                                                                    :
:2,124,479 1,046,943   304,850 1,371,542   388,679   279,813   120,291   348,715    17,039   210,477   410,133 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   18,839   -16,223    -1,943    10,479    11,371    -6,839   -15,042     7,655   -19,247    14,806   -37,208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      26.7       7.8      35.0       9.9       7.1       3.1       8.9       0.4       5.4      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      105        93        12        14        21        15        15        23        16        31        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 2,121,628                :
: Positions                                                                                                    :
:  241,663   244,482    57,338   144,705   621,671    20,557    85,196   553,875   162,997     8,204   462,897 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   10,154     7,723    -1,118     6,850     8,009    -1,159    -7,137    43,101       911     1,429    16,528 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      11.5       2.7       6.8      29.3       1.0       4.0      26.1       7.7       0.4      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       31        38         8         8        16         9        10        19        15         9        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   241,550                :
: Positions                                                                                                    :
:  159,678   195,814    41,032    20,922    11,429    10,775     5,111     3,101     1,722       577       217 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -18,733   -20,605    -3,182       360    -1,033      -531    -2,833      -245       168       370      -341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      81.1      17.0       8.7       4.7       4.5       2.1       1.3       0.7       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        27         6         .         5         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   108,247                :
: Positions                                                                                                    :
:   92,126    86,592     2,716    11,744     2,690     5,965         0       819         0     1,990         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -8,292   -11,764    -1,729    -1,135      -198    -3,944         0      -636         0    -1,279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      80.0       2.5      10.8       2.5       5.5       0.0       0.8       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        24         .         5         7         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   214,005                :
: Positions                                                                                                    :
:  183,908    58,129     6,782   120,205    10,285     1,712    10,268     3,048         0     3,993         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -16,256   -11,150      -516    -7,278       485      -814       199       121      -248       951       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      27.2       3.2      56.2       4.8       0.8       4.8       1.4       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       20        18         .        11         7         .         5         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   664,039                :
: Positions                                                                                                    :
:  515,740   169,091    26,559   430,447    47,930     1,664       123     2,425    55,702     1,336     6,987 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -51,579   -27,578      -246   -26,090    -2,856     1,585         0    -1,677    -2,062       899      -558 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      25.5       4.0      64.8       7.2       0.3       0.0       0.4       8.4       0.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        25         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   301,385                :
: Positions                                                                                                    :
:  286,060   157,072     1,487   113,624     4,818         0     3,330     2,215         0    12,905         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -19,178   -10,906       127    -5,943      -486      -682      -500      -670         0    -1,700         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      52.1       0.5      37.7       1.6       0.0       1.1       0.7       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        26         .        10         5         0         4         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   235,890                :
: Positions                                                                                                    :
:  191,180   136,661    21,102    73,650     8,963         0     1,529     5,089         0     2,250     1,286 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -24,227   -19,401      -862    -5,591      -315         0      -115      -758         0       147        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      57.9       8.9      31.2       3.8       0.0       0.6       2.2       0.0       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        30         .         9         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    97,197                :
: Positions                                                                                                    :
:   81,787    59,638     2,137    28,301     1,355     3,127         0     2,921         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -11,288    -8,268      -117    -2,498         0       800         0      -691         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      61.4       2.2      29.1       1.4       3.2       0.0       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        17         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   101,138                :
: Positions                                                                                                    :
:   79,978    79,028     7,208     5,730     3,289     1,148     4,687     1,440         0     2,288     1,181 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -11,601    -9,468    -1,046       189      -757        -4       682      -802         0    -2,570       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      78.1       7.1       5.7       3.3       1.1       4.6       1.4       0.0       2.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        23         5         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    17,681                :
: Positions                                                                                                    :
:   17,340     7,315         0     8,227         0         0       248         0         0     1,829         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -4,956    -2,772         0    -2,460         0         0         0         0         0      -146         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.1      41.4       0.0      46.5       0.0       0.0       1.4       0.0       0.0      10.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         5         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    77,348                :
: Positions                                                                                                    :
:   62,356    27,056     2,684    36,690       146     1,160     1,098     1,622         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -6,887    -2,832         0    -2,382         0        51    -1,152       -51         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      35.0       3.5      47.4       0.2       1.5       1.4       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   183,945                :
: Positions                                                                                                    :
:  135,652    83,582    38,616    92,148     3,934         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -9,323    -4,765      -342    -5,728      -672         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      45.4      21.0      50.1       2.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        14         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    85,031                :
: Positions                                                                                                    :
:   61,117    55,003    15,129    23,026         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -4,036    -5,459    -1,023      -352      -145         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      64.7      17.8      27.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         9         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   330,416                :
: Positions                                                                                                    :
:  257,409   143,434    52,672   172,666     5,525     2,278         0         0       162     1,057       674 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -12,184    -7,332      -741    -7,970        17      -274         0         0    -1,754       -86       365 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      43.4      15.9      52.3       1.7       0.7       0.0       0.0       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       41        27         .        11         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    73,767                :
: Positions                                                                                                    :
:   58,525    46,772       398     7,387     6,456       629     2,937     3,019         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -7,251    -6,760      -248       315      -287      -318    -1,470       -53         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      63.4       0.5      10.0       8.8       0.9       4.0       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        13         .         6         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    68,349                :
: Positions                                                                                                    :
:   26,997    49,873    29,968     4,319     5,756       281     2,068     1,625         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -5,684    -7,295    -1,166    -1,851      -449      -160       261        -6         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      73.0      43.8       6.3       8.4       0.4       3.0       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9         7         6         4         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    82,456                :
: Positions                                                                                                    :
:   59,600    75,698     9,911       961         0     9,194       558     1,736       744     1,891         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -15,023   -17,457    -4,696       556      -796     2,220         0    -2,220      -372       198      -558 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      91.8      12.0       1.2       0.0      11.2       0.7       2.1       0.9       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       20        19         6         .         0         4         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    45,495                :
: Positions                                                                                                    :
:   45,061    40,141         0       496         0         0         0         0         0     3,872         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -17,784   -15,590         0      -240         0         0         0         0         0    -1,020         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.0      88.2       0.0       1.1       0.0       0.0       0.0       0.0       0.0       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12        25         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   164,827                :
: Positions                                                                                                    :
:  140,365   122,846    11,529    17,394     5,922       506         0     1,465         0     9,974         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -3,979    -3,536     1,078    -2,082    -2,000       164         0        45         0    -1,023         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      74.5       7.0      10.6       3.6       0.3       0.0       0.9       0.0       6.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       30        29         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    26,841                :
: Positions                                                                                                    :
:   22,477    24,753     1,043         0     1,127     1,209         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -6,333    -5,670       510         0      -510         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      92.2       3.9       0.0       4.2       4.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        12         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    62,332                :
: Positions                                                                                                    :
:   42,563    46,252       370     6,198     2,380         0       115     1,060     1,730         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      74.2       0.6       9.9       3.8       0.0       0.2       1.7       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        14         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   100,944                :
: Positions                                                                                                    :
:   75,675    60,468     5,661    20,464     9,221         0     1,784     3,378         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -8,070    -5,577       -79    -1,420      -658         0      -671      -546         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      59.9       5.6      20.3       9.1       0.0       1.8       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    98,886                :
: Positions                                                                                                    :
:   69,365    88,353    11,494         0     3,795         0       423     1,949         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   11,889    11,241    -1,603         0     2,329    -1,112       423       951         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      89.3      11.6       0.0       3.8       0.0       0.4       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        12         .         0         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    85,837                :
: Positions                                                                                                    :
:   45,995    62,435    30,003     4,095     1,197       667         0       459         0    15,287         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -13,864    -9,111     1,771      -326      -500      -217      -227       -81         0    -1,206         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      72.7      35.0       4.8       1.4       0.8       0.0       0.5       0.0      17.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        15         8         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    20,442                :
: Positions                                                                                                    :
:   17,358    16,008     1,968     2,557         0       682         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -3,630    -4,368      -480         0         0         0         0         0       120         0      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      78.3       9.6      12.5       0.0       3.3       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        15         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   111,466                :
: Positions                                                                                                    :
:  100,791    96,099     3,100       670       124        65     1,220       846         0     8,378       428 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -5,539    -5,122         0      -283         0      -581    -1,860       111       -47       323      -232 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      86.2       2.8       0.6       0.1       0.1       1.1       0.8       0.0       7.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   180,639                :
: Positions                                                                                                    :
:  143,829    55,329     9,407    97,266     7,708     3,793    14,478     2,026       366       217       248 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -9,690    -1,004      -830    -6,020       630     1,038    -1,238    -1,243       -95    -1,953       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      30.6       5.2      53.8       4.3       2.1       8.0       1.1       0.2       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        20         .         8         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    22,204                :
: Positions                                                                                                    :
:   16,499    16,366     4,248     1,968         0       620     3,684         0       217         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -4,975    -5,519       506      -687       -93    -2,028       372      -372       180         0      -180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      73.7      19.1       8.9       0.0       2.8      16.6       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    43,762                :
: Positions                                                                                                    :
:   26,817    39,533    12,429         0     1,656         0       651         0         0     1,550         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -8,660    -9,512    -1,560         0      -270         0         0         0         0      -390         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      90.3      28.4       0.0       3.8       0.0       1.5       0.0       0.0       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        10         4         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   232,495                :
: Positions                                                                                                    :
:  190,276   149,971    26,164    60,227     6,991       790       651     1,955       792     8,532       715 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -19,343   -21,495      -890    -2,180       741      -546       651      -217      -156       823      -161 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      64.5      11.3      25.9       3.0       0.3       0.3       0.8       0.3       3.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       36        28         .         6         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   105,866                :
: Positions                                                                                                    :
:   84,639    75,341     8,604    19,855     8,806         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:  -11,764   -10,290    -2,509    -3,342     2,125         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      71.2       8.1      18.8       8.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        21         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    72,524                :
: Positions                                                                                                    :
:   34,660    49,727    25,860     5,674     5,960         0         0         0       736         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -4,610    -8,490    -2,669      -124      -744         0         0         0      -248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.8      68.6      35.7       7.8       8.2       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        13         8         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    82,011                :
: Positions                                                                                                    :
:   63,267    43,627     4,299    28,310     7,020         0         0         0         0       792         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -7,575   -12,242    -2,330       229      -385         0         0         0         0      -125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      53.2       5.2      34.5       8.6       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         4         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    67,188                :
: Positions                                                                                                    :
:   60,137    28,649     2,677    29,751       122         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      42.6       4.0      44.3       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         4         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 1,072,987                :
: Positions                                                                                                    :
:  134,825   155,464   226,235    13,134    51,279   206,728   351,342   195,782    67,198   146,915   121,743 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:     -768     1,839    -1,487       390    -2,602    -2,845     7,774     5,706    15,462    -2,633   -12,648 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      14.5      21.1       1.2       4.8      19.3      32.7      18.2       6.3      13.7      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   283                     :
:       30        24        25         6        20        54        72        73        41        44        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2015      
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   908,444                :
: Positions                                                                                                    :
:  128,060   125,682    40,414    54,465   348,400    30,548    29,338   148,678    40,256    31,331   166,461 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:    3,515       384    -1,336      -608     3,986     3,366     3,815    19,381     1,827     3,834     5,402 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1      13.8       4.4       6.0      38.4       3.4       3.2      16.4       4.4       3.4      18.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   137                     :
:       31        28         5        15        20        22        18        30        26        18        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   402,337                :
: Positions                                                                                                    :
:   76,829    67,390    10,362    57,339    51,432   118,655    16,901    28,758    83,291   146,697    26,943 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:    5,889       421         0       369      -371    -1,800      -674       196    -2,124     1,909     1,706 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.1      16.7       2.6      14.3      12.8      29.5       4.2       7.1      20.7      36.5       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       20        22         .        10        12         6         4         9         9        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    98,249                :
: Positions                                                                                                    :
:   12,514    17,970    21,533     7,033    26,156     4,831     8,754     5,446    11,746    18,711     8,618 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:    1,376       265       739     1,841      -274       -62     2,024    -1,408     1,590      -226       174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      18.3      21.9       7.2      26.6       4.9       8.9       5.5      12.0      19.0       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        7         7         6         5        10         .         7         8         7         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 1,660,546                :
: Positions                                                                                                    :
:  491,336   266,031   105,591 1,027,852   150,942   120,617    29,840   106,941   609,586    18,174    30,549 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:      673    -2,157     2,384     4,684       684      -923       132     1,436     1,463      -198      -526 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      16.0       6.4      61.9       9.1       7.3       1.8       6.4      36.7       1.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       33        35         4        17        20        12         5        13        16         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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   496,429                :
: Positions                                                                                                    :
:  105,379    90,762   188,575   154,583    79,727     7,338    51,958    30,941    36,788    42,134    44,196 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -1,407     2,749     6,913       644      -412      -772       860     1,028       990     1,471    -1,898 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.2      18.3      38.0      31.1      16.1       1.5      10.5       6.2       7.4       8.5       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       17        20        13         6        14         7        10        14        13        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    14,297                :
: Positions                                                                                                    :
:   11,229     9,326     1,918     3,956       782         0         0         0       193        62         2 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -3,843    -3,280       457      -356      -143         0         0         0      -265       -40         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      65.2      13.4      27.7       5.5       0.0       0.0       0.0       1.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        15         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    67,383                :
: Positions                                                                                                    :
:   52,698    47,019     7,762     6,133     4,048         0     2,371         0       908     6,018       966 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -6,347    -6,204      -324      -180      -169         0         0         0       -13      -294        41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      69.8      11.5       9.1       6.0       0.0       3.5       0.0       1.3       8.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       42        37         .         7         9         0         .         0         .         8         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    18,888                :
: Positions                                                                                                    :
:   15,434    13,325     1,309     3,433     1,875         0       138         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -1,165      -728       -35      -422       -40         0         0         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      70.5       6.9      18.2       9.9       0.0       0.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         .         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    26,363                :
: Positions                                                                                                    :
:   18,924    15,491     2,090     3,192     1,410     1,860       456         0       760     4,782       621 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -1,847    -1,651       180       -86      -317         0         0         0         0       184      -261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      58.8       7.9      12.1       5.3       7.1       1.7       0.0       2.9      18.1       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        26         4         5         7         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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     9,887                :
: Positions                                                                                                    :
:    8,126     3,303       456     4,066       120         0         0         0       125     1,146     1,026 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:   -1,486      -910      -121      -169       -42         0         0         0       -60      -619        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      33.4       4.6      41.1       1.2       0.0       0.0       0.0       1.3      11.6      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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    10,329                :
: Positions                                                                                                    :
:    8,503     4,299       442     4,864       241         0         0         0         0       589       166 :
:                                                                                                              :
: Changes from:     June 30, 2015                                                                              :
:     -860      -496       -15      -323       -22         0         0         0         0       -19        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      41.6       4.3      47.1       2.3       0.0       0.0       0.0       0.0       5.7       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         6         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 10, 2015