Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,151,893                :
: Positions                                                                                                    :
:2,014,931 1,088,165    52,144 1,328,281   525,173   420,262   130,239   410,425   175,940   134,259   524,202 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
: -141,519   -58,843     4,488   -87,184   -18,888   -13,584    22,339   -21,398    27,029     5,288   -29,459 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      26.2       1.3      32.0      12.6      10.1       3.1       9.9       4.2       3.2      12.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      114        87         7        24        28        21         9        22        19        17        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   564,229                :
: Positions                                                                                                    :
:   53,587   123,336   220,439    68,606    92,234    38,508    33,669    44,199    30,756   117,588    84,014 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:  -10,187    -3,513     7,807    -5,846   -14,950    -8,272    -6,085     4,616     3,961     6,731    -3,806 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5      21.9      39.1      12.2      16.3       6.8       6.0       7.8       5.5      20.8      14.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       20        20        13         6        16         6        10        11        10         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   227,484                :
: Positions                                                                                                    :
:  131,356   167,555    15,451    10,303    28,818    14,813       351     7,143    11,318     2,080       642 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    4,197       944       218       508       489    -1,170       111      -104      -332       125       642 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      73.7       6.8       4.5      12.7       6.5       0.2       3.1       5.0       0.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        23         .         6         6         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   119,583                :
: Positions                                                                                                    :
:   99,437    87,001     2,434    18,484     8,017     4,400         0       753         0     1,434         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    2,278     1,549      -379       426       744       225         0       -56         0      -209         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      72.8       2.0      15.5       6.7       3.7       0.0       0.6       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        20         .         4         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   199,533                :
: Positions                                                                                                    :
:  138,293    72,721    22,281    86,639    15,229    11,313    11,400     1,389     4,210     2,662         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    1,905    -1,603      -272     1,551       672      -428       561      -358      -124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      36.4      11.2      43.4       7.6       5.7       5.7       0.7       2.1       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        18         4         8         9         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   735,150                :
: Positions                                                                                                    :
:  564,188   189,192     7,975   453,505    77,179     3,903     1,474       818    69,164     1,570     9,227 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:   10,982    10,402     1,175     4,656      -759       184      -365        96     1,338      -453         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      25.7       1.1      61.7      10.5       0.5       0.2       0.1       9.4       0.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       38        21         5        15        17         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   233,941                :
: Positions                                                                                                    :
:  190,164   177,047     5,355    21,376    11,057    16,257         0     1,309     3,797    14,974         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:   11,581     5,527       732     5,196    -2,397     1,314         0       895       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      75.7       2.3       9.1       4.7       6.9       0.0       0.6       1.6       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        19         .         5         .         4         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   247,072                :
: Positions                                                                                                    :
:  223,578   123,925     3,287    98,400    12,477     1,682     1,547     2,632       240       420       180 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    9,352     5,861        30       554       398    -1,319       492       235        30       210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      50.2       1.3      39.8       5.0       0.7       0.6       1.1       0.1       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        26         4        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    99,156                :
: Positions                                                                                                    :
:   79,570    42,076     3,816    39,109     4,846     2,203     1,378     4,430         0     1,002         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    2,438     1,519         0     3,688        62     1,272     1,330       300         0       330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      42.4       3.8      39.4       4.9       2.2       1.4       4.5       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        17         .         7         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   103,681                :
: Positions                                                                                                    :
:   62,973    67,378    17,769     6,533     7,187       620     7,962     3,124         0     6,075     2,408 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:     -176     1,652     1,520         0       452       -31        28         0         0       155        94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      65.0      17.1       6.3       6.9       0.6       7.7       3.0       0.0       5.9       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        22         4         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    26,379                :
: Positions                                                                                                    :
:   17,189    25,251     6,569         0       496         0         0         0     1,209         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      180     1,448     1,208         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      95.7      24.9       0.0       1.9       0.0       0.0       0.0       4.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    78,848                :
: Positions                                                                                                    :
:   64,824    27,103     2,864    41,875       383     1,131     1,169     1,550         0         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    1,140       834         0        40         0      -366       -70       132         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      34.4       3.6      53.1       0.5       1.4       1.5       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   206,410                :
: Positions                                                                                                    :
:  194,255    71,020       768   127,121     3,258         0         0         0       854         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    4,896     3,637         0     1,839      -155         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      34.4       0.4      61.6       1.6       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        20         .        11         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    89,273                :
: Positions                                                                                                    :
:   59,136    58,870    20,677    26,773     1,276         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:       92        30         0        62         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      65.9      23.2      30.0       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        19         4         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   299,269                :
: Positions                                                                                                    :
:  254,641   127,165    21,824   147,384    12,606         0       976         0         0     4,748       450 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    5,813     6,183       214      -225     1,605         0         0         0         0       850       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      42.5       7.3      49.2       4.2       0.0       0.3       0.0       0.0       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        24         4        12         7         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    66,155                :
: Positions                                                                                                    :
:   47,728    23,412     3,383    23,763     6,499     2,273     1,152     3,098         0       270         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    1,955     2,358       -30    -1,253       856       186    -1,287       370         0       270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      35.4       5.1      35.9       9.8       3.4       1.7       4.7       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        10         4         8         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    80,043                :
: Positions                                                                                                    :
:   37,326    42,514    26,685    24,213     4,264     2,994         0     3,600         0         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    1,756     2,234       886         0         0    -1,067    -1,054       765         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      53.1      33.3      30.2       5.3       3.7       0.0       4.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9        10         6         5         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   123,459                :
: Positions                                                                                                    :
:  100,842    55,361     1,651    49,189     5,677    10,500     3,834     1,538     1,410     2,400         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    7,130    10,481     1,651    -2,970     2,396       360      -210         0      -570     2,400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      44.8       1.3      39.8       4.6       8.5       3.1       1.2       1.1       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        21         .         8         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    79,082                :
: Positions                                                                                                    :
:   51,278    63,497     7,045     1,913     1,907    14,063     3,666     1,892     1,596     3,013       720 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    8,901     9,057     1,489      -702       612       360      -210         0        30     2,220       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      80.3       8.9       2.4       2.4      17.8       4.6       2.4       2.0       3.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       27        29         8         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    48,667                :
: Positions                                                                                                    :
:   44,998    41,655     2,876     5,791         0         0         0         0         7         0       210 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    3,752     2,344       120     1,164         0         0         0         0       -90         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      85.6       5.9      11.9       0.0       0.0       0.0       0.0       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        22         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   144,184                :
: Positions                                                                                                    :
:  112,631   114,747    15,779    14,217     3,409       566       671       717         0         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    7,000     1,559      -428     4,185       -31        77      -132       -46    -1,208         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      79.6      10.9       9.9       2.4       0.4       0.5       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       27        22         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    20,009                :
: Positions                                                                                                    :
:   17,913    12,501       958       246       124         0     1,453         0         0     4,954         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:     -391      -630       -60      -240         0         0         0         0         0       330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      62.5       4.8       1.2       0.6       0.0       7.3       0.0       0.0      24.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    58,616                :
: Positions                                                                                                    :
:   41,540    32,922    11,379    15,815       696         0     1,087     1,168         0         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      345       188         0         0         0         0        95       -93         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      56.2      19.4      27.0       1.2       0.0       1.9       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        11         .         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   100,088                :
: Positions                                                                                                    :
:   86,897    41,212         0    38,795     8,229         0     3,304     1,447         0         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:     -428      -124         0    -1,002         0         0       912    -1,200         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      41.2       0.0      38.8       8.2       0.0       3.3       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        16         0         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    79,089                :
: Positions                                                                                                    :
:   50,578    70,269    12,522     1,174     1,312         0       574       847     5,464         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    4,931     3,144      -907         0       522         0      -121       152       604         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      88.8      15.8       1.5       1.7       0.0       0.7       1.1       6.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   120,865                :
: Positions                                                                                                    :
:  107,299    89,370     2,030       798     3,698        40     2,200     1,715       372    21,987         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:       39      -327       183         0         0       -32         0        51         0       823         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      73.9       1.7       0.7       3.1       0.0       1.8       1.4       0.3      18.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   242,921                :
: Positions                                                                                                    :
:  201,038    54,498    10,491   134,689    14,877     1,205    25,385     4,600       240        56       372 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    1,554     3,458       333     1,950    -2,706       117      -373      -219         0      -696        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      22.4       4.3      55.4       6.1       0.5      10.4       1.9       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        17         .        13        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    35,400                :
: Positions                                                                                                    :
:   27,653    30,566     1,007     3,579         0     1,216         0         0     3,748       492         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      992     1,111         0         0         0         0         0         0       248       492         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      86.3       2.8      10.1       0.0       3.4       0.0       0.0      10.6       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        15         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    50,732                :
: Positions                                                                                                    :
:   28,143    46,141    18,877     3,242       155         0         0         0     2,038         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      600       476         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      91.0      37.2       6.4       0.3       0.0       0.0       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        13         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   265,396                :
: Positions                                                                                                    :
:  208,156   145,533    18,706    60,509    18,739       976     8,123     2,911     6,924    23,076       422 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    5,773     1,531       -61     3,720       611         0       490       455       124         0      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      54.8       7.0      22.8       7.1       0.4       3.1       1.1       2.6       8.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       39        25         .         7         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    57,647                :
: Positions                                                                                                    :
:   37,211    40,605     8,410    11,195     2,873         0         0         0     4,908         0         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      151       302       151       151         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      70.4      14.6      19.4       5.0       0.0       0.0       0.0       8.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        15         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    77,948                :
: Positions                                                                                                    :
:   34,307    63,641    34,775     8,388     4,233         0         0         0         0       488         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:     -368       666         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.0      81.6      44.6      10.8       5.4       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         6         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    59,923                :
: Positions                                                                                                    :
:   38,467    42,439     9,222     6,022     5,098         0         0         0         0     4,215       124 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:       61       -34         0       404       275         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      70.8      15.4      10.0       8.5       0.0       0.0       0.0       0.0       7.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         4         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    22,200                :
: Positions                                                                                                    :
:   21,626    20,281         0         0         0       450         0         0         0       796         0 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.4      91.4       0.0       0.0       0.0       2.0       0.0       0.0       0.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         0         0         0         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   976,994                :
: Positions                                                                                                    :
:  157,914   152,187   144,876    18,002    51,522   257,433   240,803   138,636    22,206   208,788   134,422 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    7,199     4,908       896      -825     1,267     6,892    12,261     1,425     3,755     2,050     1,315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.2      15.6      14.8       1.8       5.3      26.3      24.6      14.2       2.3      21.4      13.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   283                     :
:       40        33        22        10        24        62        59        64        35        38        50 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   440,113                :
: Positions                                                                                                    :
:   49,449    58,722    11,337    99,874    69,323    75,649    13,316    52,396   137,599    99,234    39,205 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:   -6,770    -4,035    -2,522    -8,701    -5,111       619    -1,233    -2,224    -3,699    -1,897    -4,341 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      13.3       2.6      22.7      15.8      17.2       3.0      11.9      31.3      22.5       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       16        20         4        10        13         5         4        10        10         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    78,174                :
: Positions                                                                                                    :
:    6,194    11,733    39,257     7,814    11,205         0    11,797     5,536     4,162    19,286     6,263 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:     -710    -1,357    -3,107    -1,132    -2,025      -283      -292    -3,559       384      -363    -2,685 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.9      15.0      50.2      10.0      14.3       0.0      15.1       7.1       5.3      24.7       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        6         6         8         .        10         0         5         5         6         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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 1,875,151                :
: Positions                                                                                                    :
:  304,860   238,239    31,629   851,092   370,798   264,545    45,325   217,116   530,133    16,723   101,531 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:  -19,493   -14,902   -10,194   -29,334   -40,144    -9,890       -90    -5,089   -22,114    -1,285    -3,388 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.3      12.7       1.7      45.4      19.8      14.1       2.4      11.6      28.3       0.9       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   119                     :
:       37        38         6        20        23        13         9        18        16         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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   651,057                :
: Positions                                                                                                    :
:  122,776    92,306   279,402   136,361   107,304    11,463    83,125    60,529     9,191   112,794    56,286 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:   -7,544      -251     4,498    -6,421   -28,228        80     1,779    -7,997    -5,559    -3,823    -4,321 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      14.2      42.9      20.9      16.5       1.8      12.8       9.3       1.4      17.3       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       18        16        18         5        18         8        10        11         7        14        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    47,045                :
: Positions                                                                                                    :
:   35,428    33,869     4,127       750     3,833         0       500     1,950       884     5,586       123 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:    3,474     3,811       325       -70       -66         0       153        97       130       105        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      72.0       8.8       1.6       8.1       0.0       1.1       4.1       1.9      11.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       36        32         6         .         8         0         .         .         7         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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    19,741                :
: Positions                                                                                                    :
:   16,008    11,606       417       942     2,119         0         0         0       748     4,261       261 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:     -725    -1,153      -462      -113         1         0         0         0       -26        49       -14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      58.8       2.1       4.8      10.7       0.0       0.0       0.0       3.8      21.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        17         .         4         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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     5,634                :
: Positions                                                                                                    :
:    3,580     3,563       797     1,051       339         0         0         0       515       145       273 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      182        16      -194       -73        17         0         0         0        34       -15        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      63.2      14.1      18.7       6.0       0.0       0.0       0.0       9.1       2.6       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        14         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 2, 2014          
:                                             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     8,458                :
: Positions                                                                                                    :
:    6,321     3,189       589     4,178       412         0         0         0        30       165         5 :
:                                                                                                              :
: Changes from:     August 26, 2014                                                                            :
:      314       182        53        68       -97         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      37.7       7.0      49.4       4.9       0.0       0.0       0.0       0.4       2.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        10         .         5         6         0         0         0         .         .         . :
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Updated September 5, 2014