NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, June 2, 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  : 3,928,362: 2,132,838  1,015,389    272,245  1,382,805    373,305    310,748     98,709    360,110     33,573    274,773    410,190:   35,353    13,081
Old  : 3,928,362: 2,132,838  1,015,389    272,245  1,382,805    373,305    310,748     98,709    360,110     33,573    274,773    410,190:   35,353    13,081
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :  -157,593:   -98,114    -64,401     31,533   -101,639    -28,082    -33,624    -28,528      1,609    -47,299     47,874     22,564:   -6,180    -6,990
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       25.8        6.9       35.2        9.5        7.9        2.5        9.2        0.9        7.0       10.4:      0.9       0.3
Old  :     100.0:      54.3       25.8        6.9       35.2        9.5        7.9        2.5        9.2        0.9        7.0       10.4:      0.9       0.3
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  :       237:       111         94         12         15         21         18         14         24         15         38         40:
Old  :       237:       111         94         12         15         21         18         14         24         15         38         40:
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  :                 20.8       24.2       32.5       41.4       16.7       19.0       24.3       29.6
Old  :                 20.8       24.2       32.5       41.4       16.7       19.0       24.3       29.6
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, June 2, 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  :   393,690:    42,341     68,816     58,079     56,883     94,138     57,234     38,528     46,565     47,165     40,549     47,737:      431       474
Old  :   393,690:    42,341     68,816     58,079     56,883     94,138     57,234     38,528     46,565     47,165     40,549     47,737:      431       474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :   -66,358:    -2,935    -18,897    -31,298     -3,418       -181      2,843    -17,137     -9,646     -2,849     -3,947       -355:  -21,937   -12,777
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.8       17.5       14.8       14.4       23.9       14.5        9.8       11.8       12.0       10.3       12.1:      0.1       0.1
Old  :     100.0:      10.8       17.5       14.8       14.4       23.9       14.5        9.8       11.8       12.0       10.3       12.1:      0.1       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  :        71:        18         17          9          7         14          8          7          9          9         11         13:
Old  :        71:        18         17          9          7         14          8          7          9          9         11         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  :                 36.1       45.8       54.0       70.7       20.0       25.7       31.3       36.0
Old  :                 36.1       45.8       54.0       70.7       20.0       25.7       31.3       36.0
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, June 2, 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  :   255,934:   167,474    200,726     41,512     15,144     16,596      7,735      6,730      5,938        614      3,120      1,085:   14,980     6,595
Old  :   255,934:   167,474    200,726     41,512     15,144     16,596      7,735      6,730      5,938        614      3,120      1,085:   14,980     6,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     4,708:     1,340      3,678        581      1,624       -213      3,455        264        698          0       -602       -214:     -939      -527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       78.4       16.2        5.9        6.5        3.0        2.6        2.3        0.2        1.2        0.4:      5.9       2.6
Old  :     100.0:      65.4       78.4       16.2        5.9        6.5        3.0        2.6        2.3        0.2        1.2        0.4:      5.9       2.6
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  :        56:        29         26          5          .          .          4          .          5          .          4          .:
Old  :        56:        29         26          5          .          .          4          .          5          .          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  :                 35.0       38.7       55.1       59.2       32.3       35.4       48.8       51.5
Old  :                 35.0       38.7       55.1       59.2       32.3       35.4       48.8       51.5
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, June 2, 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  :   123,211:    90,687    100,309      5,595     12,012      2,454     15,220          0        730      2,785      3,215      1,818:    3,922     2,673
Old  :   123,211:    90,687    100,309      5,595     12,012      2,454     15,220          0        730      2,785      3,215      1,818:    3,922     2,673
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     4,757:     2,251      2,984          0        555       -124      1,170          0         58        788        489        562:       52       233
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       81.4        4.5        9.7        2.0       12.4        0.0        0.6        2.3        2.6        1.5:      3.2       2.2
Old  :     100.0:      73.6       81.4        4.5        9.7        2.0       12.4        0.0        0.6        2.3        2.6        1.5:      3.2       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  :        48:        24         24          .          5          7          5          0          .          .          .          .:
Old  :        48:        24         24          .          5          7          5          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  :                 37.5       46.3       57.9       68.1       36.9       34.2       52.8       52.3
Old  :                 37.5       46.3       57.9       68.1       36.9       34.2       52.8       52.3
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, June 2, 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  :   234,240:   202,902     64,100      7,127    133,556     10,889         32      8,981      4,538          0      3,075        279:    8,473     8,822
Old  :   234,240:   202,902     64,100      7,127    133,556     10,889         32      8,981      4,538          0      3,075        279:    8,473     8,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :       611:       -92       -188          0        670          0         32     -1,448        689       -524        794        187:      319       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       27.4        3.0       57.0        4.6        0.0        3.8        1.9        0.0        1.3        0.1:      3.6       3.8
Old  :     100.0:      86.6       27.4        3.0       57.0        4.6        0.0        3.8        1.9        0.0        1.3        0.1:      3.6       3.8
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  :        49:        24         19          .         11          7          .          4          .          0          4          .:
Old  :        49:        24         19          .         11          7          .          4          .          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  :                 54.4       45.0       72.8       63.3       51.0       45.0       65.8       61.8
Old  :                 54.4       45.0       72.8       63.3       51.0       45.0       65.8       61.8
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, June 2, 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  :   701,900:   535,637    177,736     27,254    450,629     51,142        254          0      4,854     67,891      1,641      7,665:    7,203     8,233
Old  :   701,900:   535,637    177,736     27,254    450,629     51,142        254          0      4,854     67,891      1,641      7,665:    7,203     8,233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :   -33,314:   -29,775     -8,276       -514    -21,827     -3,356        254     -3,113       -350        396      1,641        713:     -682     1,254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       25.3        3.9       64.2        7.3        0.0        0.0        0.7        9.7        0.2        1.1:      1.0       1.2
Old  :     100.0:      76.3       25.3        3.9       64.2        7.3        0.0        0.0        0.7        9.7        0.2        1.1:      1.0       1.2
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  :        51:        33         24          4         10         14          .          0          .          .          .          .:
Old  :        51:        33         24          4         10         14          .          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  :                 34.4       48.3       53.4       72.3       33.4       46.0       49.9       63.0
Old  :                 34.4       48.3       53.4       72.3       33.4       46.0       49.9       63.0
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, June 2, 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  :   324,905:   308,200    177,286      3,278    114,686      3,882        242      6,082      2,640          0     12,748          0:    6,663     7,581
Old  :   324,905:   308,200    177,286      3,278    114,686      3,882        242      6,082      2,640          0     12,748          0:    6,663     7,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     9,261:     9,495      4,563        974      6,170     -1,854       -159        157        689          0        370          0:      116      -834
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.9       54.6        1.0       35.3        1.2        0.1        1.9        0.8        0.0        3.9        0.0:      2.1       2.3
Old  :     100.0:      94.9       54.6        1.0       35.3        1.2        0.1        1.9        0.8        0.0        3.9        0.0:      2.1       2.3
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  :        52:        30         25          .          8          4          .          4          .          0          .          0:
Old  :        52:        30         25          .          8          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  :                 50.1       49.3       72.9       64.3       48.7       45.6       64.6       57.9
Old  :                 50.1       49.3       72.9       64.3       48.7       45.6       64.6       57.9
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, June 2, 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  :   260,742:   209,903    150,670     24,346     82,983      9,202          0      1,648      5,300          0      2,655      1,285:   10,706     6,999
Old  :   260,742:   209,903    150,670     24,346     82,983      9,202          0      1,648      5,300          0      2,655      1,285:   10,706     6,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     5,453:     5,642      3,226          0        702        -61     -1,228        857        448          0          0          0:      652       281
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       57.8        9.3       31.8        3.5        0.0        0.6        2.0        0.0        1.0        0.5:      4.1       2.7
Old  :     100.0:      80.5       57.8        9.3       31.8        3.5        0.0        0.6        2.0        0.0        1.0        0.5:      4.1       2.7
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  :        55:        32         32          .          9          6          0          .          .          0          .          .:
Old  :        55:        32         32          .          9          6          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  :                 46.5       30.4       71.8       51.4       44.7       29.9       66.4       48.1
Old  :                 46.5       30.4       71.8       51.4       44.7       29.9       66.4       48.1
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, June 2, 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  :   114,309:    99,966     68,847      2,394     31,607      1,355      1,463        990      4,209          0        540          0:    4,922     6,761
Old  :   114,309:    99,966     68,847      2,394     31,607      1,355      1,463        990      4,209          0        540          0:    4,922     6,761
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,189:      -273      1,013          0      1,127          0        357     -1,744        214          0        240          0:      891       339
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       60.2        2.1       27.7        1.2        1.3        0.9        3.7        0.0        0.5        0.0:      4.3       5.9
Old  :     100.0:      87.5       60.2        2.1       27.7        1.2        1.3        0.9        3.7        0.0        0.5        0.0:      4.3       5.9
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  :        36:        21         15          .          5          .          .          .          .          0          .          0:
Old  :        36:        21         15          .          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  :                 56.4       48.4       73.8       71.1       56.3       48.4       73.1       70.5
Old  :                 56.4       48.4       73.8       71.1       56.3       48.4       73.1       70.5
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, June 2, 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  :   112,466:    89,383     87,644      5,795      6,046      4,395        279      3,161      3,236        215      1,762      1,287:    7,876     4,935
Old  :   112,466:    89,383     87,644      5,795      6,046      4,395        279      3,161      3,236        215      1,762      1,287:    7,876     4,935
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,017:     1,002     -3,072     -1,045      3,630        150         62        -62          0       -334        248       -131:    1,313       254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       77.9        5.2        5.4        3.9        0.2        2.8        2.9        0.2        1.6        1.1:      7.0       4.4
Old  :     100.0:      79.5       77.9        5.2        5.4        3.9        0.2        2.8        2.9        0.2        1.6        1.1:      7.0       4.4
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  :        48:        27         25          4          .          4          .          .          .          .          .          .:
Old  :        48:        27         25          4          .          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  :                 52.7       44.6       67.5       63.5       52.2       43.6       63.8       59.7
Old  :                 52.7       44.6       67.5       63.5       52.2       43.6       63.8       59.7
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, June 2, 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  :    88,838:    71,410     29,357      2,684     41,328        146      1,911      2,939        865          0          0          0:   11,822    14,203
Old  :    88,838:    71,410     29,357      2,684     41,328        146      1,911      2,939        865          0          0          0:   11,822    14,203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :        53:      -427     -1,909          0       -856          0        -93        -31          0          0          0          0:      573     2,849
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       33.0        3.0       46.5        0.2        2.2        3.3        1.0        0.0        0.0        0.0:     13.3      16.0
Old  :     100.0:      80.4       33.0        3.0       46.5        0.2        2.2        3.3        1.0        0.0        0.0        0.0:     13.3      16.0
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  :        25:        12         10          .          7          .          .          .          .          0          0          0:
Old  :        25:        12         10          .          7          .          .          .          .          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  :                 63.4       36.4       76.6       63.2       60.5       35.0       71.8       55.0
Old  :                 63.4       36.4       76.6       63.2       60.5       35.0       71.8       55.0
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, June 2, 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  :   192,089:   148,660     81,587     34,454     98,513      2,290          0          0          0          0          0          0:    6,685     9,699
Old  :   192,089:   148,660     81,587     34,454     98,513      2,290          0          0          0          0          0          0:    6,685     9,699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,411:        48      2,278        235     -3,292      1,070          0          0          0          0          0          0:       58     1,355
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       42.5       17.9       51.3        1.2        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       5.0
Old  :     100.0:      77.4       42.5       17.9       51.3        1.2        0.0        0.0        0.0        0.0        0.0        0.0:      3.5       5.0
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  :        34:        20         14          .          8          5          0          0          0          0          0          0:
Old  :        34:        20         14          .          8          5          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  :                 45.7       50.4       69.7       74.9       44.7       49.9       68.7       73.3
Old  :                 45.7       50.4       69.7       74.9       44.7       49.9       68.7       73.3
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, June 2, 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  :    97,412:    69,305     62,278     16,840     25,644        765          0          0          0          0          0          0:   10,502     8,725
Old  :    97,412:    69,305     62,278     16,840     25,644        765          0          0          0          0          0          0:   10,502     8,725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :       952:       -20     -2,604          0        730        -60          0          0          0          0          0          0:    1,032     2,886
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       63.9       17.3       26.3        0.8        0.0        0.0        0.0        0.0        0.0        0.0:     10.8       9.0
Old  :     100.0:      71.1       63.9       17.3       26.3        0.8        0.0        0.0        0.0        0.0        0.0        0.0:     10.8       9.0
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  :        23:        13         10          4          .          .          0          0          0          0          0          0:
Old  :        23:        13         10          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  :                 58.5       66.2       77.0       85.6       58.0       64.7       75.5       82.1
Old  :                 58.5       66.2       77.0       85.6       58.0       64.7       75.5       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                                                                  Code-0233A2
Disaggregated Commitments of Traders - Futures Only, June 2, 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  :    21,096:    18,872     13,345        270      6,161          0          0          0          0        210          0          0:    1,744     1,590
Old  :    21,096:    18,872     13,345        270      6,161          0          0          0          0        210          0          0:    1,744     1,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.5       63.3        1.3       29.2        0.0        0.0        0.0        0.0        1.0        0.0        0.0:      8.3       7.5
Old  :     100.0:      89.5       63.3        1.3       29.2        0.0        0.0        0.0        0.0        1.0        0.0        0.0:      8.3       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  :        21:        11          9          .          .          0          0          0          0          .          0          0:
Old  :        21:        11          9          .          .          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  :                 59.6       79.1       85.4       89.6       58.0       78.5       83.6       89.0
Old  :                 59.6       79.1       85.4       89.6       58.0       78.5       83.6       89.0
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, June 2, 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  :   362,278:   295,671    154,706     51,259    193,848      4,591          0        720          0        877        807         93:    9,787     7,513
Old  :   362,278:   295,671    154,706     51,259    193,848      4,591          0        720          0        877        807         93:    9,787     7,513
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     6,580:     5,624      2,111        395      3,233         -1       -736        720          0         31        420          0:    1,267        97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       42.7       14.1       53.5        1.3        0.0        0.2        0.0        0.2        0.2        0.0:      2.7       2.1
Old  :     100.0:      81.6       42.7       14.1       53.5        1.3        0.0        0.2        0.0        0.2        0.2        0.0:      2.7       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  :        59:        40         25          .         11          6          0          .          0          .          .          .:
Old  :        59:        40         25          .         11          6          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  :                 39.9       54.3       58.1       76.6       38.3       54.1       55.0       75.4
Old  :                 39.9       54.3       58.1       76.6       38.3       54.1       55.0       75.4
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, June 2, 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  :    82,296:    63,168     50,187      1,367      6,922      6,746      1,872      3,479      3,248          0          0          0:    5,895    11,714
Old  :    82,296:    63,168     50,187      1,367      6,922      6,746      1,872      3,479      3,248          0          0          0:    5,895    11,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     3,329:     2,996      3,504     -2,592         62        -37        -51       -973        184          0          0          0:    2,829       589
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       61.0        1.7        8.4        8.2        2.3        4.2        3.9        0.0        0.0        0.0:      7.2      14.2
Old  :     100.0:      76.8       61.0        1.7        8.4        8.2        2.3        4.2        3.9        0.0        0.0        0.0:      7.2      14.2
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  :        30:        17         14          .          5          8          .          .          .          0          0          0:
Old  :        30:        17         14          .          5          8          .          .          .          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  :                 53.2       50.8       72.2       66.3       52.0       46.0       65.3       57.7
Old  :                 53.2       50.8       72.2       66.3       52.0       46.0       65.3       57.7
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, June 2, 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  :    79,789:    37,747     56,536     30,049      6,376      5,589         19      2,193      2,544          0          0          0:    3,841     6,551
Old  :    79,789:    37,747     56,536     30,049      6,376      5,589         19      2,193      2,544          0          0          0:    3,841     6,551
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :       -41:      -398        712        428          0          0       -612         82        106          0       -849          0:      435       -92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.3       70.9       37.7        8.0        7.0        0.0        2.7        3.2        0.0        0.0        0.0:      4.8       8.2
Old  :     100.0:      47.3       70.9       37.7        8.0        7.0        0.0        2.7        3.2        0.0        0.0        0.0:      4.8       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  :        27:        12          8          7          .          7          .          .          .          0          0          0:
Old  :        27:        12          8          7          .          7          .          .          .          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  :                 43.5       67.5       66.4       80.1       41.6       63.3       63.9       72.8
Old  :                 43.5       67.5       66.4       80.1       41.6       63.3       63.9       72.8
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, June 2, 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  :    87,782:    65,376     55,983     11,870     23,489        364      6,268      1,955          0          0        360          0:    3,904     5,631
Old  :    87,782:    65,376     55,983     11,870     23,489        364      6,268      1,955          0          0        360          0:    3,904     5,631
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :       426:        54     -3,564      2,382          0          0     -3,300      1,955          0          0         30          0:    1,290     2,005
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       63.8       13.5       26.8        0.4        7.1        2.2        0.0        0.0        0.4        0.0:      4.4       6.4
Old  :     100.0:      74.5       63.8       13.5       26.8        0.4        7.1        2.2        0.0        0.0        0.4        0.0:      4.4       6.4
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  :        40:        18         19          .          .          .          .          .          0          0          .          0:
Old  :        40:        18         19          .          .          .          .          .          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  :                 49.3       53.9       72.5       77.6       47.0       53.5       62.0       65.8
Old  :                 49.3       53.9       72.5       77.6       47.0       53.5       62.0       65.8
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, June 2, 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  :    90,538:    61,494     73,742     12,591        247        334      5,474      3,288      1,178      2,073      2,778         62:    7,332     8,909
Old  :    90,538:    61,494     73,742     12,591        247        334      5,474      3,288      1,178      2,073      2,778         62:    7,332     8,909
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,330:    -2,297     -2,060        690          0          0     -3,300      1,955          0      1,020     -5,736          0:    5,217     7,171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       81.4       13.9        0.3        0.4        6.0        3.6        1.3        2.3        3.1        0.1:      8.1       9.8
Old  :     100.0:      67.9       81.4       13.9        0.3        0.4        6.0        3.6        1.3        2.3        3.1        0.1:      8.1       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  :        58:        23         25          7          .          .          .          .          .          4          .          .:
Old  :        58:        23         25          7          .          .          .          .          .          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  :                 34.7       58.1       55.5       69.9       32.6       56.7       52.1       65.5
Old  :                 34.7       58.1       55.5       69.9       32.6       56.7       52.1       65.5
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, June 2, 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  :    68,764:    67,655     58,510          0        984          0          0          0          0        279      4,892          0:      830     4,378
Old  :    68,764:    67,655     58,510          0        984          0          0          0          0        279      4,892          0:      830     4,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     3,788:     3,295      2,962          0          0          0          0          0          0          0       -744          0:      493     1,570
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.4       85.1        0.0        1.4        0.0        0.0        0.0        0.0        0.4        7.1        0.0:      1.2       6.4
Old  :     100.0:      98.4       85.1        0.0        1.4        0.0        0.0        0.0        0.0        0.4        7.1        0.0:      1.2       6.4
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  :        33:        18         24          0          .          0          0          0          0          .          .          0:
Old  :        33:        18         24          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  :                 68.7       39.1       92.4       63.6       67.1       35.9       81.0       58.3
Old  :                 68.7       39.1       92.4       63.6       67.1       35.9       81.0       58.3
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, June 2, 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  :   170,937:   141,129    123,881     10,486     18,296      7,773      1,595          0        568          0     12,533          0:    9,386     7,886
Old  :   170,937:   141,129    123,881     10,486     18,296      7,773      1,595          0        568          0     12,533          0:    9,386     7,886
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     4,401:     1,921      4,043        642        986          0        232          0       -134          0       -612          0:    1,740       118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       72.5        6.1       10.7        4.5        0.9        0.0        0.3        0.0        7.3        0.0:      5.5       4.6
Old  :     100.0:      82.6       72.5        6.1       10.7        4.5        0.9        0.0        0.3        0.0        7.3        0.0:      5.5       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  :        37:        27         27          .          .          .          .          0          .          0          .          0:
Old  :        37:        27         27          .          .          .          .          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  :                 60.0       39.2       72.6       63.2       53.4       29.9       60.5       47.3
Old  :                 60.0       39.2       72.6       63.2       53.4       29.9       60.5       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, June 2, 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  :    31,932:    27,278     27,843      1,024        614      1,394          0          0          0          0        682          0:    2,236     1,399
Old  :    31,932:    27,278     27,843      1,024        614      1,394          0          0          0          0        682          0:    2,236     1,399
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,032:       630        729          0       -372        372          0          0          0          0          0          0:       30       303
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.4       87.2        3.2        1.9        4.4        0.0        0.0        0.0        0.0        2.1        0.0:      7.0       4.4
Old  :     100.0:      85.4       87.2        3.2        1.9        4.4        0.0        0.0        0.0        0.0        2.1        0.0:      7.0       4.4
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  :        22:        12         10          .          .          .          0          0          0          0          .          0:
Old  :        22:        12         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  :                 67.2       66.8       84.2       91.9       66.9       65.2       80.6       82.4
Old  :                 67.2       66.8       84.2       91.9       66.9       65.2       80.6       82.4
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, June 2, 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  :    63,252:    42,520     45,552        554      7,334      1,930          0      1,427        677      2,474          0          0:   15,097     6,332
Old  :    63,252:    42,520     45,552        554      7,334      1,930          0      1,427        677      2,474          0          0:   15,097     6,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :         0:      -405         60          0          0          0          0          0          0          0          0          0:      405       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       72.0        0.9       11.6        3.1        0.0        2.3        1.1        3.9        0.0        0.0:     23.9      10.0
Old  :     100.0:      67.2       72.0        0.9       11.6        3.1        0.0        2.3        1.1        3.9        0.0        0.0:     23.9      10.0
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  :        20:        11         12          .          .          .          0          .          .          .          0          0:
Old  :        20:        11         12          .          .          .          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  :                 50.6       47.7       66.6       68.7       44.0       47.3       53.1       63.1
Old  :                 50.6       47.7       66.6       68.7       44.0       47.3       53.1       63.1
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, June 2, 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  :   111,657:    82,485     65,001      7,094     22,466     10,021          0      3,062      3,997          0          0          0:    8,060     7,110
Old  :   111,657:    82,485     65,001      7,094     22,466     10,021          0      3,062      3,997          0          0          0:    8,060     7,110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     2,150:       861      1,557        -93        492         93          0     -1,546        526          0          0          0:      763     1,028
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       58.2        6.4       20.1        9.0        0.0        2.7        3.6        0.0        0.0        0.0:      7.2       6.4
Old  :     100.0:      73.9       58.2        6.4       20.1        9.0        0.0        2.7        3.6        0.0        0.0        0.0:      7.2       6.4
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  :        33:        18         19          .          .          4          0          .          .          0          0          0:
Old  :        33:        18         19          .          .          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  :                 58.4       46.2       76.8       66.1       56.8       42.9       67.2       59.4
Old  :                 58.4       46.2       76.8       66.1       56.8       42.9       67.2       59.4
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, June 2, 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  :    87,757:    59,360     76,830     15,635          0      1,770        645        284      1,198          0        240          0:    9,149     7,435
Old  :    87,757:    59,360     76,830     15,635          0      1,770        645        284      1,198          0        240          0:    9,149     7,435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     2,155:     1,419        541        670          0       -608       -360         53        224          0        240          0:      810     1,705
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       87.5       17.8        0.0        2.0        0.7        0.3        1.4        0.0        0.3        0.0:     10.4       8.5
Old  :     100.0:      67.6       87.5       17.8        0.0        2.0        0.7        0.3        1.4        0.0        0.3        0.0:     10.4       8.5
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  :        25:        14         14          .          0          .          .          .          .          0          .          0:
Old  :        25:        14         14          .          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       66.6       74.5       81.8       51.9       66.6       70.1       79.0
Old  :                 56.3       66.6       74.5       81.8       51.9       66.6       70.1       79.0
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, June 2, 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  :    99,031:    57,716     73,194     29,979      4,307      1,930      1,030          0        853          0     16,027          0:    7,523     2,720
Old  :    99,031:    57,716     73,194     29,979      4,307      1,930      1,030          0        853          0     16,027          0:    7,523     2,720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :      -311:      -675        366          0          2         29         26       -274        274          0        516          0:       35    -1,224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       73.9       30.3        4.3        1.9        1.0        0.0        0.9        0.0       16.2        0.0:      7.6       2.7
Old  :     100.0:      58.3       73.9       30.3        4.3        1.9        1.0        0.0        0.9        0.0       16.2        0.0:      7.6       2.7
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  :        26:        10         14          7          .          .          .          0          .          0          .          0:
Old  :        26:        10         14          7          .          .          .          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  :                 54.0       58.1       76.3       82.5       43.6       44.4       56.7       62.5
Old  :                 54.0       58.1       76.3       82.5       43.6       44.4       56.7       62.5
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, June 2, 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  :    18,473:    15,468     15,586      2,944      1,356          0          0          0          0          0          0          0:       61     1,531
Old  :    18,473:    15,468     15,586      2,944      1,356          0          0          0          0          0          0          0:       61     1,531
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :       488:       488        364          0          0          0          0          0          0          0          0          0:        0       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       84.4       15.9        7.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       8.3
Old  :     100.0:      83.7       84.4       15.9        7.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.3       8.3
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  :        20:         8         14          .          .          0          0          0          0          0          0          0:
Old  :        20:         8         14          .          .          0          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  :                 66.6       50.5       97.0       70.1       65.3       45.5       85.5       64.0
Old  :                 66.6       50.5       97.0       70.1       65.3       45.5       85.5       64.0
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, June 2, 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  :   117,550:   108,337    100,095      2,968          0        496          0      3,920        557          0      8,397          0:    5,192     4,085
Old  :   117,550:   108,337    100,095      2,968          0        496          0      3,920        557          0      8,397          0:    5,192     4,085
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     5,868:     5,237      3,540          0          0          0          0        859       -252          0         92          0:      883     1,629
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       85.2        2.5        0.0        0.4        0.0        3.3        0.5        0.0        7.1        0.0:      4.4       3.5
Old  :     100.0:      92.2       85.2        2.5        0.0        0.4        0.0        3.3        0.5        0.0        7.1        0.0:      4.4       3.5
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:        18         17          .          0          .          0          .          .          0          .          0:
Old  :        29:        18         17          .          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  :                 63.0       61.0       81.2       79.3       62.3       52.4       77.7       70.1
Old  :                 63.0       61.0       81.2       79.3       62.3       52.4       77.7       70.1
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, June 2, 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  :   195,473:   155,330     50,717     10,113    109,576      7,277      3,274     19,613      3,201          0        692          0:   16,278     4,397
Old  :   195,473:   155,330     50,717     10,113    109,576      7,277      3,274     19,613      3,201          0        692          0:   16,278     4,397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     3,220:      -665      2,346        796        499       -215        855       -887        750       -570        212          0:    2,269       515
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       25.9        5.2       56.1        3.7        1.7       10.0        1.6        0.0        0.4        0.0:      8.3       2.2
Old  :     100.0:      79.5       25.9        5.2       56.1        3.7        1.7       10.0        1.6        0.0        0.4        0.0:      8.3       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  :        45:        26         20          .          8          5          .          .          .          0          .          0:
Old  :        45:        26         20          .          8          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  :                 42.0       48.7       61.9       69.0       41.3       48.7       59.2       63.7
Old  :                 42.0       48.7       61.9       69.0       41.3       48.7       59.2       63.7
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, June 2, 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  :    22,720:    17,248     18,655      1,123      2,012        248      2,090          0        310          0        707          0:    1,701       788
Old  :    22,720:    17,248     18,655      1,123      2,012        248      2,090          0        310          0        707          0:    1,701       788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :         0:    -1,209          0          0          0          0          0          0          0          0          0          0:    1,209         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       82.1        4.9        8.9        1.1        9.2        0.0        1.4        0.0        3.1        0.0:      7.5       3.5
Old  :     100.0:      75.9       82.1        4.9        8.9        1.1        9.2        0.0        1.4        0.0        3.1        0.0:      7.5       3.5
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  :        27:        15         14          .          .          .          .          0          .          0          .          0:
Old  :        27:        15         14          .          .          .          .          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  :                 49.4       54.0       70.5       74.9       47.0       48.4       59.1       63.3
Old  :                 49.4       54.0       70.5       74.9       47.0       48.4       59.1       63.3
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, June 2, 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  :    53,436:    37,428     48,778     13,186      2,449        403          0          0          0          0        855          0:    2,419       951
Old  :    53,436:    37,428     48,778     13,186      2,449        403          0          0          0          0        855          0:    2,419       951
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,790:     1,790      1,422          0        -60          0          0          0          0          0          0          0:        0       428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       91.3       24.7        4.6        0.8        0.0        0.0        0.0        0.0        1.6        0.0:      4.5       1.8
Old  :     100.0:      70.0       91.3       24.7        4.6        0.8        0.0        0.0        0.0        0.0        1.6        0.0:      4.5       1.8
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  :        31:        15         12          .          .          .          0          0          0          0          .          0:
Old  :        31:        15         12          .          .          .          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  :                 54.3       68.9       82.7       90.6       54.3       68.9       77.9       87.8
Old  :                 54.3       68.9       82.7       90.6       54.3       68.9       77.9       87.8
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, June 2, 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  :   271,646:   223,734    177,785     26,974     73,820      5,573      1,420          0      2,079      3,134      8,340        765:    7,967     3,284
Old  :   271,646:   223,734    177,785     26,974     73,820      5,573      1,420          0      2,079      3,134      8,340        765:    7,967     3,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     3,748:     2,929      2,664        637      3,027     -1,490        -62          0          0      1,239        -30       -321:      816      -102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       65.4        9.9       27.2        2.1        0.5        0.0        0.8        1.2        3.1        0.3:      2.9       1.2
Old  :     100.0:      82.4       65.4        9.9       27.2        2.1        0.5        0.0        0.8        1.2        3.1        0.3:      2.9       1.2
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  :        57:        36         29          .          6          6          .          0          .          .          .          .:
Old  :        57:        36         29          .          6          6          .          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  :                 47.0       61.0       62.9       73.7       46.4       58.4       60.8       70.4
Old  :                 47.0       61.0       62.9       73.7       46.4       58.4       60.8       70.4
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, June 2, 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  :   117,328:    96,526     85,551     10,378     23,072      6,421          0          0          0          0          0          0:    4,003     2,284
Old  :   117,328:    96,526     85,551     10,378     23,072      6,421          0          0          0          0          0          0:    4,003     2,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :      -333:     2,080        409       -580        912     -1,463          0          0          0          0          0          0:     -370      -191
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       72.9        8.8       19.7        5.5        0.0        0.0        0.0        0.0        0.0        0.0:      3.4       1.9
Old  :     100.0:      82.3       72.9        8.8       19.7        5.5        0.0        0.0        0.0        0.0        0.0        0.0:      3.4       1.9
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  :        34:        21         22          .          5          4          0          0          0          0          0          0:
Old  :        34:        21         22          .          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  :                 47.9       56.2       71.2       72.1       45.9       51.6       64.2       63.8
Old  :                 47.9       56.2       71.2       72.1       45.9       51.6       64.2       63.8
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, June 2, 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  :    86,354:    38,193     62,517     31,353      5,918      6,568          0          0          0      1,836          0          0:    8,404    11,351
Old  :    86,354:    38,193     62,517     31,353      5,918      6,568          0          0          0      1,836          0          0:    8,404    11,351
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     2,768:     2,378        274     -2,309     -2,396      2,519          0          0          0          0          0          0:      180     2,371
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.2       72.4       36.3        6.9        7.6        0.0        0.0        0.0        2.1        0.0        0.0:      9.7      13.1
Old  :     100.0:      44.2       72.4       36.3        6.9        7.6        0.0        0.0        0.0        2.1        0.0        0.0:      9.7      13.1
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  :        28:         9         14          8          .          6          0          0          0          .          0          0:
Old  :        28:         9         14          8          .          6          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  :                 38.2       44.1       62.2       63.1       31.7       42.5       51.8       57.0
Old  :                 38.2       44.1       62.2       63.1       31.7       42.5       51.8       57.0
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, June 2, 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  :    93,315:    67,008     53,366      7,248     27,722      6,688          0          0          0          0      1,097          0:   12,371     4,442
Old  :    93,315:    67,008     53,366      7,248     27,722      6,688          0          0          0          0      1,097          0:   12,371     4,442
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     2,368:     1,033        413          0      1,617         93          0          0          0          0         30          0:    1,242       215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       57.2        7.8       29.7        7.2        0.0        0.0        0.0        0.0        1.2        0.0:     13.3       4.8
Old  :     100.0:      71.8       57.2        7.8       29.7        7.2        0.0        0.0        0.0        0.0        1.2        0.0:     13.3       4.8
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  :        26:        14         12          .          4          4          0          0          0          0          .          0:
Old  :        26:        14         12          .          4          4          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  :                 43.0       69.7       64.2       86.8       42.9       67.2       58.7       81.7
Old  :                 43.0       69.7       64.2       86.8       42.9       67.2       58.7       81.7
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, June 2, 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  : 1,019,431:   114,589    130,714    236,191     10,814     42,655    213,985    368,811    178,124     68,022    150,648     97,297:   68,568    40,368
Old  : 1,019,431:   114,589    130,714    236,191     10,814     42,655    213,985    368,811    178,124     68,022    150,648     97,297:   68,568    40,368
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :    36,197:    -2,496     -9,156     34,718         58     -2,570       -220     60,190    -13,120     22,326     -2,893     -2,415:      -26     6,103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       12.8       23.2        1.1        4.2       21.0       36.2       17.5        6.7       14.8        9.5:      6.7       4.0
Old  :     100.0:      11.2       12.8       23.2        1.1        4.2       21.0       36.2       17.5        6.7       14.8        9.5:      6.7       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  :       278:        32         26         24          4         23         46         76         71         37         41         55:
Old  :       278:        32         26         24          4         23         46         76         71         37         41         55:
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  :                 16.6       26.5       27.7       35.9       13.4       24.0       20.6       29.6
Old  :                 16.6       26.5       27.7       35.9       13.4       24.0       20.6       29.6
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, June 2, 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  :   393,344:    64,879     52,592     11,795     63,394     47,741    123,015     17,804     28,890     87,982    151,546     25,518:    3,524     5,859
Old  :   393,344:    64,879     52,592     11,795     63,394     47,741    123,015     17,804     28,890     87,982    151,546     25,518:    3,524     5,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :    -7,517:    -2,774        206        727     -9,069      1,867       -787        422     -2,010     -2,603      1,252       -284:   -1,653        99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       13.4        3.0       16.1       12.1       31.3        4.5        7.3       22.4       38.5        6.5:      0.9       1.5
Old  :     100.0:      16.5       13.4        3.0       16.1       12.1       31.3        4.5        7.3       22.4       38.5        6.5:      0.9       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  :        67:        19         21          .         10         12          6          4          7          9         13         18:
Old  :        67:        19         21          .         10         12          6          4          7          9         13         18:
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       46.0       69.3       61.2       53.7       41.2       60.6       50.6
Old  :                 56.3       46.0       69.3       61.2       53.7       41.2       60.6       50.6
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, June 2, 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  :    97,657:    13,754     17,969     17,946      6,796     24,487      4,062      3,633      8,469     12,123     22,214      8,096:    8,720     5,993
Old  :    97,657:    13,754     17,969     17,946      6,796     24,487      4,062      3,633      8,469     12,123     22,214      8,096:    8,720     5,993
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :    -7,553:    -2,482     -1,147     -1,642      1,034     -3,505     -2,271      1,531      2,283      1,841     -6,646     -2,060:      283       957
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.1       18.4       18.4        7.0       25.1        4.2        3.7        8.7       12.4       22.7        8.3:      8.9       6.1
Old  :     100.0:      14.1       18.4       18.4        7.0       25.1        4.2        3.7        8.7       12.4       22.7        8.3:      8.9       6.1
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  :        42:         6          7          7          .         10          .          4          7          9          9         14:
Old  :        42:         6          7          7          .         10          .          4          7          9          9         14:
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  :                 37.0       42.0       58.0       62.7       27.1       33.0       35.7       40.1
Old  :                 37.0       42.0       58.0       62.7       27.1       33.0       35.7       40.1
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, June 2, 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  : 1,691,379:   490,354    263,099     80,916  1,027,018    168,623    123,539     26,352    110,888    628,266     21,980     39,097:   49,696    34,322
Old  : 1,691,379:   490,354    263,099     80,916  1,027,018    168,623    123,539     26,352    110,888    628,266     21,980     39,097:   49,696    34,322
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :   -59,008:   -13,089     -7,039    -13,580    -34,584      2,268      4,403     -7,188    -12,791    -29,831      6,335     -4,155:    7,767    -1,854
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.0       15.6        4.8       60.7       10.0        7.3        1.6        6.6       37.1        1.3        2.3:      2.9       2.0
Old  :     100.0:      29.0       15.6        4.8       60.7       10.0        7.3        1.6        6.6       37.1        1.3        2.3:      2.9       2.0
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  :        99:        32         32          5         16         20         12          4         12         17          4         17:
Old  :        99:        32         32          5         16         20         12          4         12         17          4         17:
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  :                 48.9       39.8       64.7       57.8       46.2       38.5       54.2       55.2
Old  :                 48.9       39.8       64.7       57.8       46.2       38.5       54.2       55.2
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, June 2, 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  :   515,707:   116,775     90,023    188,927    148,429     74,945     11,972     58,106     34,231     36,867     59,196     48,452:    3,538     2,325
Old  :   515,707:   116,775     90,023    188,927    148,429     74,945     11,972     58,106     34,231     36,867     59,196     48,452:    3,538     2,325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :   -33,680:    -9,610     -2,210     -7,256      8,331     -3,170     -8,190    -17,279     -2,238      1,291    -11,847     -4,573:       66      -694
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.6       17.5       36.6       28.8       14.5        2.3       11.3        6.6        7.1       11.5        9.4:      0.7       0.5
Old  :     100.0:      22.6       17.5       36.6       28.8       14.5        2.3       11.3        6.6        7.1       11.5        9.4:      0.7       0.5
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  :        79:        18         17         12          7         14          7         10         14         12         11         17:
Old  :        79:        18         17         12          7         14          7         10         14         12         11         17:
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  :                 33.5       43.4       51.8       62.8       23.0       28.8       35.0       39.3
Old  :                 33.5       43.4       51.8       62.8       23.0       28.8       35.0       39.3
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, June 2, 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  :    15,282:    13,938     10,750        565      3,976        389          0          0          0        268         40          7:      115       120
Old  :    15,282:    13,938     10,750        565      3,976        389          0          0          0        268         40          7:      115       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,263:     1,464      1,555         52       -129       -131          0          0          0       -112          0          0:      -10       -32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.2       70.3        3.7       26.0        2.5        0.0        0.0        0.0        1.8        0.3        0.0:      0.8       0.8
Old  :     100.0:      91.2       70.3        3.7       26.0        2.5        0.0        0.0        0.0        1.8        0.3        0.0:      0.8       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  :        34:        17         17          .          4          .          0          0          0          .          .          .:
Old  :        34:        17         17          .          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  :                 61.3       59.4       81.4       80.8       54.9       52.1       66.5       66.8
Old  :                 61.3       59.4       81.4       80.8       54.9       52.1       66.5       66.8
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, June 2, 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  :    74,901:    59,698     53,451      8,303      7,113      4,039          0      2,316          0      1,097      6,418        891:      873       673
Old  :    74,901:    59,698     53,451      8,303      7,113      4,039          0      2,316          0      1,097      6,418        891:      873       673
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :     1,706:     1,477      1,554        118       -225       -192          0        -90          0         82        488        143:       78        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       71.4       11.1        9.5        5.4        0.0        3.1        0.0        1.5        8.6        1.2:      1.2       0.9
Old  :     100.0:      79.7       71.4       11.1        9.5        5.4        0.0        3.1        0.0        1.5        8.6        1.2:      1.2       0.9
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  :        68:        41         40          4          6          9          0          .          0          .          5          6:
Old  :        68:        41         40          4          6          9          0          .          0          .          5          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  :                 39.9       34.2       61.8       54.8       29.1       25.4       40.7       36.6
Old  :                 39.9       34.2       61.8       54.8       29.1       25.4       40.7       36.6
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, June 2, 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  :    24,873:    17,991     15,627      1,798      2,814      1,077      1,860        366          0        806      3,664      1,006:      335       319
Old  :    24,873:    17,991     15,627      1,798      2,814      1,077      1,860        366          0        806      3,664      1,006:      335       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :      -677:      -602       -533        237       -210        -89          0          0          0        -15        443       -214:        6       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       62.8        7.2       11.3        4.3        7.5        1.5        0.0        3.2       14.7        4.0:      1.3       1.3
Old  :     100.0:      72.3       62.8        7.2       11.3        4.3        7.5        1.5        0.0        3.2       14.7        4.0:      1.3       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  :        45:        24         23          4          5          5          .          .          0          .          4          .:
Old  :        45:        24         23          4          5          5          .          .          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  :                 36.0       41.9       58.5       62.4       24.1       23.8       41.5       34.4
Old  :                 36.0       41.9       58.5       62.4       24.1       23.8       41.5       34.4
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, June 2, 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  :    10,876:     9,110      3,632        482      3,853        160          0          0          0        145      2,102        921:       58       208
Old  :    10,876:     9,110      3,632        482      3,853        160          0          0          0        145      2,102        921:       58       208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :    -1,158:      -927       -708       -173       -104        -10          0          0          0        -60       -334         25:      -13       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       33.4        4.4       35.4        1.5        0.0        0.0        0.0        1.3       19.3        8.5:      0.5       1.9
Old  :     100.0:      83.8       33.4        4.4       35.4        1.5        0.0        0.0        0.0        1.3       19.3        8.5:      0.5       1.9
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  :        30:        17         14          .          5          .          0          0          0          .          .          .:
Old  :        30:        17         14          .          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  :                 47.6       53.0       71.6       73.7       39.5       44.2       60.0       61.0
Old  :                 47.6       53.0       71.6       73.7       39.5       44.2       60.0       61.0
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, June 2, 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  :     9,618:     7,972      4,005        569      4,499        278          0          0          0          0        563         51:      748       222
Old  :     9,618:     7,972      4,005        569      4,499        278          0          0          0          0        563         51:      748       222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 26, 2015                                                                     :
     :      -568:      -605         64         27       -727         88          0          0          0          0        100        -18:      -60       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       41.6        5.9       46.8        2.9        0.0        0.0        0.0        0.0        5.9        0.5:      7.8       2.3
Old  :     100.0:      82.9       41.6        5.9       46.8        2.9        0.0        0.0        0.0        0.0        5.9        0.5:      7.8       2.3
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  :        25:        16         13          .          5          4          0          0          0          0          .          .:
Old  :        25:        16         13          .          5          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  :                 48.5       55.7       70.6       77.2       42.2       49.6       57.7       63.9
Old  :                 48.5       55.7       70.6       77.2       42.2       49.6       57.7       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 5, 2015