NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,372,387: 2,346,938  1,086,676    204,415  1,573,200    395,467    310,012    175,398    492,402    100,018    142,109    490,309:   32,826    16,826
Old  : 4,372,387: 2,346,938  1,086,676    204,415  1,573,200    395,467    310,012    175,398    492,402    100,018    142,109    490,309:   32,826    16,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :  -168,639:  -145,629    -39,187      1,706    -93,286      7,309     15,984    -60,958    -35,072    -43,300     22,055     31,594:   -1,231    -1,094
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       24.9        4.7       36.0        9.0        7.1        4.0       11.3        2.3        3.3       11.2:      0.8       0.4
Old  :     100.0:      53.7       24.9        4.7       36.0        9.0        7.1        4.0       11.3        2.3        3.3       11.2:      0.8       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:       114         91         11         14         21         17         12         24         21         26         34:
Old  :       222:       114         91         11         14         21         17         12         24         21         26         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       26.3       34.3       42.9       14.6       18.5       21.2       29.2
Old  :                 23.2       26.3       34.3       42.9       14.6       18.5       21.2       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   571,771:    49,925     97,073     95,782     89,521    104,490     80,496    113,454     70,115     90,127     15,762     80,781:       55       575
Old  :   571,771:    49,925     97,073     95,782     89,521    104,490     80,496    113,454     70,115     90,127     15,762     80,781:       55       575
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :   -20,277:    -8,246    -17,463     -1,192    -12,542     -7,490     -8,708     31,034    -10,587     36,059    -10,094     16,155:  -36,268    -9,290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.7       17.0       16.8       15.7       18.3       14.1       19.8       12.3       15.8        2.8       14.1:      0.0       0.1
Old  :     100.0:       8.7       17.0       16.8       15.7       18.3       14.1       19.8       12.3       15.8        2.8       14.1:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        19         18         11          7         14          8          7         11         15          6         13:
Old  :        74:        19         18         11          7         14          8          7         11         15          6         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       38.4       60.1       66.2       26.5       33.8       35.6       42.8
Old  :                 44.3       38.4       60.1       66.2       26.5       33.8       35.6       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   246,915:   170,740    194,026     22,500      6,558     21,020      8,959      7,289      6,186      2,076      4,653          0:   15,434     7,183
Old  :   246,915:   170,740    194,026     22,500      6,558     21,020      8,959      7,289      6,186      2,076      4,653          0:   15,434     7,183
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     5,696:     3,220      4,200      1,056        -62        700       -903     -3,188        797          0      1,113          0:      826     2,136
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.1       78.6        9.1        2.7        8.5        3.6        3.0        2.5        0.8        1.9        0.0:      6.3       2.9
Old  :     100.0:      69.1       78.6        9.1        2.7        8.5        3.6        3.0        2.5        0.8        1.9        0.0:      6.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        27         28          6          .          6          .          4          4          .          .          0:
Old  :        53:        27         28          6          .          6          .          4          4          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       38.5       58.9       56.2       31.8       24.9       45.0       37.6
Old  :                 40.1       38.5       58.9       56.2       31.8       24.9       45.0       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   100,691:    70,091     77,448      2,836     12,362      3,626     16,412          0      1,018          0        928      1,717:    4,991     3,592
Old  :   100,691:    70,091     77,448      2,836     12,362      3,626     16,412          0      1,018          0        928      1,717:    4,991     3,592
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     7,183:     4,645      5,775         62      1,010       -377      1,445          0        146          0       -675        918:      344       386
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.6       76.9        2.8       12.3        3.6       16.3        0.0        1.0        0.0        0.9        1.7:      5.0       3.6
Old  :     100.0:      69.6       76.9        2.8       12.3        3.6       16.3        0.0        1.0        0.0        0.9        1.7:      5.0       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        26         25          .          4          6          4          0          .          0          .          .:
Old  :        39:        26         25          .          4          6          4          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       46.9       56.9       64.6       28.0       30.0       40.2       41.3
Old  :                 31.9       46.9       56.9       64.6       28.0       30.0       40.2       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   226,435:   180,652     82,554     22,029    109,742      7,845      2,367     10,783      2,932      2,370      3,090        412:    7,828     9,077
Old  :   226,435:   180,652     82,554     22,029    109,742      7,845      2,367     10,783      2,932      2,370      3,090        412:    7,828     9,077
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     3,066:     7,101        312       -862        828        922     -2,390      1,700     -1,152          0          0          0:     -553       456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       36.5        9.7       48.5        3.5        1.0        4.8        1.3        1.0        1.4        0.2:      3.5       4.0
Old  :     100.0:      79.8       36.5        9.7       48.5        3.5        1.0        4.8        1.3        1.0        1.4        0.2:      3.5       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        16         17          4          8          8          .          .          .          .          .          .:
Old  :        41:        16         17          4          8          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       39.0       74.3       60.5       50.9       38.6       68.2       57.9
Old  :                 54.1       39.0       74.3       60.5       50.9       38.6       68.2       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   662,271:   526,053    152,513     18,482    419,282     54,535          0     10,535      2,875     40,949      1,625     10,769:    8,608    10,137
Old  :   662,271:   526,053    152,513     18,482    419,282     54,535          0     10,535      2,875     40,949      1,625     10,769:    8,608    10,137
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :   -31,520:   -35,843     -6,649        895    -25,542      3,363          0     -2,708        199      2,578        152     -1,958:     -754     1,623
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       23.0        2.8       63.3        8.2        0.0        1.6        0.4        6.2        0.2        1.6:      1.3       1.5
Old  :     100.0:      79.4       23.0        2.8       63.3        8.2        0.0        1.6        0.4        6.2        0.2        1.6:      1.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        33         22          .         10         12          0          .          .          .          .          .:
Old  :        54:        33         22          .         10         12          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       46.4       52.1       66.9       28.8       43.9       48.4       60.8
Old  :                 31.1       46.4       52.1       66.9       28.8       43.9       48.4       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   274,336:   256,597    174,203      3,783     66,335      6,288        590      3,435        921          0     13,230          0:    6,157     9,924
Old  :   274,336:   256,597    174,203      3,783     66,335      6,288        590      3,435        921          0     13,230          0:    6,157     9,924
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     7,728:    11,009      2,191        281      4,840       -866       -524      3,435       -391       -224        304          0:   -1,557    -1,785
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.5       63.5        1.4       24.2        2.3        0.2        1.3        0.3        0.0        4.8        0.0:      2.2       3.6
Old  :     100.0:      93.5       63.5        1.4       24.2        2.3        0.2        1.3        0.3        0.0        4.8        0.0:      2.2       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        31         28          .          .          .          .          .          .          0          .          0:
Old  :        55:        31         28          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       46.3       74.5       66.4       51.9       45.8       69.1       63.0
Old  :                 56.0       46.3       74.5       66.4       51.9       45.8       69.1       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   271,672:   250,370    144,076      4,141    108,608      3,463          0      1,576      3,556          0      4,514      1,712:    8,430     4,167
Old  :   271,672:   250,370    144,076      4,141    108,608      3,463          0      1,576      3,556          0      4,514      1,712:    8,430     4,167
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,817:     4,999      2,105       -127         96         -4     -1,147        178       -227          0      1,244     -1,224:      547       649
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       53.0        1.5       40.0        1.3        0.0        0.6        1.3        0.0        1.7        0.6:      3.1       1.5
Old  :     100.0:      92.2       53.0        1.5       40.0        1.3        0.0        0.6        1.3        0.0        1.7        0.6:      3.1       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        33         33          .         10          5          0          .          .          0          .          .:
Old  :        56:        33         33          .         10          5          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       33.1       72.8       55.0       52.1       31.7       71.4       51.7
Old  :                 53.2       33.1       72.8       55.0       52.1       31.7       71.4       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   128,485:   113,411     82,312        896     31,048      3,051      4,377          0      2,273          0        392          0:    4,477     9,409
Old  :   128,485:   113,411     82,312        896     31,048      3,051      4,377          0      2,273          0        392          0:    4,477     9,409
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,213:     1,971      2,156          0        505         -4        479          0       -324          0         84          0:       91      -204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       64.1        0.7       24.2        2.4        3.4        0.0        1.8        0.0        0.3        0.0:      3.5       7.3
Old  :     100.0:      88.3       64.1        0.7       24.2        2.4        3.4        0.0        1.8        0.0        0.3        0.0:      3.5       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         15          .          6          4          .          0          .          0          .          0:
Old  :        34:        20         15          .          6          4          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       58.9       75.4       78.3       52.3       58.9       74.2       78.2
Old  :                 53.0       58.9       75.4       78.3       52.3       58.9       74.2       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,412:    84,528     85,669      6,019      4,531      7,734          0      3,080      4,549        180          0        336:   12,066     9,513
Old  :   115,412:    84,528     85,669      6,019      4,531      7,734          0      3,080      4,549        180          0        336:   12,066     9,513
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,607:     1,621      2,402       -352       -846        419          0        509        -56        -96          0        117:      954        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       74.2        5.2        3.9        6.7        0.0        2.7        3.9        0.2        0.0        0.3:     10.5       8.2
Old  :     100.0:      73.2       74.2        5.2        3.9        6.7        0.0        2.7        3.9        0.2        0.0        0.3:     10.5       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         17          4          .          4          0          .          .          .          0          .:
Old  :        34:        17         17          4          .          4          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       46.5       68.7       71.3       52.3       43.8       62.8       62.8
Old  :                 55.2       46.5       68.7       71.3       52.3       43.8       62.8       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    26,230:    21,477     19,446      1,862      1,505        961          0          0          0        372      1,827          0:    1,558     2,491
Old  :    26,230:    21,477     19,446      1,862      1,505        961          0          0          0        372      1,827          0:    1,558     2,491
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :       537:       699       -979          0          0          0          0          0          0       -503          0          0:      341     1,516
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       74.1        7.1        5.7        3.7        0.0        0.0        0.0        1.4        7.0        0.0:      5.9       9.5
Old  :     100.0:      81.9       74.1        7.1        5.7        3.7        0.0        0.0        0.0        1.4        7.0        0.0:      5.9       9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         10          .          .          .          0          0          0          .          .          0:
Old  :        29:        16         10          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       64.7       70.2       82.7       51.6       64.7       69.9       80.3
Old  :                 51.6       64.7       70.2       82.7       51.6       64.7       69.9       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    91,499:    77,577     36,975      2,684     41,215        200          0      2,070      2,080          0          0          0:    8,958     8,959
Old  :    91,499:    77,577     36,975      2,684     41,215        200          0      2,070      2,080          0          0          0:    8,958     8,959
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,777:     5,612      1,921          0         61          0          0       -635        639          0          0          0:   -3,474       791
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       40.4        2.9       45.0        0.2        0.0        2.3        2.3        0.0        0.0        0.0:      9.8       9.8
Old  :     100.0:      84.8       40.4        2.9       45.0        0.2        0.0        2.3        2.3        0.0        0.0        0.0:      9.8       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         10          .          7          .          0          .          .          0          0          0:
Old  :        24:        14         10          .          7          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       53.5       79.6       72.5       63.9       53.1       77.8       70.7
Old  :                 64.1       53.5       79.6       72.5       63.9       53.1       77.8       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   214,549:   200,121     78,261          0    126,129      2,042          0      2,072          0          0          0          0:   12,386     6,045
Old  :   214,549:   200,121     78,261          0    126,129      2,042          0      2,072          0          0          0          0:   12,386     6,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     4,435:     3,011       -399          0      4,274          0          0          0          0          0          0          0:    1,424       560
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.3       36.5        0.0       58.8        1.0        0.0        1.0        0.0        0.0        0.0        0.0:      5.8       2.8
Old  :     100.0:      93.3       36.5        0.0       58.8        1.0        0.0        1.0        0.0        0.0        0.0        0.0:      5.8       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        22         13          0         10          .          0          .          0          0          0          0:
Old  :        35:        22         13          0         10          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       47.5       76.5       75.5       51.5       46.9       71.8       73.9
Old  :                 55.3       47.5       76.5       75.5       51.5       46.9       71.8       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    88,922:    57,366     60,447     20,722     21,810        800          0          0          0          0          0          0:   10,034     5,865
Old  :    88,922:    57,366     60,447     20,722     21,810        800          0          0          0          0          0          0:   10,034     5,865
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,769:     2,341      1,235          0          0          0          0          0          0          0          0          0:      428     1,534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       68.0       23.3       24.5        0.9        0.0        0.0        0.0        0.0        0.0        0.0:     11.3       6.6
Old  :     100.0:      64.5       68.0       23.3       24.5        0.9        0.0        0.0        0.0        0.0        0.0        0.0:     11.3       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         12          4          .          .          0          0          0          0          0          0:
Old  :        27:        14         12          4          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       70.4       70.5       88.6       50.3       69.5       67.8       82.6
Old  :                 50.3       70.4       70.5       88.6       50.3       69.5       67.8       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   310,903:   280,898    125,239     18,055    169,793      3,719          0        534          0        496          0        422:    7,313    11,196
Old  :   310,903:   280,898    125,239     18,055    169,793      3,719          0        534          0        496          0        422:    7,313    11,196
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :       887:    -2,983      2,422        976       -693        180          0          0          0        496       -304        360:    1,858    -1,078
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.3       40.3        5.8       54.6        1.2        0.0        0.2        0.0        0.2        0.0        0.1:      2.4       3.6
Old  :     100.0:      90.3       40.3        5.8       54.6        1.2        0.0        0.2        0.0        0.2        0.0        0.1:      2.4       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        39         23          4          9          6          0          .          0          .          0          .:
Old  :        57:        39         23          4          9          6          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       57.2       55.2       77.6       36.6       56.8       50.4       76.4
Old  :                 41.3       57.2       55.2       77.6       36.6       56.8       50.4       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    84,261:    66,196     45,386      2,507      9,249      7,101        270      5,207      2,443          0          0          0:    5,744    14,875
Old  :    84,261:    66,196     45,386      2,507      9,249      7,101        270      5,207      2,443          0          0          0:    5,744    14,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     1,237:       372     -1,063        730       -917        103       -436       -837        206          0          0          0:      262     3,745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       53.9        3.0       11.0        8.4        0.3        6.2        2.9        0.0        0.0        0.0:      6.8      17.7
Old  :     100.0:      78.6       53.9        3.0       11.0        8.4        0.3        6.2        2.9        0.0        0.0        0.0:      6.8      17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         12          .          7          6          .          .          .          0          0          0:
Old  :        27:        11         12          .          7          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       46.5       78.5       60.6       58.8       42.1       73.1       53.0
Old  :                 61.0       46.5       78.5       60.6       58.8       42.1       73.1       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV                                                                      Code-0233A8
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    75,933:    37,147     51,886     22,678     10,792      5,653      2,601          0      1,669          0          0          0:    6,185     5,933
Old  :    75,933:    37,147     51,886     22,678     10,792      5,653      2,601          0      1,669          0          0          0:    6,185     5,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :       657:      -507        436        438          0        112        490          0          0          0          0          0:      124       109
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       68.3       29.9       14.2        7.4        3.4        0.0        2.2        0.0        0.0        0.0:      8.1       7.8
Old  :     100.0:      48.9       68.3       29.9       14.2        7.4        3.4        0.0        2.2        0.0        0.0        0.0:      8.1       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         7          8          6          .          7          .          0          .          0          0          0:
Old  :        22:         7          8          6          .          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       66.7       72.2       83.3       49.4       63.7       69.7       76.9
Old  :                 50.4       66.7       72.2       83.3       49.4       63.7       69.7       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   110,614:    82,728     68,346      2,525     32,947        364     18,728          0        876        252      1,148          0:    5,141     6,933
Old  :   110,614:    82,728     68,346      2,525     32,947        364     18,728          0        876        252      1,148          0:    5,141     6,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     7,928:     5,908      6,504       -865       -372          0      1,596          0        336        252          0          0:      701     1,460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       61.8        2.3       29.8        0.3       16.9        0.0        0.8        0.2        1.0        0.0:      4.6       6.3
Old  :     100.0:      74.8       61.8        2.3       29.8        0.3       16.9        0.0        0.8        0.2        1.0        0.0:      4.6       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        19         25          .          .          .          .          0          .          .          .          0:
Old  :        45:        19         25          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       52.0       78.1       75.3       51.3       41.5       66.8       62.0
Old  :                 55.4       52.0       78.1       75.3       51.3       41.5       66.8       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    96,634:    58,636     88,086      4,971        141      2,191     22,885          0        823        930      3,837        252:    5,946     1,304
Old  :    96,634:    58,636     88,086      4,971        141      2,191     22,885          0        823        930      3,837        252:    5,946     1,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    10,123:     4,841      8,732       -444        141       -197      1,761          0        283       -527      1,120        252:    4,154      -208
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       91.2        5.1        0.1        2.3       23.7        0.0        0.9        1.0        4.0        0.3:      6.2       1.3
Old  :     100.0:      60.7       91.2        5.1        0.1        2.3       23.7        0.0        0.9        1.0        4.0        0.3:      6.2       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        28         37          4          .          .          7          0          .          .          4          .:
Old  :        68:        28         37          4          .          .          7          0          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       53.2       54.3       68.6       34.6       45.8       52.2       60.6
Old  :                 35.4       53.2       54.3       68.6       34.6       45.8       52.2       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    68,909:    66,421     58,139      1,310      2,320          0          0          0          0        806      6,356          0:      372     2,094
Old  :    68,909:    66,421     58,139      1,310      2,320          0          0          0          0        806      6,356          0:      372     2,094
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     1,536:     1,620      2,802         84        -28          0          0          0          0          0     -1,296       -416:      248       474
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.4       84.4        1.9        3.4        0.0        0.0        0.0        0.0        1.2        9.2        0.0:      0.5       3.0
Old  :     100.0:      96.4       84.4        1.9        3.4        0.0        0.0        0.0        0.0        1.2        9.2        0.0:      0.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         19          .          .          0          0          0          0          .          .          0:
Old  :        36:        20         19          .          .          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       49.6       85.1       72.5       48.2       31.3       61.7       51.8
Old  :                 64.6       49.6       85.1       72.5       48.2       31.3       61.7       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   161,358:   126,987    134,158     15,398      3,462      8,890         16         30      1,452          0      2,568          0:    8,615    10,798
Old  :   161,358:   126,987    134,158     15,398      3,462      8,890         16         30      1,452          0      2,568          0:    8,615    10,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :      -784:    -2,293     -4,632       -238          0          0         16       -604        250          0      1,070          0:    1,481     3,132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       83.1        9.5        2.1        5.5        0.0        0.0        0.9        0.0        1.6        0.0:      5.3       6.7
Old  :     100.0:      78.7       83.1        9.5        2.1        5.5        0.0        0.0        0.9        0.0        1.6        0.0:      5.3       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        26         23          .          .          .          .          .          .          0          .          0:
Old  :        39:        26         23          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       44.9       69.6       64.7       46.2       32.1       53.2       45.9
Old  :                 53.2       44.9       69.6       64.7       46.2       32.1       53.2       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    65,474:    50,479     46,304        673      8,244      2,010      2,658          0      1,960          0          0          0:    7,694     6,956
Old  :    65,474:    50,479     46,304        673      8,244      2,010      2,658          0      1,960          0          0          0:    7,694     6,956
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,420:       457      4,039          0          0        122      1,374       -221        156          0          0          0:      311    -1,676
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       70.7        1.0       12.6        3.1        4.1        0.0        3.0        0.0        0.0        0.0:     11.8      10.6
Old  :     100.0:      77.1       70.7        1.0       12.6        3.1        4.1        0.0        3.0        0.0        0.0        0.0:     11.8      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         14          .          .          .          .          0          .          0          0          0:
Old  :        23:        14         14          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       54.7       71.3       72.3       45.6       47.5       53.9       57.3
Old  :                 55.7       54.7       71.3       72.3       45.6       47.5       53.9       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   118,752:    94,851     67,191      5,044     26,437      9,037          0      5,100      2,030          0          0          0:    7,790     8,957
Old  :   118,752:    94,851     67,191      5,044     26,437      9,037          0      5,100      2,030          0          0          0:    7,790     8,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     1,853:    -2,427        -21       -496        209        496          0       -561        358          0          0          0:    3,922     1,372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       56.6        4.2       22.3        7.6        0.0        4.3        1.7        0.0        0.0        0.0:      6.6       7.5
Old  :     100.0:      79.9       56.6        4.2       22.3        7.6        0.0        4.3        1.7        0.0        0.0        0.0:      6.6       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        20         20          .          4          4          0          .          .          0          0          0:
Old  :        33:        20         20          .          4          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       44.2       78.0       65.8       57.9       41.5       69.4       57.0
Old  :                 61.1       44.2       78.0       65.8       57.9       41.5       69.4       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    76,087:    56,204     65,176      6,615          0      5,205      1,757          0         32          0          0          0:    6,274     5,674
Old  :    76,087:    56,204     65,176      6,615          0      5,205      1,757          0         32          0          0          0:    6,274     5,674
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     3,772:       -19      2,658        138          0      1,228        335          0        -81          0          0          0:    2,171       -33
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       85.7        8.7        0.0        6.8        2.3        0.0        0.0        0.0        0.0        0.0:      8.2       7.5
Old  :     100.0:      73.9       85.7        8.7        0.0        6.8        2.3        0.0        0.0        0.0        0.0        0.0:      8.2       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         16          .          0          .          .          0          .          0          0          0:
Old  :        26:        16         16          .          0          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       57.4       72.6       79.2       39.1       54.5       57.1       65.1
Old  :                 50.8       57.4       72.6       79.2       39.1       54.5       57.1       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   102,730:    60,073     80,997     32,456      1,019        296        420          0          0          0     16,058          0:    9,485     4,360
Old  :   102,730:    60,073     80,997     32,456      1,019        296        420          0          0          0     16,058          0:    9,485     4,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     1,512:        84      1,360         90       -428        184          0          0          0          0          0          0:    1,154       396
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.5       78.8       31.6        1.0        0.3        0.4        0.0        0.0        0.0       15.6        0.0:      9.2       4.2
Old  :     100.0:      58.5       78.8       31.6        1.0        0.3        0.4        0.0        0.0        0.0       15.6        0.0:      9.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         10          7          .          .          .          0          0          0          .          0:
Old  :        22:        10         10          7          .          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       75.6       75.2       93.4       56.2       68.4       72.1       83.6
Old  :                 56.3       75.6       75.2       93.4       56.2       68.4       72.1       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,341:    15,188     21,818      4,200          0          0          0          0          0        316        385         56:    3,581     1,082
Old  :    23,341:    15,188     21,818      4,200          0          0          0          0          0        316        385         56:    3,581     1,082
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :         0:    -2,976          0          0          0          0          0          0          0          0          0          0:    2,976         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       93.5       18.0        0.0        0.0        0.0        0.0        0.0        1.4        1.6        0.2:     15.3       4.6
Old  :     100.0:      65.1       93.5       18.0        0.0        0.0        0.0        0.0        0.0        1.4        1.6        0.2:     15.3       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7         15          .          0          0          0          0          0          .          .          .:
Old  :        20:         7         15          .          0          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       40.8       81.0       67.4       47.2       37.9       57.2       58.8
Old  :                 65.5       40.8       81.0       67.4       47.2       37.9       57.2       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   109,979:    97,905     98,877      2,250          0        974        151          0        947          0      7,674          0:    7,752     1,507
Old  :   109,979:    97,905     98,877      2,250          0        974        151          0        947          0      7,674          0:    7,752     1,507
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    -3,207:    -2,816     -3,245          0          0          0       -581          0         56          0        -10        -31:      165        23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.0       89.9        2.0        0.0        0.9        0.1        0.0        0.9        0.0        7.0        0.0:      7.0       1.4
Old  :     100.0:      89.0       89.9        2.0        0.0        0.9        0.1        0.0        0.9        0.0        7.0        0.0:      7.0       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        21         15          .          0          .          .          0          .          0          .          0:
Old  :        27:        21         15          .          0          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       66.9       78.0       87.2       58.2       65.1       75.8       84.5
Old  :                 59.1       66.9       78.0       87.2       58.2       65.1       75.8       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   218,735:   180,272     64,802      9,902    123,165      7,396      2,332     11,906      3,017          0      2,140          0:   15,816     6,309
Old  :   218,735:   180,272     64,802      9,902    123,165      7,396      2,332     11,906      3,017          0      2,140          0:   15,816     6,309
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     6,840:     4,510       -469       -183      6,274       -554      1,433      1,628       -429          0     -1,434          0:    2,063     1,824
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       29.6        4.5       56.3        3.4        1.1        5.4        1.4        0.0        1.0        0.0:      7.2       2.9
Old  :     100.0:      82.4       29.6        4.5       56.3        3.4        1.1        5.4        1.4        0.0        1.0        0.0:      7.2       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        28         19          .         10          7          .          .          .          0          .          0:
Old  :        48:        28         19          .         10          7          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       47.1       60.3       67.0       41.8       45.7       56.7       65.4
Old  :                 44.1       47.1       60.3       67.0       41.8       45.7       56.7       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,786:    18,838     16,907          0      4,376          0          0          0          0      1,142          0         28:    1,778       475
Old  :    21,786:    18,838     16,907          0      4,376          0          0          0          0      1,142          0         28:    1,778       475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     3,658:     3,658      3,658          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       77.6        0.0       20.1        0.0        0.0        0.0        0.0        5.2        0.0        0.1:      8.2       2.2
Old  :     100.0:      86.5       77.6        0.0       20.1        0.0        0.0        0.0        0.0        5.2        0.0        0.1:      8.2       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         13          0          .          0          0          0          0          .          0          .:
Old  :        26:        14         13          0          .          0          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       66.1       76.1       83.9       48.3       66.1       68.3       82.4
Old  :                 54.1       66.1       76.1       83.9       48.3       66.1       68.3       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    41,101:    25,402     39,113     11,978        379         62          0        392          0          0          0          0:    3,659     1,155
Old  :    41,101:    25,402     39,113     11,978        379         62          0        392          0          0          0          0:    3,659     1,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     6,392:     1,400      6,476      3,944          0          0          0        -56          0          0          0          0:    1,048       -28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.8       95.2       29.1        0.9        0.2        0.0        1.0        0.0        0.0        0.0        0.0:      8.9       2.8
Old  :     100.0:      61.8       95.2       29.1        0.9        0.2        0.0        1.0        0.0        0.0        0.0        0.0:      8.9       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         14          .          .          .          0          .          0          0          0          0:
Old  :        27:        12         14          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.2       58.5       83.3       86.2       61.3       57.8       72.4       76.3
Old  :                 72.2       58.5       83.3       86.2       61.3       57.8       72.4       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   291,626:   241,167    185,767     24,566     75,839      5,848          0      3,910      1,769          0     13,046        935:   17,341     4,512
Old  :   291,626:   241,167    185,767     24,566     75,839      5,848          0      3,910      1,769          0     13,046        935:   17,341     4,512
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    11,639:     7,260     13,104        581     -1,660        -90          0       -300        272          0       -142        142:    3,474       313
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       63.7        8.4       26.0        2.0        0.0        1.3        0.6        0.0        4.5        0.3:      5.9       1.5
Old  :     100.0:      82.7       63.7        8.4       26.0        2.0        0.0        1.3        0.6        0.0        4.5        0.3:      5.9       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        33         28          .          6          5          0          .          .          0          .          .:
Old  :        49:        33         28          .          6          5          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       52.1       65.1       71.3       40.7       49.4       61.6       68.3
Old  :                 41.9       52.1       65.1       71.3       40.7       49.4       61.6       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    96,414:    80,998     64,000      8,442     25,059      2,890          0          0          0          0          0          0:    4,084     4,465
Old  :    96,414:    80,998     64,000      8,442     25,059      2,890          0          0          0          0          0          0:    4,084     4,465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    10,902:    10,463      8,532          0      1,907        292          0          0          0          0          0          0:      147       171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       66.4        8.8       26.0        3.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       4.6
Old  :     100.0:      84.0       66.4        8.8       26.0        3.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         15          .          5          4          0          0          0          0          0          0:
Old  :        30:        19         15          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       68.0       70.7       82.8       47.0       60.1       66.5       73.8
Old  :                 47.5       68.0       70.7       82.8       47.0       60.1       66.5       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    97,433:    47,675     77,370     39,399     11,421      3,325          0          0          0          0          0          0:    7,034     5,317
Old  :    97,433:    47,675     77,370     39,399     11,421      3,325          0          0          0          0          0          0:    7,034     5,317
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    -1,622:    -3,860     -1,477         93     -2,140          0          0          0          0          0          0          0:    2,145     1,995
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       79.4       40.4       11.7        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      7.2       5.5
Old  :     100.0:      48.9       79.4       40.4       11.7        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      7.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         15          6          .          4          0          0          0          0          0          0:
Old  :        29:        14         15          6          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       52.6       68.4       73.5       40.9       49.5       61.8       68.8
Old  :                 45.5       52.6       68.4       73.5       40.9       49.5       61.8       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    86,468:    64,580     61,175     10,577     16,679      3,423          0          0          0          0          0          0:    7,888     5,191
Old  :    86,468:    64,580     61,175     10,577     16,679      3,423          0          0          0          0          0          0:    7,888     5,191
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,622:     1,399      1,207          0       -170       -121          0          0          0          0          0          0:    1,344     1,706
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       70.7       12.2       19.3        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      9.1       6.0
Old  :     100.0:      74.7       70.7       12.2       19.3        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      9.1       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         11          .          .          .          0          0          0          0          0          0:
Old  :        22:        14         11          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       76.0       69.5       92.4       51.0       72.4       69.2       85.3
Old  :                 51.0       76.0       69.5       92.4       51.0       72.4       69.2       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    39,490:    34,980     36,748      3,558      1,223          0          0          0          0          0        268        124:      828     1,127
Old  :    39,490:    34,980     36,748      3,558      1,223          0          0          0          0          0        268        124:      828     1,127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    18,962:    18,516     18,636          0          0          0          0          0          0          0         84          0:      446       242
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       93.1        9.0        3.1        0.0        0.0        0.0        0.0        0.0        0.7        0.3:      2.1       2.9
Old  :     100.0:      88.6       93.1        9.0        3.1        0.0        0.0        0.0        0.0        0.0        0.7        0.3:      2.1       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        10         14          .          .          0          0          0          0          0          .          .:
Old  :        26:        10         14          .          .          0          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.7       73.1       94.0       86.8       84.7       73.1       93.0       86.8
Old  :                 85.7       73.1       94.0       86.8       84.7       73.1       93.0       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,014,989:   148,919    148,942    224,903     11,423     37,472    207,873    273,291    214,991     26,752    202,411     95,778:   58,301    30,681
Old  : 1,014,989:   148,919    148,942    224,903     11,423     37,472    207,873    273,291    214,991     26,752    202,411     95,778:   58,301    30,681
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    14,520:     2,262      2,050     18,151      2,784     -1,855     10,519     23,922    -12,778      2,291      1,111     -1,392:   -2,678       678
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       14.7       22.2        1.1        3.7       20.5       26.9       21.2        2.6       19.9        9.4:      5.7       3.0
Old  :     100.0:      14.7       14.7       22.2        1.1        3.7       20.5       26.9       21.2        2.6       19.9        9.4:      5.7       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       286:        40         31         24          5         22         57         63         69         32         48         58:
Old  :       286:        40         31         24          5         22         57         63         69         32         48         58:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.0       26.8       26.5       39.0       12.2       23.5       19.0       29.7
Old  :                 16.0       26.8       26.5       39.0       12.2       23.5       19.0       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   413,210:    65,178     55,343     13,091     71,301     61,676     88,597     26,043     37,659    105,496    117,416     37,087:    4,426     6,685
Old  :   413,210:    65,178     55,343     13,091     71,301     61,676     88,597     26,043     37,659    105,496    117,416     37,087:    4,426     6,685
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :   -23,334:    -9,069     -3,389       -494     -7,480      1,146     -2,906     -5,300     -2,571    -11,498     -7,760      2,602:     -544      -582
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       13.4        3.2       17.3       14.9       21.4        6.3        9.1       25.5       28.4        9.0:      1.1       1.6
Old  :     100.0:      15.8       13.4        3.2       17.3       14.9       21.4        6.3        9.1       25.5       28.4        9.0:      1.1       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        19         20          4          9         12          5          7         10         11          9         16:
Old  :        65:        19         20          4          9         12          5          7         10         11          9         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       42.2       62.9       57.3       46.2       37.3       51.5       45.9
Old  :                 49.8       42.2       62.9       57.3       46.2       37.3       51.5       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   103,392:    11,043     15,410     23,194      5,631     21,677     20,369     12,429      6,790      6,662     24,659      9,860:    3,797     6,936
Old  :   103,392:    11,043     15,410     23,194      5,631     21,677     20,369     12,429      6,790      6,662     24,659      9,860:    3,797     6,936
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     1,388:       772     -1,785        300     -3,620      1,723      6,836      4,714     -3,806      1,798      9,218     -4,902:   -1,333      -154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7       14.9       22.4        5.4       21.0       19.7       12.0        6.6        6.4       23.9        9.5:      3.7       6.7
Old  :     100.0:      10.7       14.9       22.4        5.4       21.0       19.7       12.0        6.6        6.4       23.9        9.5:      3.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:         9          9          8          .         10          4          6          6          8          8         12:
Old  :        46:         9          9          8          .         10          4          6          6          8          8         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       46.9       59.1       64.0       32.9       30.5       40.6       41.5
Old  :                 44.2       46.9       59.1       64.0       32.9       30.5       40.6       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,742,109:   448,916    208,079     53,035    948,152    242,611    154,669     97,721    130,876    593,118     17,964     60,114:   58,770    36,592
Old  : 1,742,109:   448,916    208,079     53,035    948,152    242,611    154,669     97,721    130,876    593,118     17,964     60,114:   58,770    36,592
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :   -62,699:   -10,672    -14,409     -8,374    -27,807      1,048    -37,313     -7,135     -1,905      4,522     -3,302    -10,041:       36       852
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.8       11.9        3.0       54.4       13.9        8.9        5.6        7.5       34.0        1.0        3.5:      3.4       2.1
Old  :     100.0:      25.8       11.9        3.0       54.4       13.9        8.9        5.6        7.5       34.0        1.0        3.5:      3.4       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       105:        34         29          4         17         20         10          9         15         17          7         21:
Old  :       105:        34         29          4         17         20         10          9         15         17          7         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       37.3       61.0       56.4       41.4       35.1       50.3       51.2
Old  :                 46.2       37.3       61.0       56.4       41.4       35.1       50.3       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   578,041:   110,421     92,710    176,276     79,067    139,293     13,110     91,727     46,182     13,436     50,615     74,467:    4,856     3,980
Old  :   578,041:   110,421     92,710    176,276     79,067    139,293     13,110     91,727     46,182     13,436     50,615     74,467:    4,856     3,980
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :   -36,392:   -12,466     -5,433     -6,313    -22,996       -671      5,770      2,845    -13,564    -15,248     -3,478      6,284:     -184       621
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       16.0       30.5       13.7       24.1        2.3       15.9        8.0        2.3        8.8       12.9:      0.8       0.7
Old  :     100.0:      19.1       16.0       30.5       13.7       24.1        2.3       15.9        8.0        2.3        8.8       12.9:      0.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        18         18         13          7         17          6          9         11          8          9         13:
Old  :        72:        18         18         13          7         17          6          9         11          8          9         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       37.7       49.0       60.0       19.5       21.5       28.0       28.1
Old  :                 29.6       37.7       49.0       60.0       19.5       21.5       28.0       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,916:     6,409      3,762          0      2,708        164          0          0          0        173        162          0:      170       120
Old  :     6,916:     6,409      3,762          0      2,708        164          0          0          0        173        162          0:      170       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    -1,788:    -1,039     -1,259       -305       -514          0          0          0          0       -274          0          0:     -170       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       54.4        0.0       39.2        2.4        0.0        0.0        0.0        2.5        2.3        0.0:      2.5       1.7
Old  :     100.0:      92.7       54.4        0.0       39.2        2.4        0.0        0.0        0.0        2.5        2.3        0.0:      2.5       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         10          0          4          .          0          0          0          .          .          0:
Old  :        20:        12         10          0          4          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       54.1       86.8       78.6       55.1       41.0       66.9       60.3
Old  :                 65.2       54.1       86.8       78.6       55.1       41.0       66.9       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    74,712:    59,305     52,477      6,098      8,187      4,132          0          0          0      1,923      6,860      1,891:    1,363     1,165
Old  :    74,712:    59,305     52,477      6,098      8,187      4,132          0          0          0      1,923      6,860      1,891:    1,363     1,165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :     2,978:     3,193       -593         -8      1,440       -282          0          0          0     -1,301        753        936:      440       724
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       70.2        8.2       11.0        5.5        0.0        0.0        0.0        2.6        9.2        2.5:      1.8       1.6
Old  :     100.0:      79.4       70.2        8.2       11.0        5.5        0.0        0.0        0.0        2.6        9.2        2.5:      1.8       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        41         40          .          5          .          0          0          0          8          7          6:
Old  :        69:        41         40          .          5          .          0          0          0          8          7          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       35.2       63.8       58.1       21.4       23.9       30.8       33.8
Old  :                 41.5       35.2       63.8       58.1       21.4       23.9       30.8       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    18,431:    14,802     10,947        668      2,916      1,678          0          0          0        349      2,340        277:      657       273
Old  :    18,431:    14,802     10,947        668      2,916      1,678          0          0          0        349      2,340        277:      657       273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    -2,737:    -2,003     -2,237        -87        496       -616          0          0          0       -224       -397         -4:      197        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       59.4        3.6       15.8        9.1        0.0        0.0        0.0        1.9       12.7        1.5:      3.6       1.5
Old  :     100.0:      80.3       59.4        3.6       15.8        9.1        0.0        0.0        0.0        1.9       12.7        1.5:      3.6       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        24         19          .          6          4          0          0          0          .          .          .:
Old  :        40:        24         19          .          6          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       34.8       63.3       57.4       35.9       22.8       43.7       35.2
Old  :                 43.6       34.8       63.3       57.4       35.9       22.8       43.7       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    12,654:     9,839      6,654        774      2,236         66          0          0          0        155      1,841      1,663:      157       194
Old  :    12,654:     9,839      6,654        774      2,236         66          0          0          0        155      1,841      1,663:      157       194
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    -1,343:      -381     -1,522       -247        144       -111          0          0          0        -15        418       -334:     -255        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       52.6        6.1       17.7        0.5        0.0        0.0        0.0        1.2       14.5       13.1:      1.2       1.5
Old  :     100.0:      77.8       52.6        6.1       17.7        0.5        0.0        0.0        0.0        1.2       14.5       13.1:      1.2       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         13          .          4          .          0          0          0          .          .          4:
Old  :        26:        16         13          .          4          .          0          0          0          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       45.4       76.3       70.1       30.6       26.8       44.0       41.3
Old  :                 51.3       45.4       76.3       70.1       30.6       26.8       44.0       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, February 3, 2015                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,450:     8,052      3,731        138      4,669        150          0          0          0        545        789         37:      528        74
Old  :     9,450:     8,052      3,731        138      4,669        150          0          0          0        545        789         37:      528        74
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 27, 2015                                                                 :
     :    -2,120:    -1,899     -1,450       -152       -517          0          0          0          0         -1       -135         -7:      -61       -11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       39.5        1.5       49.4        1.6        0.0        0.0        0.0        5.8        8.3        0.4:      5.6       0.8
Old  :     100.0:      85.2       39.5        1.5       49.4        1.6        0.0        0.0        0.0        5.8        8.3        0.4:      5.6       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         12          .          5          .          0          0          0          .          .          .:
Old  :        29:        18         12          .          5          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       55.3       73.9       79.0       39.4       52.9       51.7       66.5
Old  :                 55.5       55.3       73.9       79.0       39.4       52.9       51.7       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 6, 2015