Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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 4,411,752                :
: Positions                                                                                                    :
:2,413,973 1,164,948    65,439 1,316,570   504,209   283,257   193,986   521,400   155,889   259,410   437,539 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:   95,266     3,919     3,342   -10,756    13,200   -19,543    15,623   -13,335   -10,907    57,938       694 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      26.4       1.5      29.8      11.4       6.4       4.4      11.8       3.5       5.9       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      117        89         9        21        27        15        13        22        14        28        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   559,460                :
: Positions                                                                                                    :
:   55,603   119,459   163,469    67,168    96,498    69,912    36,030    54,368    16,359    82,192   103,013 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      203     1,055    -2,542    -2,588     1,551    10,541     5,449     3,225     3,192     7,304      -652 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.9      21.4      29.2      12.0      17.2      12.5       6.4       9.7       2.9      14.7      18.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       19        20        12         6        15         9         7        11        11        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   208,848                :
: Positions                                                                                                    :
:  134,626   150,237    13,438    12,746    24,561     8,807     2,044     6,700     4,503     2,018       856 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      833     1,954       367    -2,253       134    -2,644      -715     1,632       -91      -296         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      71.9       6.4       6.1      11.8       4.2       1.0       3.2       2.2       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       21        22         .         7         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    95,716                :
: Positions                                                                                                    :
:   77,663    72,980     2,291    14,255     3,859     4,676         0       592         0       263       242 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    4,753     6,731      -381       632       -78     1,687         0      -182         0      -909       242 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      76.2       2.4      14.9       4.0       4.9       0.0       0.6       0.0       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       23        19         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   216,550                :
: Positions                                                                                                    :
:  144,245    76,372    38,452   107,949     8,307    11,079    11,091     2,509     5,834     2,416         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    4,542     5,625     2,472     2,286       452     1,465     1,559      -221     2,016         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      35.3      17.8      49.8       3.8       5.1       5.1       1.2       2.7       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       18        15         5         8         9         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   666,641                :
: Positions                                                                                                    :
:  548,720   188,970     9,884   388,048    65,999        40     2,510     2,550    23,240     1,629    13,219 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:   14,377    -7,361      -214     2,163      -699        40       934      -149   -18,407       -60     3,835 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      28.3       1.5      58.2       9.9       0.0       0.4       0.4       3.5       0.2       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       37        21         5        12        14         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   247,463                :
: Positions                                                                                                    :
:  213,977   186,712     3,864    22,779    10,487     7,901         0       539     3,295    15,421       480 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    2,661       392       244       562       902      -362         0    -1,590      -686     1,057         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      75.5       1.6       9.2       4.2       3.2       0.0       0.2       1.3       6.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        22         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   244,580                :
: Positions                                                                                                    :
:  225,769   123,296     1,613    96,466     8,187       276     1,430     3,588         0     2,850         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    1,970     4,171       774     1,540       -40       276    -2,136       205         0       420         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      50.4       0.7      39.4       3.3       0.1       0.6       1.5       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        29         .        10         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    95,478                :
: Positions                                                                                                    :
:   75,141    48,923     2,382    35,331     3,565     7,815         0     1,751         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    5,017     5,370         0      -293      -650       409         0      -581         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      51.2       2.5      37.0       3.7       8.2       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        16         .         5         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   103,908                :
: Positions                                                                                                    :
:   64,353    75,075     6,728     6,530     7,587         0     3,343     5,095     5,481       969       217 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    1,373     1,121        31       335      -582         0       245        30      -796        31       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      72.3       6.5       6.3       7.3       0.0       3.2       4.9       5.3       0.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        15         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    28,245                :
: Positions                                                                                                    :
:   18,802    24,785     6,250     1,279     1,635         0         0         0       488         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      929       960       -60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      87.8      22.1       4.5       5.8       0.0       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    84,164                :
: Positions                                                                                                    :
:   70,630    30,390     2,684    43,224       200     1,794     2,149     1,022         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    4,112     3,099      -840       100      -214       568      -390        85         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      36.1       3.2      51.4       0.2       2.1       2.6       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   215,170                :
: Positions                                                                                                    :
:  204,067    89,205         0   113,240     1,621         0     4,650         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    3,171     1,932         0       303       730         0       453         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      41.5       0.0      52.6       0.8       0.0       2.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        16         0        13         5         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    86,985                :
: Positions                                                                                                    :
:   56,291    63,497    20,214    16,963     3,371         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    1,192     1,530         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      73.0      23.2      19.5       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         6         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   303,978                :
: Positions                                                                                                    :
:  271,160   126,368    19,192   155,520     6,205         0         0         0       303     7,476       450 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    5,480     3,814       115      -359       122         0         0         0       303         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      41.6       6.3      51.2       2.0       0.0       0.0       0.0       0.1       2.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       37        25         4        10         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    63,947                :
: Positions                                                                                                    :
:   46,590    28,432     1,391    15,986     6,378         0     2,590     3,379         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    6,183     1,625    -1,133       121     1,346    -1,907     1,789     1,027         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      44.5       2.2      25.0      10.0       0.0       4.1       5.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         .         6         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    71,217                :
: Positions                                                                                                    :
:   30,876    37,372    23,392    16,220     5,548     3,057         0     3,129         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:     -575       122      -328        34       208       340         0       185         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.4      52.5      32.8      22.8       7.8       4.3       0.0       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         5         6         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    99,507                :
: Positions                                                                                                    :
:   78,046    46,131     1,071    40,605     2,566    13,478     1,812         0     3,240     3,600         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    6,920     4,680       600     1,280      -600         0         0         0     2,040     3,600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      46.4       1.1      40.8       2.6      13.5       1.8       0.0       3.3       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        11         .         6         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    86,551                :
: Positions                                                                                                    :
:   53,592    69,910    10,955     2,321       600    14,258     2,746         0     6,898     8,746         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    6,150     5,130         0      -600       600         0         0         0     2,040     3,600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      80.8      12.7       2.7       0.7      16.5       3.2       0.0       8.0      10.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       16        28         6         .         .         .         4         0         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    36,241                :
: Positions                                                                                                    :
:   33,485    31,415     1,984     4,485         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    1,628     2,370       652         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      86.7       5.5      12.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        21         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   163,490                :
: Positions                                                                                                    :
:  129,502   134,998    17,697    16,133     2,248     2,013         0       565         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    1,763     5,092       670      -673     1,194       654      -309      -305         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      82.6      10.8       9.9       1.4       1.2       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        24         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    18,288                :
: Positions                                                                                                    :
:   13,341    12,949       273       464       905     1,537         0         0         0     2,084         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      544       510        90         0       -90        30         0         0         0      -120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      70.8       1.5       2.5       4.9       8.4       0.0       0.0       0.0      11.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    59,006                :
: Positions                                                                                                    :
:   51,551    37,194         0    12,822        90         0     2,126     1,928         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    2,491     2,124      -144        80    -2,424      -287        12       516         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      63.0       0.0      21.7       0.2       0.0       3.6       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        11         0         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   108,680                :
: Positions                                                                                                    :
:   90,709    60,159       825    25,642    11,624         0     1,864     2,985         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    1,192     2,301      -372    -3,436       920      -338     1,352     1,054         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      55.4       0.8      23.6      10.7       0.0       1.7       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        20         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    89,575                :
: Positions                                                                                                    :
:   69,925    80,264     9,488         0     1,701         0         0         0     2,074     2,169         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    4,938     3,019      -791         0       455    -1,121         0       -77       -62      -180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      89.6      10.6       0.0       1.9       0.0       0.0       0.0       2.3       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        14         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   122,570                :
: Positions                                                                                                    :
:  109,913    88,786     1,243       568     2,874         0     3,090     1,152         0    22,636         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    3,755     3,072         0         0         0         0       406       155         0        31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      72.4       1.0       0.5       2.3       0.0       2.5       0.9       0.0      18.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   221,263                :
: Positions                                                                                                    :
:  179,660    63,803     8,926   121,708    13,005     1,868     7,645     5,104         0     3,210         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    6,064     4,354       -90    -1,415    -3,510      -497       304       486         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      28.8       4.0      55.0       5.9       0.8       3.5       2.3       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        14         .        11         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    28,367                :
: Positions                                                                                                    :
:   23,050    24,556       682     2,363         0       790       780         0     1,674         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    3,000     4,119         0         0         0       480      -420         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      86.6       2.4       8.3       0.0       2.8       2.7       0.0       5.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        13         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    30,962                :
: Positions                                                                                                    :
:   23,595    27,494     5,529     2,918       120         0         0         0       744         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:       60       120         0      -120       120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      88.8      17.9       9.4       0.4       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   268,207                :
: Positions                                                                                                    :
:  228,461   135,056    20,208    87,868     9,098         0     7,044     1,006         0    22,295     1,301 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    5,263     6,485     1,225     2,106       229         0    -1,668      -341         0        49       -71 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      50.4       7.5      32.8       3.4       0.0       2.6       0.4       0.0       8.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       36        27         .         7         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    62,857                :
: Positions                                                                                                    :
:   41,729    37,596     8,362    21,328       442         0         0         0     5,992         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      522     3,500      -150     1,975       -48         0         0         0       541         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      59.8      13.3      33.9       0.7       0.0       0.0       0.0       9.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        16         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    82,158                :
: Positions                                                                                                    :
:   34,940    64,410    37,479     8,797     5,109         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:     -948       756     2,256         0       488         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      78.4      45.6      10.7       6.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    58,734                :
: Positions                                                                                                    :
:   35,718    40,777     9,489     3,453     5,394         0         0         0         0     1,564     2,782 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:   -1,374       886     1,618         0       -31         0         0         0         0      -428       428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      69.4      16.2       5.9       9.2       0.0       0.0       0.0       0.0       2.7       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         4         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   912,072                :
: Positions                                                                                                    :
:  118,416   111,051   180,039    11,797    45,426   214,541   227,017   139,882    30,323   220,327   122,426 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    2,788       219    13,868    -2,134    -1,179   -12,632     4,084    -4,791     3,364      -982    -7,791 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      12.2      19.7       1.3       5.0      23.5      24.9      15.3       3.3      24.2      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   291                     :
:       39        31        24        10        26        61        63        73        40        41        53 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   430,429                :
: Positions                                                                                                    :
:   50,478    58,623    16,481    98,710    63,400    58,960    20,262    51,922   144,874    91,135    37,615 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    4,975      -795    -1,846     4,736     1,902       117      -529     1,250     1,590     1,549     1,867 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      13.6       3.8      22.9      14.7      13.7       4.7      12.1      33.7      21.2       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       17        19         4        10        13         .         7         8        12         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    81,330                :
: Positions                                                                                                    :
:    8,487    12,919    29,172     8,287    14,920       848    11,022     6,609     4,822    11,043    11,053 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      452       612     2,452    -1,661     1,813      -681     2,582       809     1,145     2,578       408 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4      15.9      35.9      10.2      18.3       1.0      13.6       8.1       5.9      13.6      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        8         7         7         .        10         .         5         6         8         7        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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 1,833,848                :
: Positions                                                                                                    :
:  379,329   218,524    31,339   918,396   304,335   210,154    40,944   212,260   554,269    17,656    89,751 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:   22,187     5,200       -96    17,286    -3,746   -37,671       746    -1,725    34,625    -4,838    -8,143 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      11.9       1.7      50.1      16.6      11.5       2.2      11.6      30.2       1.0       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   122                     :
:       43        37         5        21        24        12         9        19        17         5        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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   647,617                :
: Positions                                                                                                    :
:  130,661    84,362   250,376   139,596   118,701    10,734    81,223    57,853    15,084   103,117    59,728 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    6,016       852       -30    -3,131     4,669      -290     1,958     4,936      -238     5,675      -305 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.2      13.0      38.7      21.6      18.3       1.7      12.5       8.9       2.3      15.9       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       18        17        15         5        19         5        12         9        11        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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     5,225                :
: Positions                                                                                                    :
:    4,490     3,284       233     1,222       292         0         0         0       150       250         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:       62       102         0         0         0         0         0         0        40         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      62.9       4.5      23.4       5.6       0.0       0.0       0.0       2.9       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        11         .         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    68,776                :
: Positions                                                                                                    :
:   52,285    53,865     6,676       533     5,527        73         0     1,965     1,474     6,125       130 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:    7,988     8,162       444       -45       294         0         0        15      -174        59        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      78.3       9.7       0.8       8.0       0.1       0.0       2.9       2.1       8.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       38        32         7         .         8         .         0         .         7         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    24,575                :
: Positions                                                                                                    :
:   19,209    14,371       944     2,358     3,023         0         0         0       891     4,600        72 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      908       996        96        47       339         0         0         0        74         0       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      58.5       3.8       9.6      12.3       0.0       0.0       0.0       3.6      18.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        22         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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    12,929                :
: Positions                                                                                                    :
:    8,964     7,813     1,353     1,757       464         0         0         0       135     1,029     1,605 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      -22      -442         0       120       129         0         0         0       -89       231       564 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      60.4      10.5      13.6       3.6       0.0       0.0       0.0       1.0       8.0      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        19         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 21, 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     9,685                :
: Positions                                                                                                    :
:    7,482     3,514       959     5,201       180         0         0         0        25       615         0 :
:                                                                                                              :
: Changes from:     October 14, 2014                                                                           :
:      230       135       -15        20         0         0         0         0       -65       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      36.3       9.9      53.7       1.9       0.0       0.0       0.0       0.3       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------



Updated October 24, 2014