Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 3,839,185                :
: Positions                                                                                                    :
:2,187,274 1,110,906   359,586 1,411,927   328,250   276,088    70,136   242,501    28,304   288,357   372,574 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:  -83,067   -41,676      -172   -79,433     2,489    10,951    -2,136   -16,942    -8,732    47,246   -87,236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      28.9       9.4      36.8       8.5       7.2       1.8       6.3       0.7       7.5       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   214                     :
:      108        93        10        17        23        14        14        21        14        25        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,707,520                :
: Positions                                                                                                    :
:  223,648   200,835    67,383   118,796   547,919    17,552    61,968   412,507    80,813     7,066   357,622 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:  -39,172   -46,096     3,383   -34,137   -77,546     2,546    17,117   -90,559   -29,383       353   -90,352 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.1      11.8       3.9       7.0      32.1       1.0       3.6      24.2       4.7       0.4      20.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       29        31        11         7        18         8         9        17        11        13        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   239,828                :
: Positions                                                                                                    :
:  169,977   196,413    32,785    16,090    14,043     7,172       656     2,300       282     4,173       214 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    6,073     7,063     3,443       826      -110      -604      -199       -77       282       612       214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      81.9      13.7       6.7       5.9       3.0       0.3       1.0       0.1       1.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        29         6         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   118,116                :
: Positions                                                                                                    :
:   99,000    87,939       139    17,289     6,319     3,291         0     1,718         0       279         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    3,631       811      -273       976     1,792      -704         0       645         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      74.5       0.1      14.6       5.3       2.8       0.0       1.5       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        26         .         4         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   214,259                :
: Positions                                                                                                    :
:  187,632    73,239     2,460   111,281    11,956     1,832     4,280     2,935         0     1,575         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    3,732     3,103     1,396     4,661        60     1,088      -337       -55         0      -868         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      34.2       1.1      51.9       5.6       0.9       2.0       1.4       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        20         .        11         9         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   645,714                :
: Positions                                                                                                    :
:  550,137   197,911    22,009   385,025    50,723     2,798     1,578     2,366     6,913     1,021     1,794 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   -1,201     8,637       -31    -5,239       943       922        48       442     3,332       691       460 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      30.6       3.4      59.6       7.9       0.4       0.2       0.4       1.1       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        24         4        10        13         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   344,770                :
: Positions                                                                                                    :
:  317,322   184,129     5,323   143,313     4,976     1,544     1,968     1,314     3,852     1,940       428 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    9,773       655       811    16,724       624       729    -2,011         4     2,044      -361      -974 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      53.4       1.5      41.6       1.4       0.4       0.6       0.4       1.1       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       32        29         .         9         6         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   231,941                :
: Positions                                                                                                    :
:  186,369   137,539    20,946    74,589     9,324     3,288       849     2,426     3,424     1,493     1,523 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,458     3,172        60       974       -60     1,216      -713       124        93        29      -153 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      59.3       9.0      32.2       4.0       1.4       0.4       1.0       1.5       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        32         .         9         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   105,562                :
: Positions                                                                                                    :
:   91,820    62,390     2,062    27,789     1,690       341     3,175     3,058         0       620         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   11,797     6,527         0     2,714      -124      -323     1,960      -102         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      59.1       2.0      26.3       1.6       0.3       3.0       2.9       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        21         .         5         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   103,693                :
: Positions                                                                                                    :
:   80,485    84,583     8,185     5,485     4,010         0       591         0     2,952       109     2,014 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,542     1,926        92       123        29         0         0         0       868       109      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      81.6       7.9       5.3       3.9       0.0       0.6       0.0       2.8       0.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        24         5         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    23,152                :
: Positions                                                                                                    :
:   20,147     9,810         0    10,338     1,824         0         0         0       390       270         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      42.4       0.0      44.7       7.9       0.0       0.0       0.0       1.7       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         7         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    75,039                :
: Positions                                                                                                    :
:   63,341    27,438     2,924    32,627       146     1,704     3,389       803         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,279      -265         0     1,095         0       365       351      -100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      36.6       3.9      43.5       0.2       2.3       4.5       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   177,771                :
: Positions                                                                                                    :
:  130,414    76,807    37,315    89,130     3,912         0     2,140         0       248         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,164       677      -464    -1,160        16         0     2,140         0       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      43.2      21.0      50.1       2.2       0.0       1.2       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        13         4         8         7         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    94,940                :
: Positions                                                                                                    :
:   71,913    58,641    15,438    32,375       302         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,961     1,479       124       496         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      61.8      16.3      34.1       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    14,065                :
: Positions                                                                                                    :
:   11,807     9,507       737     3,070       540         0         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      67.6       5.2      21.8       3.8       0.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   350,711                :
: Positions                                                                                                    :
:  261,559   174,438    64,053   152,363     9,805     1,216       372         0     2,483         0     3,390 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    5,665    12,039     5,099    -4,356     1,521         0       372         0        99         0       660 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      49.7      18.3      43.4       2.8       0.3       0.1       0.0       0.7       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       42        29         4        10         8         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    72,150                :
: Positions                                                                                                    :
:   56,036    43,174         0     8,508     5,885     1,204       678     2,513         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,377     1,962         0    -1,318      -124       -37       401       159         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      59.8       0.0      11.8       8.2       1.7       0.9       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         0         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    62,800                :
: Positions                                                                                                    :
:   25,489    34,620    25,591    13,901     5,865         0     1,239       820         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,292      -618      -366         0       331         0     1,175      -888         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      55.1      40.8      22.1       9.3       0.0       2.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10         8         5         6         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   104,609                :
: Positions                                                                                                    :
:   85,023    82,158     6,351     9,036     4,623       984     5,063       610     4,340     1,302         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   24,033    17,101      -961        62        31    -1,466     5,063       610     3,007     1,302         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      78.5       6.1       8.6       4.4       0.9       4.8       0.6       4.1       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       23        25         6         .         5         .         .         .         7         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   128,620                :
: Positions                                                                                                    :
:  112,441   111,380     3,619     4,518       837     3,614     5,778     1,185     3,934     2,751     1,401 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   24,469    18,034    -1,037      -169      -451    -1,778     4,488     1,185     1,761       -99     1,401 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      86.6       2.8       3.5       0.7       2.8       4.5       0.9       3.1       2.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       30        36         4         4         .         .         .         .         6         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    69,030                :
: Positions                                                                                                    :
:   68,634    65,589         0       426         0         0         0         0         0     1,888         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    6,226     5,575         0       186         0         0         0         0         0       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.4      95.0       0.0       0.6       0.0       0.0       0.0       0.0       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        25         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   203,264                :
: Positions                                                                                                    :
:  162,002   156,491    19,094    25,869    10,952     3,532       355     1,467         0       763         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    7,875     6,463       694       511         0        58        69      -100         0       484         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      77.0       9.4      12.7       5.4       1.7       0.2       0.7       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       31        30         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    24,407                :
: Positions                                                                                                    :
:   21,887    18,867         0       247       969         0     2,100         0         0       270         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,857     1,333         0      -403       279         0         0         0      -558         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      77.3       0.0       1.0       4.0       0.0       8.6       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        12         0         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    65,061                :
: Positions                                                                                                    :
:   47,135    51,300       248     4,761     4,208     1,378       666     1,434       986         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:     -217      -631         0         0         0      -314        30       125         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      78.8       0.4       7.3       6.5       2.1       1.0       2.2       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    99,489                :
: Positions                                                                                                    :
:   72,586    53,330     5,076    17,840     9,667       362     1,186     3,744         0     5,136         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    2,015      -101         0         0         0        95       467       -95         0     1,498         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      53.6       5.1      17.9       9.7       0.4       1.2       3.8       0.0       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        18         4         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   113,951                :
: Positions                                                                                                    :
:   78,658   102,794    14,564       288     5,037     4,798         0       695     1,645     1,925        31 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:     -781     3,523       118         0         0     1,074         0       -93       363       458         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      90.2      12.8       0.3       4.4       4.2       0.0       0.6       1.4       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        18         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   111,098                :
: Positions                                                                                                    :
:   74,435   104,425    27,662     4,484       766       360         0         0     4,714         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:      383       912      -121       389       492       360         0         0       152         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      94.0      24.9       4.0       0.7       0.3       0.0       0.0       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        17         6         .         4         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   112,575                :
: Positions                                                                                                    :
:  101,251   106,164     3,100         0       124       445         0       639         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    2,960     2,277         0         0         0      -784      -864      -644         0      -217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      94.3       2.8       0.0       0.1       0.4       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        16         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   184,363                :
: Positions                                                                                                    :
:  147,398    60,118    13,193    91,399     6,583     1,874    15,973     3,280         0       217         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:      409      -252       124      -733         0        31      -331       615         0       217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      32.6       7.2      49.6       3.6       1.0       8.7       1.8       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        16         4         8         7         .         .         4         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BM                                                    Open Interest is    24,233                :
: Positions                                                                                                    :
:   17,707    23,989         0         0         0     1,822         0         0     2,416         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      99.0       0.0       0.0       0.0       7.5       0.0       0.0      10.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        12         0         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    14,645                :
: Positions                                                                                                    :
:   12,251     6,676       954     2,480         0     1,080     1,405         0       270     3,294         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:      907     1,034       744       434         0         0       124         0         0      -248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      45.6       6.5      16.9       0.0       7.4       9.6       0.0       1.8      22.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        12         .         .         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    38,086                :
: Positions                                                                                                    :
:   30,418    30,906     6,232     4,558         0       490     1,080         0       248       999       210 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,608       713       651     1,302         0         0         0         0       248       248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      81.1      16.4      12.0       0.0       1.3       2.8       0.0       0.7       2.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        11         .         .         0         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    48,539                :
: Positions                                                                                                    :
:   30,200    43,477    11,418         0     2,775     1,980         0         0       496       540         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    4,162     4,509     1,240         0         0         0         0         0       496         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      89.6      23.5       0.0       5.7       4.1       0.0       0.0       1.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        15         4         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   218,597                :
: Positions                                                                                                    :
:  169,206   141,953    32,441    56,995     9,744         0         0         0     1,404     5,842       998 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    3,204     3,951      -365     1,117     1,234         0         0         0        -1    -1,391      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      64.9      14.8      26.1       4.5       0.0       0.0       0.0       0.6       2.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       36        31         .         6         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   101,495                :
: Positions                                                                                                    :
:   85,872    61,459     7,433    34,263     3,307         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   -2,125       428       -31    -1,576       614         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      60.6       7.3      33.8       3.3       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 September 29, 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    74,562                :
: Positions                                                                                                    :
:   39,150    51,891    25,737    10,633     3,674         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,754       505     2,156     5,633       978         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      69.6      34.5      14.3       4.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        17         6         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    72,762                :
: Positions                                                                                                    :
:   52,515    35,935     4,896    26,560     6,931         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    2,515     2,663       -31       642         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      49.4       6.7      36.5       9.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        16         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    85,345                :
: Positions                                                                                                    :
:   71,869    34,516     3,351    46,144       748         0         0         0     2,258         0         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    3,755     5,070        91      -584        31         0         0         0       124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      40.4       3.9      54.1       0.9       0.0       0.0       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         6         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   929,044                :
: Positions                                                                                                    :
:  119,231   120,030   217,606    17,896    44,019   186,721   395,691   127,318    68,789    82,246    99,421 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    2,057    -2,336     3,222    -1,522     4,558   -14,395    12,293    -7,127    12,307    -8,666   -13,817 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      12.9      23.4       1.9       4.7      20.1      42.6      13.7       7.4       8.9      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   309                     :
:       35        29        27         6        25        55        86        76        42        46        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   692,470                :
: Positions                                                                                                    :
:  120,644   109,813    35,865    42,359   294,237    15,113    15,706    80,053    21,690    25,704   119,833 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:  -14,776   -18,322    -9,763       -49   -30,388    -5,640   -19,848   -10,578   -15,507    -9,407   -23,362 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.4      15.9       5.2       6.1      42.5       2.2       2.3      11.6       3.1       3.7      17.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   130                     :
:       29        29        10        10        20        17        20        32        28        12        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   357,463                :
: Positions                                                                                                    :
:   85,749    83,101    11,509    39,568    50,762   113,266     1,669    20,481    39,980   125,423    30,655 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   -3,346    -5,143     1,813    -1,464    -8,490    -5,982    -6,262    -5,979    -1,564     2,798    -2,355 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      23.2       3.2      11.1      14.2      31.7       0.5       5.7      11.2      35.1       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       21        24         4         9        12         9         .        10        11         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    78,403                :
: Positions                                                                                                    :
:    9,794    17,499    19,929    12,452    21,122     2,988     4,344     4,542     7,605     6,404     4,923 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:   -4,339    -1,167     1,323     3,117    -9,568    -5,773      -839    -1,043      -470   -11,095    -1,883 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.5      22.3      25.4      15.9      26.9       3.8       5.5       5.8       9.7       8.2       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        7         6         5         7        12         4         .         5         4         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 1,572,924                :
: Positions                                                                                                    :
:  518,409   272,651    40,436   897,881   210,357    95,059    21,555    85,237   558,969    32,073    28,145 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:  -17,272    -9,856    -8,913   -51,037   -14,136   -24,327    -4,604    -5,369   -34,640   -12,797       990 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.0      17.3       2.6      57.1      13.4       6.0       1.4       5.4      35.5       2.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   105                     :
:       35        34         .        18        19        12         5        12        16         4        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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   373,529                :
: Positions                                                                                                    :
:   79,937    85,189   173,791   138,219    46,384     4,062    13,845    20,380    13,327    33,570    32,990 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:  -15,984   -13,692    -1,682   -13,322   -12,869       256     4,656   -10,046   -16,060   -11,086   -10,399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.4      22.8      46.5      37.0      12.4       1.1       3.7       5.5       3.6       9.0       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       18        18        12         8        14         4         6         7         7        13        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    24,306                :
: Positions                                                                                                    :
:   20,315    18,560     2,318     4,665       933         0         0         0       585         0        13 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    5,945     6,233         0         0         0         0         0         0       226       -62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      76.4       9.5      19.2       3.8       0.0       0.0       0.0       2.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         4         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    81,625                :
: Positions                                                                                                    :
:   64,315    57,519     5,470     5,660     7,999         0     2,420         0     1,240     6,009     1,567 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:      773    -2,930    -3,630       -74     3,163         0         0         0      -188        14        76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      70.5       6.7       6.9       9.8       0.0       3.0       0.0       1.5       7.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       49        46         .         7         8         0         .         0         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    22,536                :
: Positions                                                                                                    :
:   17,863    15,537     1,424     3,595     2,654         0        46         0         0       480         0 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:     -115      -355         0       240     1,040         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      68.9       6.3      16.0      11.8       0.0       0.2       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         .         4         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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    34,802                :
: Positions                                                                                                    :
:   27,217    23,627     2,974     2,056     1,253     1,860         0         0     1,010     7,080       119 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:    1,587     1,459         5        24      -103         0         0         0       -48        51       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      67.9       8.5       5.9       3.6       5.3       0.0       0.0       2.9      20.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        25         5         .         5         .         0         0         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,626                :
: Positions                                                                                                    :
:    8,024     3,594       210     3,727        90         0         0         0       405       971       785 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:      235       141         0       -45         0         0         0         0         0        99      -105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      37.3       2.2      38.7       0.9       0.0       0.0       0.0       4.2      10.1       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        16         .         5         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2015
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    10,810                :
: Positions                                                                                                    :
:    8,765     4,852       653     4,593       194         0         0         0         0       844       153 :
:                                                                                                              :
: Changes from:     September 22, 2015                                                                         :
:       87       -93       -60       120        91         0         0         0         0       -15        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      44.9       6.0      42.5       1.8       0.0       0.0       0.0       0.0       7.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         .         5         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated October 2, 2015