Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,423,956                :
: Positions                                                                                                    :
:2,430,868 1,069,631   231,462 1,732,568   373,421   274,280   142,031   451,182   136,161   145,747   493,987 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   -9,751   -60,825   -19,622    72,294       332    -6,955    -7,404    12,154    29,599   -12,248   -19,373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      24.2       5.2      39.2       8.4       6.2       3.2      10.2       3.1       3.3      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      115        96        11        14        21        14        17        24        17        29        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   668,287                :
: Positions                                                                                                    :
:   69,615   102,168   118,350   116,121   105,027   149,959    39,518   101,643    17,737    47,910    75,920 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   13,686     4,973    21,160    33,559    -4,971    67,920   -88,873    36,770   -74,695    28,910    -6,699 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4      15.3      17.7      17.4      15.7      22.4       5.9      15.2       2.7       7.2      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       19        21        13         6        15        12         6        11        12        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   246,903                :
: Positions                                                                                                    :
:  171,525   197,406    29,374    10,352    20,229     5,091     7,434     5,408     2,568     3,433         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    4,126     3,672      -493     2,394      -619      -313    -2,853      -358         0       -67         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      80.0      11.9       4.2       8.2       2.1       3.0       2.2       1.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        27         5         5         7         .         4         4         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   111,267                :
: Positions                                                                                                    :
:   79,310    89,706     4,872    10,070     3,026    15,670         0     1,382         0     3,034     1,042 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    2,254     7,356     1,498      -184       184     2,408         0       -82         0      -276         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      80.6       4.4       9.1       2.7      14.1       0.0       1.2       0.0       2.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        25         .         .         5         4         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   238,125                :
: Positions                                                                                                    :
:  196,853    94,788    14,036   109,297    11,870     1,712     7,657     3,911     2,538     3,090       244 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   12,261     9,562      -122     1,993       -33       428     1,592       410         0       428         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      39.8       5.9      45.9       5.0       0.7       3.2       1.6       1.1       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        18         4         8         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   723,125                :
: Positions                                                                                                    :
:  576,964   144,431    18,675   472,113    64,019        85    18,708     3,179    44,940       893     8,945 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   27,365   -13,852       213    35,733     2,126        85     6,497        -9     1,578      -276    -2,253 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      20.0       2.6      65.3       8.9       0.0       2.6       0.4       6.2       0.1       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       38        25         .        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   269,403                :
: Positions                                                                                                    :
:  250,375   162,810       981    70,636     9,223       210     2,782     1,629         0    13,585         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,120    -3,942    -2,676     5,409     2,517      -346    -1,498       503         0      -186         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.9      60.4       0.4      26.2       3.4       0.1       1.0       0.6       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       30        26         .         4         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   274,909                :
: Positions                                                                                                    :
:  252,007   151,021     9,611   103,689     2,774         0     2,242     2,958         0     4,697     1,834 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    2,223       523     4,624        31       -62         0     1,090      -540         0       428         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      54.9       3.5      37.7       1.0       0.0       0.8       1.1       0.0       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        29         .        10         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   125,631                :
: Positions                                                                                                    :
:  109,908    79,172     1,208    30,536     3,240     2,378         0     4,068         0       341         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:       96     1,057       704       678       297      -616    -1,068     2,041         0       341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      63.0       1.0      24.3       2.6       1.9       0.0       3.2       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         7         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   116,415                :
: Positions                                                                                                    :
:   88,930    90,902     5,184     5,003     5,902         0     2,823     4,337       230       133       473 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    5,748     4,424         3       194        57         0       451      -155      -331         2        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      78.1       4.5       4.3       5.1       0.0       2.4       3.7       0.2       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        17         4         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    20,273                :
: Positions                                                                                                    :
:   18,093    14,793     1,180     3,608         0         0         0         0         0     1,176         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    2,449     1,209       -62     1,209      -961         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      73.0       5.8      17.8       0.0       0.0       0.0       0.0       0.0       5.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        11         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    92,061                :
: Positions                                                                                                    :
:   76,542    41,067     2,684    39,600       200       902     1,371     2,192         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:      542     1,296         0      -121         0      -823      -276       449         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      44.6       2.9      43.0       0.2       1.0       1.5       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   202,519                :
: Positions                                                                                                    :
:  155,888    79,416    32,944   116,154     1,094         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,879     3,927         0    -1,408       124         0    -1,988         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      39.2      16.3      57.4       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        13         .         9         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    85,375                :
: Positions                                                                                                    :
:   51,277    57,581    19,904    22,970     1,104         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:      631       445        31       -62      -124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      67.4      23.3      26.9       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   328,727                :
: Positions                                                                                                    :
:  276,148   133,242    42,632   187,480     2,850         0       624         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   15,023    11,724        67     3,534       184         0       624         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      40.5      13.0      57.0       0.9       0.0       0.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       38        25         4        10         6         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    82,893                :
: Positions                                                                                                    :
:   64,067    51,092     2,645     7,377     7,065         0     5,288     2,764         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,536       -88       383       349       203    -1,217       647       532         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      61.6       3.2       8.9       8.5       0.0       6.4       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        15         .         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    70,950                :
: Positions                                                                                                    :
:   34,133    46,698    21,676     9,730     5,631     2,063         0     1,486         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   -1,312    -2,474    -1,557         0     1,311        -1      -991      -426         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      65.8      30.6      13.7       7.9       2.9       0.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         5         6         .         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    91,191                :
: Positions                                                                                                    :
:   65,566    51,861    10,620    32,097       364     9,927         0       868       992       651         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    6,934    11,197     7,254       868         0    -2,233         0       868       992       651         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      56.9      11.6      35.2       0.4      10.9       0.0       1.0       1.1       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        20         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    74,634                :
: Positions                                                                                                    :
:   50,205    67,937     9,304       672       196    11,021         0     1,288       880     2,919       364 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    5,661    10,341     7,369       672       196    -2,047         0       868       628       399       364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      91.0      12.5       0.9       0.3      14.8       0.0       1.7       1.2       3.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       25        33         4         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    56,753                :
: Positions                                                                                                    :
:   55,486    46,634       724     2,475         0         0         0         0         0     6,356         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   11,912    11,422       248       527         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.8      82.2       1.3       4.4       0.0       0.0       0.0       0.0       0.0      11.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        18         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   159,620                :
: Positions                                                                                                    :
:  132,291   122,032    12,565    14,036     8,663     2,267         0       453         0     6,788         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    8,614    -2,672      -217     9,065      -728     1,218      -341      -548         0     4,035         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      76.5       7.9       8.8       5.4       1.4       0.0       0.3       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       29        30         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    62,917                :
: Positions                                                                                                    :
:   48,937    42,563       133     7,517     2,256         0     2,481     1,734     1,712         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,403    -1,261         0      -155         0      -251     2,481    -1,151         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      67.6       0.2      11.9       3.6       0.0       3.9       2.8       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   120,881                :
: Positions                                                                                                    :
:   98,809    68,488     5,996    29,848     8,068         0     4,973     2,414         0       310         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    6,191       657         0     3,317       -31         0     2,691      -780         0       310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      56.7       5.0      24.7       6.7       0.0       4.1       2.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        23         .         4         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    71,633                :
: Positions                                                                                                    :
:   53,856    58,278     2,711         0     7,077     2,396       734       888         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:     -831     3,052      -185         0      -304       949       734       875         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      81.4       3.8       0.0       9.9       3.3       1.0       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         0         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   105,082                :
: Positions                                                                                                    :
:   63,094    84,288    34,605       797       732     1,007         0       642         0    15,794         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    2,605     4,894     1,929      -334       548     1,007         0       642         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      80.2      32.9       0.8       0.7       1.0       0.0       0.6       0.0      15.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         8         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   106,936                :
: Positions                                                                                                    :
:   94,097    93,621     2,490         0       734     1,048         0     1,095         0     8,036        31 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   -1,362       109         0         0         0     1,011         0      -165         0      -766        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      87.5       2.3       0.0       0.7       1.0       0.0       1.0       0.0       7.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        14         .         0         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   211,365                :
: Positions                                                                                                    :
:  170,407    63,744     9,812   116,564     8,889     2,818    11,250     3,503         0       248         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    4,080     3,259      -214        36       856       728     1,682      -155         0    -1,892         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      30.2       4.6      55.1       4.2       1.3       5.3       1.7       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        19         .        10         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    18,837                :
: Positions                                                                                                    :
:   16,463    13,540         0     4,093         0         0         0         0       426       803         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,736       279         0     1,205         0         0      -248         0        62       803         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      71.9       0.0      21.7       0.0       0.0       0.0       0.0       2.3       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         0         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    44,166                :
: Positions                                                                                                    :
:   26,314    39,809    15,045     2,763       370         0       268       372         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    3,448     3,361       255       441      -224         0      -124       372         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      90.1      34.1       6.3       0.8       0.0       0.6       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        13         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   276,961                :
: Positions                                                                                                    :
:  220,699   177,502    24,996    65,640    12,864     1,294       248     2,650         0    12,843       808 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    6,448     6,373    -2,446      -119       376       743       248        29         0      -246       186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      64.1       9.0      23.7       4.6       0.5       0.1       1.0       0.0       4.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       34        28         .         7         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   111,302                :
: Positions                                                                                                    :
:   96,601    79,730     6,740    23,307     5,149         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    7,851     6,469    -1,071    -1,555     1,716         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      71.6       6.1      20.9       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        14         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    96,983                :
: Positions                                                                                                    :
:   47,498    77,654    37,297    11,546     4,270         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,470       580      -428       428       428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      80.1      38.5      11.9       4.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        15         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    89,239                :
: Positions                                                                                                    :
:   66,403    64,231    10,092    16,297     4,709         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:      857     1,392       -28       840       259         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      72.0      11.3      18.3       5.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    37,754                :
: Positions                                                                                                    :
:   35,928    35,443     1,400       696         0         0         0         0         0       733         0 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    4,278     4,027         0         0         0         0         0         0         0       341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      93.9       3.7       1.8       0.0       0.0       0.0       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        15         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   984,419                :
: Positions                                                                                                    :
:  116,841   125,104   223,088    13,162    39,246   212,791   276,796   181,359    32,379   199,103   113,665 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   -9,441    -5,234    -3,485       106     4,067     3,439    11,027   -12,357       401    -6,937    -3,977 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      12.7      22.7       1.3       4.0      21.6      28.1      18.4       3.3      20.2      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   265                     :
:       34        29        23         6        22        55        61        62        29        46        51 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   430,284                :
: Positions                                                                                                    :
:   66,235    51,195     9,147    69,305    71,541    97,599    23,621    39,670    98,336   125,225    42,280 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   -3,450      -192    -3,488     1,519     5,190    10,228       -39     4,263    -1,098     1,531     1,620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      11.9       2.1      16.1      16.6      22.7       5.5       9.2      22.9      29.1       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       21        21         4        11        14         9         7        11        10        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   119,853                :
: Positions                                                                                                    :
:   16,918    16,773    21,954     4,509    26,427    20,209    21,476     7,378    11,726    28,811    12,475 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    3,904       340    -2,172      -108     2,116    -3,778     1,068      -110     2,662     2,110       513 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1      14.0      18.3       3.8      22.0      16.9      17.9       6.2       9.8      24.0      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       11        13         8         6        14         5         5         8        14         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,801,000                :
: Positions                                                                                                    :
:  471,782   234,812    65,200 1,002,086   248,714   131,921    82,200   125,634   643,766    15,880    59,660 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:   12,202    17,872    -7,884    24,127     3,328    15,364   -19,239     7,524     1,813       550    -2,576 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.2      13.0       3.6      55.6      13.8       7.3       4.6       7.0      35.7       0.9       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   112                     :
:       39        31         5        16        20        12         9        16        18         6        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   641,976                :
: Positions                                                                                                    :
:  133,982   110,946   175,334    75,532   154,013    18,399   100,377    50,709    20,581    59,966    86,695 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    7,249     4,143    -3,896     1,293     4,194     4,896     8,417    -1,706     7,786      -405     7,446 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.9      17.3      27.3      11.8      24.0       2.9      15.6       7.9       3.2       9.3      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       20        17        14         7        17         7         9        10         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    10,181                :
: Positions                                                                                                    :
:    8,303     5,272       864     3,948       648         0         0         0       275       162        31 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:    1,158       956       864     1,040       424         0         0         0        39         0         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      51.8       8.5      38.8       6.4       0.0       0.0       0.0       2.7       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        10         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    70,019                :
: Positions                                                                                                    :
:   56,852    50,318     5,204     6,491     4,231         0       300         0     1,269     6,564     1,632 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:     -799       570        60    -1,618        91         0         0         0        38       180        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      71.9       7.4       9.3       6.0       0.0       0.4       0.0       1.8       9.4       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       44        39         .         4         5         0         .         0         5         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    20,188                :
: Positions                                                                                                    :
:   16,035    11,669       728     3,438     1,662         0         0         0       754     2,910       280 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:       10      -287        60      -133       171         0         0         0      -120       330        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      57.8       3.6      17.0       8.2       0.0       0.0       0.0       3.7      14.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        21         .         6         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    13,710                :
: Positions                                                                                                    :
:   10,285     7,060       774     2,917         0         0         0         0       155     1,245     2,304 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:      408       213         0       346       -48         0         0         0         0      -116       166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      51.5       5.6      21.3       0.0       0.0       0.0       0.0       1.1       9.1      16.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        16         .         4         0         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    10,264                :
: Positions                                                                                                    :
:    8,751     3,892       123     5,322       150         0         0         0       585       789        18 :
:                                                                                                              :
: Changes from:     February 17, 2015                                                                          :
:      447       107         0       415         0         0         0         0        60         0        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      37.9       1.2      51.9       1.5       0.0       0.0       0.0       5.7       7.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated February 27, 2015