Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 3,977,776                :
: Positions                                                                                                    :
:2,140,354 1,111,554   303,376 1,439,485   355,038   321,389    83,515   324,434    75,376   226,802   422,166 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:  -98,089   -53,432     3,246    11,746     2,158    36,356   -24,352   -35,344    20,407    30,147   -32,793 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      27.9       7.6      36.2       8.9       8.1       2.1       8.2       1.9       5.7      10.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      112       100        10        15        22        18        14        24        17        30        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 1,922,987                :
: Positions                                                                                                    :
:  218,987   215,416    65,841   133,144   569,631    11,664   107,984   446,421   166,023     5,752   444,017 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:  -11,234    -4,874    -1,412   -28,513    -2,947   -14,883    17,590   -37,762    10,062      -935    39,004 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      11.2       3.4       6.9      29.6       0.6       5.6      23.2       8.6       0.3      23.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   105                     :
:       33        38         8         9        17         8        13        17        20         7        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   278,641                :
: Positions                                                                                                    :
:  191,711   230,792    37,913    18,254    14,978    10,205     4,965     2,155     3,558       880       310 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   12,447    11,746    -1,938      -318     2,169       434      -305      -779      -483       880      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      82.8      13.6       6.6       5.4       3.7       1.8       0.8       1.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        26         6         .         5         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   133,969                :
: Positions                                                                                                    :
:  115,989   109,016     2,777    15,002     3,051     5,944         0     1,416         0       485         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    4,331     3,122        61       842       206       -34         0       -90         0       267       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      81.4       2.1      11.2       2.3       4.4       0.0       1.1       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        25         .         5         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   218,944                :
: Positions                                                                                                    :
:  189,141    70,403     3,111   111,902    13,273       799     7,765     3,072         0     3,210       527 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,053     1,176    -7,653   -10,328     5,160       -89     1,205      -783         0       676       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      32.2       1.4      51.1       6.1       0.4       3.5       1.4       0.0       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        17         .        11         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   687,907                :
: Positions                                                                                                    :
:  604,979   188,325    24,822   444,065    44,996     2,396         0     2,596     2,014     1,387       558 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    6,109     5,463    -5,371    -3,933        51     1,694      -616    -1,337       938       -30      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      27.4       3.6      64.6       6.5       0.3       0.0       0.4       0.3       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        27         4        10        13         4         0         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   332,770                :
: Positions                                                                                                    :
:  313,340   170,196        25   130,674     6,792       779     3,793     2,138     3,573    11,688       210 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   10,051     3,022    -1,132     5,007     1,498      -128       454      -278     1,006       110         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      51.1       0.0      39.3       2.0       0.2       1.1       0.6       1.1       3.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       34        26         .        10         5         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   247,845                :
: Positions                                                                                                    :
:  200,115   144,771    24,084    78,892     9,104     2,539     1,858     4,323         0     1,847     1,592 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,003     6,016     3,236      -285       312     1,745      -936      -679         0        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      58.4       9.7      31.8       3.7       1.0       0.7       1.7       0.0       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        33         .        10         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   114,966                :
: Positions                                                                                                    :
:   97,553    72,881     1,557    29,691     1,373     2,759         0     4,030         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    3,923     3,863         0       599      -540      -769         0        96         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      63.4       1.4      25.8       1.2       2.4       0.0       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        22         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   107,586                :
: Positions                                                                                                    :
:   86,952    81,472     8,320     5,696     3,013       342     4,943     1,680         0     4,392       383 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,211     1,136       789         0      -301         0      -240       240         0      -467       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      75.7       7.7       5.3       2.8       0.3       4.6       1.6       0.0       4.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       28        23         5         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    21,372                :
: Positions                                                                                                    :
:   20,597     7,255         0    11,637         0         0       248         0         0     2,139         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      279       -62         0         0         0         0         0         0         0       341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      33.9       0.0      54.4       0.0       0.0       1.2       0.0       0.0      10.0       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 August 4, 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    79,011                :
: Positions                                                                                                    :
:   66,285    27,608     2,924    36,748       146       459     1,844     1,651         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:     -604       693         0        58         0       459      -393      -344         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      34.9       3.7      46.5       0.2       0.6       2.3       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        11         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   194,764                :
: Positions                                                                                                    :
:  147,825    83,842    38,973   103,418     2,531         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,764      -347      -617       273      -857         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      43.0      20.0      53.1       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        15         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    88,047                :
: Positions                                                                                                    :
:   64,902    55,128    14,397    26,043       331         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      609       -67         0       184         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      62.6      16.4      29.6       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   349,890                :
: Positions                                                                                                    :
:  268,406   162,472    56,303   162,822     8,902         0     1,001     1,520       103     1,057     2,406 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -2,305       744      -154    -3,172     1,904       -23     1,001      -101      -168         0       385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      46.4      16.1      46.5       2.5       0.0       0.3       0.4       0.0       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       40        30         .        11         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    82,094                :
: Positions                                                                                                    :
:   67,231    50,991       211     8,916     6,319       751     4,309     2,289         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,479    -1,732       -69     1,398      -180       428     1,007      -854         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      62.1       0.3      10.9       7.7       0.9       5.2       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        15         .         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    21,481                :
: Positions                                                                                                    :
:   17,150    18,563       922         0        31         0       341         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      86.4       4.3       0.0       0.1       0.0       1.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    72,398                :
: Positions                                                                                                    :
:   30,296    53,987    30,887     4,656     5,725         0     2,078     2,079         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      670     1,456       -60       368       -92         0      -846       486         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      74.6      42.7       6.4       7.9       0.0       2.9       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         6         4         7         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   104,221                :
: Positions                                                                                                    :
:   83,195    77,447     8,117    15,532     3,238     8,152     2,976         0         0     1,550         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    4,579     4,225     3,040    -1,507     1,352       -65       620         0      -496       992         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      74.3       7.8      14.9       3.1       7.8       2.9       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       23        26         4         5         4         .         .         0         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   123,492                :
: Positions                                                                                                    :
:   94,927   108,902    10,388     1,767       551    12,976     3,534     1,736     1,116     2,883         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    9,640     5,831       217       310         0        62       620         0      -465       961      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      88.2       8.4       1.4       0.4      10.5       2.9       1.4       0.9       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       30        31         5         .         .         5         .         .         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    54,356                :
: Positions                                                                                                    :
:   53,395    48,475       248       961       124         0         0         0         0     2,725         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      589       341       248       465       124         0         0         0         0    -1,147         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.2      89.2       0.5       1.8       0.2       0.0       0.0       0.0       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       15        25         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   171,053                :
: Positions                                                                                                    :
:  146,769   134,851    10,834    23,493     5,511     1,590         0       788         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    4,888     2,057      -746     5,427      -383       833         0      -515         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      78.8       6.3      13.7       3.2       0.9       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        29         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    29,755                :
: Positions                                                                                                    :
:   25,267    26,179       919         0     1,251       713         0       496         0       403         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:        0        31         0         0         0         0         0         0         0       -62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      88.0       3.1       0.0       4.2       2.4       0.0       1.7       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    66,274                :
: Positions                                                                                                    :
:   44,412    48,537       370     6,597     3,174       158     1,041     1,928     1,100         0       264 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      264       477         0         0         0       158       529       506      -390         0       264 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      73.2       0.6      10.0       4.8       0.2       1.6       2.9       1.7       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        13         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   106,692                :
: Positions                                                                                                    :
:   80,876    61,772     5,599    20,464     9,283         0     2,321     3,789         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:     -608    -1,440         0         0         0         0       497       119         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      57.9       5.2      19.2       8.7       0.0       2.2       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        20         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   107,125                :
: Positions                                                                                                    :
:   73,361    98,958    13,712       400     4,014     1,606         0     1,830         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:     -101     2,797     1,951         0      -360       -61         0        31         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      92.4      12.8       0.4       3.7       1.5       0.0       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    91,015                :
: Positions                                                                                                    :
:   56,554    83,174    28,430     4,095       895       789         0       573         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:     -297    -1,063    -1,560         0      -549         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      91.4      31.2       4.5       1.0       0.9       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        16         8         .         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    30,675                :
: Positions                                                                                                    :
:   27,436    26,237     1,968     1,581       124       682         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      85.5       6.4       5.2       0.4       2.2       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        17         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   124,955                :
: Positions                                                                                                    :
:  113,422   117,686     3,007         0       217       163     1,640     1,028         0     2,001        31 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,287     2,209         0         0         0      -208       916       395         0       402         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      94.2       2.4       0.0       0.2       0.1       1.3       0.8       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        19         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   200,069                :
: Positions                                                                                                    :
:  162,654    64,565    11,029   104,138     6,007     3,235    16,468     2,569     1,049       220       648 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    2,816     1,560      -152       -88      -836      -912       511       234       299       -59        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      32.3       5.5      52.1       3.0       1.6       8.2       1.3       0.5       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        19         4         8         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    17,006                :
: Positions                                                                                                    :
:   10,939    11,167       837     2,747       368     4,490       310         0         0     1,581         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      186       186         0      -244       124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      65.7       4.9      16.2       2.2      26.4       1.8       0.0       0.0       9.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7        13         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    48,254                :
: Positions                                                                                                    :
:   38,661    40,327     5,536     3,995        93     1,240     3,498         0     1,953         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:      240       300        60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      83.6      11.5       8.3       0.2       2.6       7.2       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        14         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    52,489                :
: Positions                                                                                                    :
:   34,028    46,617    13,731         0     1,098         0       155       496         0     3,131         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    3,207     3,021         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      88.8      26.2       0.0       2.1       0.0       0.3       0.9       0.0       6.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   253,443                :
: Positions                                                                                                    :
:  204,686   157,842    29,551    72,779     7,132     1,046         0     2,195       979     8,512     1,689 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    3,634      -509       483     4,173       428      -240         0       240       248       -14       644 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      62.3      11.7      28.7       2.8       0.4       0.0       0.9       0.4       3.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       36        30         .         6         6         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   110,880                :
: Positions                                                                                                    :
:   92,102    73,845     9,656    28,218     5,982         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,037    -2,858      -577     2,314    -1,168         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      66.6       8.7      25.4       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        21         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    81,481                :
: Positions                                                                                                    :
:   41,837    60,453    25,611     5,270     5,759         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:       87     2,920      -404      -404      -325         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      74.2      31.4       6.5       7.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        15         8         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    85,263                :
: Positions                                                                                                    :
:   65,535    48,380     4,935    28,603     5,248         0         0         0         0       731         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    1,437     1,505         0       391         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      56.7       5.8      33.5       6.2       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    78,758                :
: Positions                                                                                                    :
:   69,558    31,329     3,222    43,429         0         0         0         0     2,072         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    5,335       642       454     4,103       -61         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      39.8       4.1      55.1       0.0       0.0       0.0       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16         6         .         5         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 1,005,845                :
: Positions                                                                                                    :
:  135,999   146,571   209,239    16,531    44,225   203,946   314,602   170,885    48,747   151,396   123,420 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    2,363    -6,025     4,108     4,842     6,529    -5,740    14,039    -2,047    12,223    -3,163    -1,621 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.5      14.6      20.8       1.6       4.4      20.3      31.3      17.0       4.8      15.1      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   291                     :
:       31        24        23         9        21        56        69        81        40        51        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   795,421                :
: Positions                                                                                                    :
:  119,827   116,698    38,674    47,922   326,788    19,108    16,957   104,196    35,289    32,863   146,537 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:    6,664     3,929     1,841    -1,248     2,255    -1,012     1,882      -992      -207     2,523     9,519 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.1      14.7       4.9       6.0      41.1       2.4       2.1      13.1       4.4       4.1      18.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   135                     :
:       30        32         7        13        20        17        19        26        23        21        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   397,137                :
: Positions                                                                                                    :
:   76,194    82,542     9,382    50,931    56,796   110,713    15,495    26,813    84,417   130,934    27,077 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -5,737    -2,395    -1,360    -5,582     1,140    -3,717    -1,940    -3,023       215    -1,352    -7,905 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.2      20.8       2.4      12.8      14.3      27.9       3.9       6.8      21.3      33.0       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       19        22         .         9        12         6         5        10        11         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    97,583                :
: Positions                                                                                                    :
:   11,800    17,902    17,863     8,405    29,891     6,165     8,385     4,488    13,615    17,750     6,260 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -2,693    -1,842    -5,036      -407    -1,984     1,343    -5,144    -1,805    -1,137    -1,005    -1,804 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.1      18.3      18.3       8.6      30.6       6.3       8.6       4.6      14.0      18.2       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:        7         6         6         5        11         4         4         6         6        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 1,677,058                :
: Positions                                                                                                    :
:  482,539   272,293    62,103   983,012   195,761   123,706    27,761   114,374   632,196    29,182    25,721 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -4,618   -12,248   -56,104   -51,734    29,975     6,795    -9,146     6,993    -7,102    14,860    -8,571 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.8      16.2       3.7      58.6      11.7       7.4       1.7       6.8      37.7       1.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       32        34         4        17        19        11         6        14        17         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   458,677                :
: Positions                                                                                                    :
:   96,013    85,762   179,141   149,411    73,497     3,930    37,379    27,482    31,263    38,796    43,883 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -8,721    -3,584   -12,884    -1,293    -8,864    -2,514   -17,671    -4,096      -653    -2,350    -3,668 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.9      18.7      39.1      32.6      16.0       0.9       8.1       6.0       6.8       8.5       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       16        18        12         7        13         5        12        12        15         8        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    14,964                :
: Positions                                                                                                    :
:   11,296     9,682     2,333     4,040       925         0         0         0       328        62         0 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -2,216    -2,144        -5      -216      -157         0         0         0        70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      64.7      15.6      27.0       6.2       0.0       0.0       0.0       2.2       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        16         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    71,245                :
: Positions                                                                                                    :
:   54,825    50,773     8,832     6,052     4,004         0     2,425         0     1,130     6,123     1,288 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:     -666       327       817       -61      -330         0         0         0       150       140      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      71.3      12.4       8.5       5.6       0.0       3.4       0.0       1.6       8.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       46        39         .         7         9         0         .         0         4         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    26,529                :
: Positions                                                                                                    :
:   18,753    15,543     2,674     2,718     1,468     1,860       228         0       753     5,760       409 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -1,735    -1,558       508       -34      -233         0      -228         0        28       519      -290 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      58.6      10.1      10.2       5.5       7.0       0.9       0.0       2.8      21.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        27         5         4         6         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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     8,587                :
: Positions                                                                                                    :
:    7,145     2,946       335     4,007        69         0         0         0       110       463       926 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -1,338      -884      -146       -69       -51         0         0         0        25      -478       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      34.3       3.9      46.7       0.8       0.0       0.0       0.0       1.3       5.4      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        14         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     9,313                :
: Positions                                                                                                    :
:    7,384     3,729       538     4,459       195         0         0         0         0       661       134 :
:                                                                                                              :
: Changes from:     July 28, 2015                                                                              :
:   -1,121      -695        21      -380       -58         0         0         0         0        32       -32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      40.0       5.8      47.9       2.1       0.0       0.0       0.0       0.0       7.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated August 7, 2015