Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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 4,251,025                :
: Positions                                                                                                    :
:2,116,049 1,114,842    58,193 1,345,144   484,375   349,897   143,712   488,799   186,348   125,524   486,960 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
: -127,522    49,863     3,478   -67,500    -8,346   -14,277       110     5,761    38,056   -78,612   -29,013 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      26.2       1.4      31.6      11.4       8.2       3.4      11.5       4.4       3.0      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      112        89         9        22        29        17        11        22        20        19        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   522,799                :
: Positions                                                                                                    :
:   54,088   113,648   160,735    66,412    94,742    56,518    21,397    48,210    12,393    80,743    95,573 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   -3,934    -7,955   -50,117   -13,612    -3,331      -786     7,160   -17,305   -11,350   -53,569     2,074 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.3      21.7      30.7      12.7      18.1      10.8       4.1       9.2       2.4      15.4      18.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       18        19        12         6        15         8         8        10        12         6        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   224,291                :
: Positions                                                                                                    :
:  137,634   165,174    15,217    12,740    27,765    13,885       381     5,187     6,435     2,501       856 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    2,635     4,353       120      -636     2,436       288       213      -641      -809       283         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      73.6       6.8       5.7      12.4       6.2       0.2       2.3       2.9       1.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        22         .         6         7         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   106,507                :
: Positions                                                                                                    :
:   88,750    75,575     1,320    17,178     7,748     3,226         0       799         0       665       160 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:     -530      -280       365       169      -114       436         0       -10         0      -243       111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      71.0       1.2      16.1       7.3       3.0       0.0       0.8       0.0       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        21         .         4         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   207,892                :
: Positions                                                                                                    :
:  142,539    72,211    32,034   104,613     9,549     9,789     8,560     2,725     4,010     2,602         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    4,726    -1,770       562     6,945      -871        78         0       961         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      34.7      15.4      50.3       4.6       4.7       4.1       1.3       1.9       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        17         5         8        10         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   715,377                :
: Positions                                                                                                    :
:  554,435   182,981     7,519   440,081    74,199     2,368     2,213     2,316    62,227     1,330     9,229 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   10,673     5,078       210     8,238    -2,579      -381       275       644     2,878         0      -302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      25.6       1.1      61.5      10.4       0.3       0.3       0.3       8.7       0.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       38        23         4        15        17         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   246,825                :
: Positions                                                                                                    :
:  206,338   186,800     4,549    26,606    10,150    10,739         0     1,694     7,299    14,356         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   10,136     5,786    -1,135     2,268       959    -1,087         0       280       605         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      75.7       1.8      10.8       4.1       4.4       0.0       0.7       3.0       5.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        20         .         6         .         4         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   245,860                :
: Positions                                                                                                    :
:  227,650   118,536       708   102,049    11,273         0     1,429     3,507         0     1,598         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   11,306     4,793      -775     3,545      -109         0       662        20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      48.2       0.3      41.5       4.6       0.0       0.6       1.4       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        28         .        12         9         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    95,771                :
: Positions                                                                                                    :
:   76,059    36,898     2,641    39,023     4,974       819       335     6,464         0       773         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    6,691     4,737       124      -271       248    -2,083      -410     2,494         0       279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      38.5       2.8      40.7       5.2       0.9       0.3       6.7       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        13         .         7         6         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   112,758                :
: Positions                                                                                                    :
:   69,309    81,343    10,663     5,916     6,859       928     2,862     5,460     4,081       641     5,098 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   -1,591     4,910      -475      -296        47       246      -398       245     4,081    -1,282       294 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      72.1       9.5       5.2       6.1       0.8       2.5       4.8       3.6       0.6       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        19         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    27,121                :
: Positions                                                                                                    :
:   18,287    23,451     5,732     1,279     1,635         0         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      403       798         0      -302       302         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      86.5      21.1       4.7       6.0       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    82,816                :
: Positions                                                                                                    :
:   68,999    26,078     3,493    45,192       445       782     1,972     1,616         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    3,069       779       629     1,224       245      -105     1,216       -26         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      31.5       4.2      54.6       0.5       0.9       2.4       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 30, 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   215,187                :
: Positions                                                                                                    :
:  205,521    88,067       228   119,415     1,712         0         0         0       434         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    9,249     4,575         0     4,706    -2,188         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.5      40.9       0.1      55.5       0.8       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        16         .        11         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    91,291                :
: Positions                                                                                                    :
:   60,871    63,688    19,597    21,750     3,276         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,637     4,435         0    -2,917      -755         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      69.8      21.5      23.8       3.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        20         4         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   304,483                :
: Positions                                                                                                    :
:  267,076   128,416    19,886   153,004     9,912         0         0         0         0     7,172       450 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   12,044     5,641    -1,629     2,391       437         0      -992         0         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      42.2       6.5      50.3       3.3       0.0       0.0       0.0       0.0       2.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       38        23         4        12         7         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    62,544                :
: Positions                                                                                                    :
:   44,015    26,610     3,080    17,885     5,560       529     1,306     3,700         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    2,602     1,905      -422       -25       423       220     1,074      -608         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      42.5       4.9      28.6       8.9       0.8       2.1       5.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    78,232                :
: Positions                                                                                                    :
:   36,533    39,795    26,999    19,951     4,920     2,711       661     3,308         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,117       267         0         0         0       -67       661       -95         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      50.9      34.5      25.5       6.3       3.5       0.8       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        10         7         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   131,738                :
: Positions                                                                                                    :
:  101,879    67,071     2,100    40,700     9,577    13,428     2,746         0     3,658     5,549         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   23,086    20,758     2,100      -374     1,526     2,170     1,120      -806       837     5,549         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      50.9       1.6      30.9       7.3      10.2       2.1       0.0       2.8       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       18        24         4         6         .         .         4         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    93,991                :
: Positions                                                                                                    :
:   59,762    75,860    15,841     2,711       334    11,118     5,026       900     5,668     7,486       120 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   17,355    17,558     4,402         0       124     2,108     1,360      -806       837     5,086       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      80.7      16.9       2.9       0.4      11.8       5.3       1.0       6.0       8.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       23        32         7         .         .         .         4         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    46,684                :
: Positions                                                                                                    :
:   43,051    40,721     2,382     5,202         0         0         0         0         0       148        62 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    2,096     3,088       616       -62         0         0         0         0         0       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      87.2       5.1      11.1       0.0       0.0       0.0       0.0       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        22         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   152,025                :
: Positions                                                                                                    :
:  122,322   123,484    15,749    15,490     1,955         0     1,117       652         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    5,817     8,583         0      -571      -503         0       119      -220         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      81.2      10.4      10.2       1.3       0.0       0.7       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       27        25         .         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    23,358                :
: Positions                                                                                                    :
:   18,643    16,715     1,323       554       875     1,387         0       120         0     4,454         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      701     2,525      -355         0       603       949         0         0         0      -616         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      71.6       5.7       2.4       3.7       5.9       0.0       0.5       0.0      19.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         9         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    56,540                :
: Positions                                                                                                    :
:   39,281    34,540    10,942    14,724     1,462     1,238     2,491       741         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   -1,831     3,217         0    -3,197       946     1,238      -402      -432         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      61.1      19.4      26.0       2.6       2.2       4.4       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   107,011                :
: Positions                                                                                                    :
:   94,052    49,544         0    36,053     8,814         0     3,590     2,013         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,764       681         0      -523       155         0     1,490       444         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      46.3       0.0      33.7       8.2       0.0       3.4       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        19         0         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    87,068                :
: Positions                                                                                                    :
:   62,330    76,783    11,683       952     1,590       465         0       511     2,897     2,738         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    6,404     3,095       604         0        94      -348         0       167        28     1,234         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      88.2      13.4       1.1       1.8       0.5       0.0       0.6       3.3       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        16         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   120,215                :
: Positions                                                                                                    :
:  107,936    86,268     1,149       896     3,278         0     4,171       671         0    23,439         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,097      -661         0       -62        62         0     1,055      -684         0       428         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      71.8       1.0       0.7       2.7       0.0       3.5       0.6       0.0      19.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   235,759                :
: Positions                                                                                                    :
:  190,676    59,812     9,213   129,595    17,145     3,644    16,849     3,334       310     1,698       290 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    4,715     4,029      -364     1,455    -1,070      -121    -2,027       836       310     1,698       290 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      25.4       3.9      55.0       7.3       1.5       7.1       1.4       0.1       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        17         .        12        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    32,657                :
: Positions                                                                                                    :
:   24,736    28,815     1,162     3,358         0     1,000         0        30     3,684         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,256     2,124         0       399         0       280         0        30       403         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      88.2       3.6      10.3       0.0       3.1       0.0       0.1      11.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        18         .         .         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    40,104                :
: Positions                                                                                                    :
:   29,139    34,174     7,932     5,288         0         0         0         0     1,914         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    3,626     1,984         0     1,457      -155         0         0         0      -124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      85.2      19.8      13.2       0.0       0.0       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   270,104                :
: Positions                                                                                                    :
:  229,558   135,461    19,289    89,371     7,078         0     8,990     1,802     2,896    20,676     3,122 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   10,993     2,998      -310     7,897    -3,008         0    -1,007      -173    -1,392       -92       780 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      50.2       7.1      33.1       2.6       0.0       3.3       0.7       1.1       7.7       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       42        29         .         7         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    57,206                :
: Positions                                                                                                    :
:   35,863    39,666     8,944    12,466     1,910         0         0         0     6,471         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      190       -53       -94       184       -62         0         0         0       668         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      69.3      15.6      21.8       3.3       0.0       0.0       0.0      11.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        16         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    81,519                :
: Positions                                                                                                    :
:   35,710    65,583    36,869     8,732     4,779         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    2,092     2,709       240      -372         0         0         0         0         0      -248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      80.5      45.2      10.7       5.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        15         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    60,499                :
: Positions                                                                                                    :
:   40,747    42,521     8,422     3,835     5,158         0         0         0       217     2,907     1,070 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,641     2,716     2,112       214      -363         0         0         0         0      -469     1,008 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      70.3      13.9       6.3       8.5       0.0       0.0       0.0       0.4       4.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    18,294                :
: Positions                                                                                                    :
:   17,255    16,286         0       490         0       667         0         0         0       672         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      89.0       0.0       2.7       0.0       3.6       0.0       0.0       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         0         .         0         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   937,715                :
: Positions                                                                                                    :
:  121,326   120,871   149,372    21,440    48,486   249,477   220,689   151,153    20,658   224,129   121,637 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:     -576       -29    -2,972     6,191    -4,307    10,094    -8,424    -4,642    -1,409    14,945    -4,858 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      12.9      15.9       2.3       5.2      26.6      23.5      16.1       2.2      23.9      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   267                     :
:       37        31        22        13        26        67        43        56        27        39        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   418,231                :
: Positions                                                                                                    :
:   44,016    58,464    16,627    94,444    60,223    67,863    19,314    51,028   139,206    92,107    34,164 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   -8,344    -3,681     3,869    -1,843   -14,646    -5,453     6,389    -8,504     2,563    -8,982    -3,597 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      14.0       4.0      22.6      14.4      16.2       4.6      12.2      33.3      22.0       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       15        18         4        10        13         4         7         8        11         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    69,006                :
: Positions                                                                                                    :
:    6,607    12,292    26,492    11,014    11,414       785     5,047     6,168     3,282     8,500     9,177 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:     -762      -694   -12,827     1,111    -1,203       374    -5,271      -497    -3,205   -11,769     1,107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      17.8      38.4      16.0      16.5       1.1       7.3       8.9       4.8      12.3      13.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:        7         6         8         .        10         .         5         6         6         6         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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 1,800,137                :
: Positions                                                                                                    :
:  329,786   211,991    43,706   880,920   308,504   248,358    43,087   212,059   504,758    10,421   100,291 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:   -9,859   -25,678    12,096    -6,649   -58,296    37,104    -2,633   -46,130   -84,045    -5,590     2,464 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.3      11.8       2.4      48.9      17.1      13.8       2.4      11.8      28.0       0.6       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   119                     :
:       38        35         7        19        24        12        10        19        16         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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   614,349                :
: Positions                                                                                                    :
:  119,069    85,027   247,037   143,589   112,504    11,801    66,500    49,561    11,435    94,808    58,574 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:  -18,484    -9,894   -17,210    -5,256    -4,316    -1,466   -14,355   -12,415    -4,017   -12,496    -3,239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.4      13.8      40.2      23.4      18.3       1.9      10.8       8.1       1.9      15.4       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       16        15        15         5        19         7         9         9         6        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is     4,224                :
: Positions                                                                                                    :
:    3,575     2,675       380       743        66         0         0         0       143       250         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      760       302         0         0         0         0         0         0        50       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      63.3       9.0      17.6       1.6       0.0       0.0       0.0       3.4       5.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    54,586                :
: Positions                                                                                                    :
:   41,367    39,983     3,681       560     5,368        23         0     2,000     1,434     6,089       178 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    2,835     2,888       204        27       791        23         0        50        71         0        68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      73.2       6.7       1.0       9.8       0.0       0.0       3.7       2.6      11.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       37        35         6         .         8         .         0         .         9         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    12,866                :
: Positions                                                                                                    :
:    6,190     9,842     1,795     1,520       866     3,935         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:    1,674       810      -277       587       421         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      76.5      14.0      11.8       6.7      30.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        13         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    22,443                :
: Positions                                                                                                    :
:   17,725    12,909       970     2,048     2,520         0         0         0       692     4,521       267 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      557        53        -2       800       -31         0         0         0        -2       165       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      57.5       4.3       9.1      11.2       0.0       0.0       0.0       3.1      20.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        19         .         6         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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    11,455                :
: Positions                                                                                                    :
:    8,105     7,676     1,577     1,939       270         0         0         0       290       196     1,145 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      639       189         0       255       -31         0         0         0      -195         0       515 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      67.0      13.8      16.9       2.4       0.0       0.0       0.0       2.5       1.7      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        18         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 30, 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     9,547                :
: Positions                                                                                                    :
:    7,538     3,656       674     4,953       329         0         0         0       175       450         0 :
:                                                                                                              :
: Changes from:     September 23, 2014                                                                         :
:      636       216        20       223       -56         0         0         0         0       225        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      38.3       7.1      51.9       3.4       0.0       0.0       0.0       1.8       4.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        11         4         4         5         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------



Updated October 3, 2014