Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 5,919,800                :
: Positions                                                                                                    :
:2,348,329 1,293,914   111,386 2,234,084   614,067   930,738    24,619 1,077,848   225,419    87,960   573,994 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:   43,884    13,229     3,260    65,082     3,193   -12,085       510    13,245    46,469      -851    12,426 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.7      21.9       1.9      37.7      10.4      15.7       0.4      18.2       3.8       1.5       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   218                     :
:      108        90         6        25        27        23         8        25        34         8        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 2,867,221                :
: Positions                                                                                                    :
:  412,626   481,842    95,735    50,302   947,485    69,218    30,181   553,650    52,701    67,775   735,233 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    4,459     3,117    -4,056     4,393     9,388    12,866    -1,514    10,672     8,438    15,702     4,383 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.4      16.8       3.3       1.8      33.0       2.4       1.1      19.3       1.8       2.4      25.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   104                     :
:       32        35        13        11        22        12         8        20        11        14        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   239,022                :
: Positions                                                                                                    :
:  108,592   172,435    47,164    14,406    32,311    16,130     7,804     3,240    12,048         0     2,224 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:     -224     4,207    -4,719       757     3,216     4,344    -1,454    -1,897     4,211         0       -49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      72.1      19.7       6.0      13.5       6.7       3.3       1.4       5.0       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        20         5         .         6         4         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   181,640                :
: Positions                                                                                                    :
:  128,638   101,735     6,218    44,365    26,772    12,953     1,074       969       387         0     1,098 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    9,548    11,112      -394    -1,281       673    -1,986         0      -343         0      -432      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      56.0       3.4      24.4      14.7       7.1       0.6       0.5       0.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        20         .         6         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   219,875                :
: Positions                                                                                                    :
:  140,732    94,637    22,469    91,789    16,174    23,669     2,354     5,683       116     2,515       704 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    8,848    -3,609      -965     6,640      -599      -923     2,054      -356       116       834      -198 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      43.0      10.2      41.7       7.4      10.8       1.1       2.6       0.1       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        16         4         7         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   764,211                :
: Positions                                                                                                    :
:  611,776   152,242     5,132   494,940   104,622     3,557     1,876     3,045    27,252       157     1,141 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    5,499     1,153     3,210    11,312       -56      -295      -801     2,238     1,532       156        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      19.9       0.7      64.8      13.7       0.5       0.2       0.4       3.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        20         .        15        17         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   238,384                :
: Positions                                                                                                    :
:  155,155   197,475    52,577    12,740     6,727    16,538         0       886         0    14,758         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    4,335     3,739     1,068         0       108       398         0        98      -148         0       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      82.8      22.1       5.3       2.8       6.9       0.0       0.4       0.0       6.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        23         4         4         4         4         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   227,036                :
: Positions                                                                                                    :
:  195,570    98,468    16,221   114,971     6,096     1,129         0     2,824       476         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    4,631     4,509      -800       -84         0    -1,273         0        -6       476         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      43.4       7.1      50.6       2.7       0.5       0.0       1.2       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        22         5         9         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    74,292                :
: Positions                                                                                                    :
:   42,003    24,152    15,754    35,461     4,283     5,212       496     1,440       280         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,712      -517       139       219        12    -2,244        31       -40        56         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      32.5      21.2      47.7       5.8       7.0       0.7       1.9       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         .         5         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   149,702                :
: Positions                                                                                                    :
:   93,900    88,679     5,995    21,395    11,692     1,912    15,099     8,115    17,677       983       308 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,345     1,513       827         0      -360       575       755       181      -120      -151        91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      59.2       4.0      14.3       7.8       1.3      10.1       5.4      11.8       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        23         .         5         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    22,448                :
: Positions                                                                                                    :
:   15,342    19,733     3,479       447         0     2,528         0         0         0     1,685         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      112       992       364         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      87.9      15.5       2.0       0.0      11.3       0.0       0.0       0.0       7.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         .         0         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    82,239                :
: Positions                                                                                                    :
:   63,412    26,878     2,888    32,356     1,592         0     7,964     4,604         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      420       197         0       302         0         0      -604      -119         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      32.7       3.5      39.3       1.9       0.0       9.7       5.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         7         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   164,528                :
: Positions                                                                                                    :
:  144,725    38,971    10,126   116,003     1,678       698         0     1,058         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    3,635    -1,491      -470     6,615      -522       256         0       -97         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      23.7       6.2      70.5       1.0       0.4       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        13         .         8         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    84,370                :
: Positions                                                                                                    :
:   46,397    53,746    23,491    27,823     1,094         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,583     1,356         0       214         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      63.7      27.8      33.0       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        16         5         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   285,653                :
: Positions                                                                                                    :
:  237,536   135,382    31,287   129,709     8,483     2,077         0       783         0     2,298       816 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    4,088      -467      -244     3,146       -64         0         0       -93         0       406      -226 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      47.4      11.0      45.4       3.0       0.7       0.0       0.3       0.0       0.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       35        25         4        10         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    85,543                :
: Positions                                                                                                    :
:   48,027    21,546    13,776    23,373    14,878     3,009    11,236     1,922         0       115       431 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:     -483     1,313        74    -1,105         5      -241      -421      -273         0        56       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      25.2      16.1      27.3      17.4       3.5      13.1       2.2       0.0       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        12         4         6         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    65,887                :
: Positions                                                                                                    :
:   40,354    38,969     6,706     8,906     5,442         0     3,228       825         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:       57    -1,779       235     4,641     1,430         0      -124       488         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      59.1      10.2      13.5       8.3       0.0       4.9       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGY DIV   2,500 MMbtus                      :
CFTC Code #0233AD                                                    Open Interest is   106,930                :
: Positions                                                                                                    :
:      871     8,240    11,291    16,961    24,616    26,501    13,693    37,880     3,208     2,977     2,563 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:       19       -92      -205       781    -1,004       543      -350      -767       397       415     1,050 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.8       7.7      10.6      15.9      23.0      24.8      12.8      35.4       3.0       2.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         4         .         .         .         4         5         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   123,715                :
: Positions                                                                                                    :
:   89,006    51,137     1,866    57,977     1,132    25,416     2,824     3,696     1,428         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:       19     1,743    -1,120       672     1,008       -59    -1,456     2,576     1,428         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      41.3       1.5      46.9       0.9      20.5       2.3       3.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        8        10         .         6         .         4         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   105,187                :
: Positions                                                                                                    :
:   47,019    87,819     8,967       248     1,126    32,170     3,878     7,664     6,791     2,480         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:     -560     2,470         0         0         0       -59    -1,456     2,576     1,428         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      83.5       8.5       0.2       1.1      30.6       3.7       7.3       6.5       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       17        24         .         .         .         7         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    21,192                :
: Positions                                                                                                    :
:   19,580    20,069       930       813         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,120       448         0       224         0      -634         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      94.7       4.4       3.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        17         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   114,698                :
: Positions                                                                                                    :
:   85,490    86,276    12,340     2,613     4,059         0     7,276         0         0     2,782         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    4,281       979      -811        46       151         0       428         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      75.2      10.8       2.3       3.5       0.0       6.3       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       26        24         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    66,721                :
: Positions                                                                                                    :
:   39,585    47,144    15,263     8,999     1,969     1,941         0     2,139         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    4,682       994      -828     1,308     1,755    -1,687         0       917      -218         0      -224 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      70.7      22.9      13.5       3.0       2.9       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   110,048                :
: Positions                                                                                                    :
:   89,470    46,413     2,492    40,199     8,585         0       176     1,823         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:     -527    -1,258        28      -674       213    -1,366       176        38         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      42.2       2.3      36.5       7.8       0.0       0.2       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        19         .         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    81,525                :
: Positions                                                                                                    :
:   50,653    67,901    23,990     4,130     1,828       139         0     1,023         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      -57       920     1,646       424      -332       139         0     1,023         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      83.3      29.4       5.1       2.2       0.2       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        14         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    27,802                :
: Positions                                                                                                    :
:   14,727    22,994     6,076       976       558     4,902         0         0         0     1,406         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      392     1,624       952       976         0     1,960         0         0         0       896         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      82.7      21.9       3.5       2.0      17.6       0.0       0.0       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        12         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   123,095                :
: Positions                                                                                                    :
:  104,838   102,861     3,027     8,647     6,712       463         0       475       336     2,354         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    5,717     1,572    -3,282     1,284       240      -267         0       -95       336         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      83.6       2.5       7.0       5.5       0.4       0.0       0.4       0.3       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   279,502                :
: Positions                                                                                                    :
:  224,730    66,134    11,323   157,230    15,996     7,708    29,861     2,872         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    5,871     3,079      -168     8,763    -3,020     3,914      -908      -657         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      23.7       4.1      56.3       5.7       2.8      10.7       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        14         .        11         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    30,592                :
: Positions                                                                                                    :
:   23,066    25,976     2,183     2,983       546     3,711         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,064     4,018       840    -1,638      -238       672         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      84.9       7.1       9.8       1.8      12.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 :
----------------------------------------------------------------------------------------------------------------
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233C1                                                    Open Interest is    35,274                :
: Positions                                                                                                    :
:   27,833    27,865     4,922     7,192       186         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      448       168         0       280         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      79.0      14.0      20.4       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        15         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    42,628                :
: Positions                                                                                                    :
:   13,590    40,550    25,099       899       124         0         0         0     1,991         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:   -1,004       652         0         0         0         0         0         0     1,712         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.9      95.1      58.9       2.1       0.3       0.0       0.0       0.0       4.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        11         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   237,079                :
: Positions                                                                                                    :
:  171,222   155,730    37,266    28,017    10,386         0     5,480     2,935     4,280    30,652     1,338 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    7,869    -5,320   -11,273     3,735     1,644         0       619      -314      -462      -398       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      65.7      15.7      11.8       4.4       0.0       2.3       1.2       1.8      12.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       29        24         6         .         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    89,406                :
: Positions                                                                                                    :
:   48,626    80,628    27,437     5,267         0       774         0       422     8,320         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,334     1,315       786     2,227         0       774      -222      -712      -143         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      90.2      30.7       5.9       0.0       0.9       0.0       0.5       9.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        19         .         .         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    79,324                :
: Positions                                                                                                    :
:   28,994    63,404    38,245     7,272     5,848         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:     -252       176       428         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.6      79.9      48.2       9.2       7.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    90,225                :
: Positions                                                                                                    :
:   59,381    41,735    15,863    32,845     1,738         0     2,735     1,107         0     3,648         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:   -1,273    -2,247      -118       151      -122         0       611      -655         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      46.3      17.6      36.4       1.9       0.0       3.0       1.2       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    13,078                :
: Positions                                                                                                    :
:   12,091     8,953         0       930         0       589     1,365         0       280       248         0 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      728       840         0         0         0         0         0         0        56         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      68.5       0.0       7.1       0.0       4.5      10.4       0.0       2.1       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        11         0         .         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 1,340,996                :
: Positions                                                                                                    :
:  158,970   241,793   113,371    30,420   110,332   291,320   136,677   354,528    36,081   236,764   195,769 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    6,094     2,864   -12,298     4,483      -569    10,562   -16,009     6,468     5,774    17,571    -5,376 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      18.0       8.5       2.3       8.2      21.7      10.2      26.4       2.7      17.7      14.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   341                     :
:       39        37        22        14        28        97        35        75        35        86        91 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,260,729                :
: Positions                                                                                                    :
:  159,064   193,385    47,616   103,951   479,948   101,732     8,191   221,825    18,580    22,962   226,213 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      182     5,113     4,046     1,109      -778     4,728     1,302     4,478       968     2,045     4,355 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      15.3       3.8       8.2      38.1       8.1       0.6      17.6       1.5       1.8      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   131                     :
:       34        31         4        19        23        22        16        31        20        14        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   458,449                :
: Positions                                                                                                    :
:   77,276    65,586    11,565    76,123   105,820    26,252    24,111    26,965   150,171   101,116    53,138 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,214       -55     1,122       464      -483         0     1,024       686       574     1,953      -604 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.9      14.3       2.5      16.6      23.1       5.7       5.3       5.9      32.8      22.1      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       16        15         .        14        15         6         .        12        16         5        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    71,520                :
: Positions                                                                                                    :
:   10,105     6,192    26,746     9,569    12,638     2,356     8,623     7,580     1,189    16,966     6,636 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      892      -662     4,517     2,793      -112      -398     1,280       849       611     1,636     1,125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1       8.7      37.4      13.4      17.7       3.3      12.1      10.6       1.7      23.7       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        5         5         6         .         9         .         .         .         .         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is   106,721                :
: Positions                                                                                                    :
:   16,282    23,970     4,056     2,343     5,302    14,900    12,771    39,766     5,562     1,529    20,518 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,003       670        71      -173       -61    -4,741    -3,844     8,923       172       -87      -296 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      22.5       3.8       2.2       5.0      14.0      12.0      37.3       5.2       1.4      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       11        12         .         4         5        10         6        14         7         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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 2,458,319                :
: Positions                                                                                                    :
:  294,187   369,574    21,477   811,678   589,832   282,140    33,869   447,417   625,366     6,170   163,956 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    6,002     3,314       606     6,045     4,195   -27,907       473    29,106    35,025    -1,162     5,168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.0      15.0       0.9      33.0      24.0      11.5       1.4      18.2      25.4       0.3       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   128                     :
:       47        41         8        20        25        16         7        18        16         7        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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   853,904                :
: Positions                                                                                                    :
:  210,237    81,945   223,564   150,790   207,712    18,170   187,049    69,734    22,975    56,609    95,496 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    9,792     1,905    -2,237    10,583     8,120       -27      -407     5,735     6,046     2,403    -2,619 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.6       9.6      26.2      17.7      24.3       2.1      21.9       8.2       2.7       6.6      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       12        14        19         .        19         8        12        10         9        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    20,018                :
: Positions                                                                                                    :
:   18,067    14,472       476     4,139       687         0         0         0       452       171       164 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:    1,684       185      -163     1,230       -88         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      72.3       2.4      20.7       3.4       0.0       0.0       0.0       2.3       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        27         .         5         7         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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    13,470                :
: Positions                                                                                                    :
:   11,538     8,935       660     2,407       956         0         0         0        89       666       160 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:      570       575        25        40        70         0         0         0         0       -35        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      66.3       4.9      17.9       7.1       0.0       0.0       0.0       0.7       4.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        18         .         6         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 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     4,968                :
: Positions                                                                                                    :
:    2,126     3,390     2,120       596       290         0         0         0        25       224       107 :
:                                                                                                              :
: Changes from:     January 14, 2014                                                                           :
:       37       547       420         0         0         0         0         0         0       -90         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      68.2      42.7      12.0       5.8       0.0       0.0       0.0       0.5       4.5       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 24, 2014