Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 3,937,884                :
: Positions                                                                                                    :
:2,105,640 1,063,166   306,793 1,361,063   377,308   286,652   135,333   341,060    36,286   195,671   447,341 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
: -150,393   -12,419   -11,282   -74,388    12,916    -8,650    12,778   -16,325    24,119   -75,790   -11,098 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      27.0       7.8      34.6       9.6       7.3       3.4       8.7       0.9       5.0      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      108        94        12        14        21        17        13        23        17        31        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   397,884                :
: Positions                                                                                                    :
:   38,501    79,336    58,155    50,497    95,241    57,268    48,767    53,380    51,600    26,701    43,495 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:  -10,064    -1,373    -2,499    -7,664    -3,218     1,688    14,782   -17,319    -8,223   -24,683    -4,028 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7      19.9      14.6      12.7      23.9      14.4      12.3      13.4      13.0       6.7      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       18        16        10         6        14         7         8         8        11         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   267,019                :
: Positions                                                                                                    :
:  178,411   216,419    44,214    20,562    12,462    11,306     7,944     3,346     1,554       207       558 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:   10,316     8,742      -937       435      -977      -832        55      -489      -138       207      -118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      81.1      16.6       7.7       4.7       4.2       3.0       1.3       0.6       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       30        27         6         .         5         5         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   123,378                :
: Positions                                                                                                    :
:  100,418    98,356     4,445    12,879     2,888     9,909         0     1,455         0     3,269         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    4,599     4,424         0       366       151       438         0      -223         0    -1,435      -465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      79.7       3.6      10.4       2.3       8.0       0.0       1.2       0.0       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        25         .         5         7         4         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   231,447                :
: Positions                                                                                                    :
:  200,164    69,279     7,298   127,483     9,800     2,526    10,069     2,927       248     3,042        31 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    3,764     2,272       775       581      -130      -594     1,950       207       248       218       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      29.9       3.2      55.1       4.2       1.1       4.4       1.3       0.1       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        17         .        11         7         .         5         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   722,055                :
: Positions                                                                                                    :
:  567,319   196,669    26,805   456,537    50,786        79       123     4,102    57,764       437     7,545 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    3,435     7,877      -359    -3,701     1,409        79      -177      -565       206      -124       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      27.2       3.7      63.2       7.0       0.0       0.0       0.6       8.0       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       31        25         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   322,028                :
: Positions                                                                                                    :
:  305,238   167,978     1,360   119,567     5,304       682     3,830     2,885         0    14,605         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    5,382     1,178       100     3,148       124       190        -7      -179         0     1,691         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      52.2       0.4      37.1       1.6       0.2       1.2       0.9       0.0       4.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       33        26         .         9         5         .         4         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   262,286                :
: Positions                                                                                                    :
:  215,407   156,062    21,964    79,241     9,278         0     1,644     5,847         0     2,103     1,223 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    7,996     6,845       -31      -209        31         0      -589       380         0       276      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      59.5       8.4      30.2       3.5       0.0       0.6       2.2       0.0       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        31         .         9         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   108,710                :
: Positions                                                                                                    :
:   93,075    67,906     2,254    30,799     1,355     2,327         0     3,612         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,549     2,208        36       147         0      -122         0       531         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      62.5       2.1      28.3       1.2       2.1       0.0       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        17         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   114,487                :
: Positions                                                                                                    :
:   91,579    88,496     8,254     5,541     4,046     1,152     4,005     2,242         0     4,858     1,258 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    4,847     4,634     1,368         0      -423       155         0         0         0       914      -238 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      77.3       7.2       4.8       3.5       1.0       3.5       2.0       0.0       4.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       28        24         4         .         .         .         .         .         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    23,087                :
: Positions                                                                                                    :
:   22,296    10,087         0    10,687         0         0       248         0         0     1,975         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      744       589         0         0         0         0         0         0         0       553         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.6      43.7       0.0      46.3       0.0       0.0       1.1       0.0       0.0       8.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         7         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    84,661                :
: Positions                                                                                                    :
:   69,243    29,888     2,684    39,072       146     1,109     2,250     1,673         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      128       161         0       -90         0      -177      -120       324         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      35.3       3.2      46.2       0.2       1.3       2.7       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   195,579                :
: Positions                                                                                                    :
:  144,975    88,347    38,958    97,876     4,606         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    2,160     1,760       455     4,307      -455         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      45.2      19.9      50.0       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        14         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    91,297                :
: Positions                                                                                                    :
:   65,153    60,462    16,152    23,378       145         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:     -302      -147         0      -124       124         0         0         0      -310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      66.2      17.7      25.6       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   345,041                :
: Positions                                                                                                    :
:  269,593   150,766    53,413   180,636     5,508     2,552         0         0     1,916     1,143       309 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:   -7,084     1,246     1,276    -6,685     1,005       248         0         0         0        86       309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      43.7      15.5      52.4       1.6       0.7       0.0       0.0       0.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       40        27         .        11         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    82,530                :
: Positions                                                                                                    :
:   65,776    53,532       646     7,072     6,743       947     4,407     3,072         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:     -335        81         0        31       -31      -372       123       248         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      64.9       0.8       8.6       8.2       1.1       5.3       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        14         .         6         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    21,638                :
: Positions                                                                                                    :
:   17,137    19,500     1,501       178        62         0       341         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:        0       124         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      90.1       6.9       0.8       0.3       0.0       1.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    75,538                :
: Positions                                                                                                    :
:   32,681    57,168    31,134     6,170     6,205       441     1,807     1,631         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:     -371      -493        62         0         0      -519         0       119         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      75.7      41.2       8.2       8.2       0.6       2.4       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        10         7         4         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   107,103                :
: Positions                                                                                                    :
:   80,287    78,981     7,292    14,762     5,203    10,112       558     1,736       620     1,891         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:   13,924    12,877    -2,659    -3,627     2,914       595       558     1,240       620     1,891         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      73.7       6.8      13.8       4.9       9.4       0.5       1.6       0.6       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       21        18         4         4         4         4         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   104,464                :
: Positions                                                                                                    :
:   74,623    93,155    14,607       405       796     6,974       558     3,956     1,116     1,693       558 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:   19,943    17,533      -127        31      -404       480       558     1,355       186     1,302       558 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      89.2      14.0       0.4       0.8       6.7       0.5       3.8       1.1       1.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       25        26         8         .         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    63,455                :
: Positions                                                                                                    :
:   62,845    55,731         0       736         0         0         0         0         0     4,892         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      871       988         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.0      87.8       0.0       1.2       0.0       0.0       0.0       0.0       0.0       7.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        24         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   174,002                :
: Positions                                                                                                    :
:  144,344   126,382    10,451    19,476     7,922       342         0     1,420         0    10,997         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    3,408      -179       397     4,538      -152      -185         0       600         0      -369       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      72.6       6.0      11.2       4.6       0.2       0.0       0.8       0.0       6.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       29        28         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    33,591                :
: Positions                                                                                                    :
:   28,810    30,423       533         0     1,637     1,209         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    2,139     2,449      -248         0         0     1,209         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      90.6       1.6       0.0       4.9       3.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   110,803                :
: Positions                                                                                                    :
:   83,745    66,045     5,740    21,884     9,879         0     2,455     3,924         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,339       514         0      -124         0         0       428      -104         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      59.6       5.2      19.8       8.9       0.0       2.2       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        19         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    85,224                :
: Positions                                                                                                    :
:   57,476    77,112    13,097         0     1,466     1,112         0       998         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,581     1,178    -1,040         0         0       -32         0        66         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      90.5      15.4       0.0       1.7       1.3       0.0       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        13         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    96,444                :
: Positions                                                                                                    :
:   59,859    71,546    28,232     4,421     1,697       884       227       540         0    16,493         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,058     1,067      -585      -339       279         0      -155        81         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      74.2      29.3       4.6       1.8       0.9       0.2       0.6       0.0      17.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        17         7         .         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    24,582                :
: Positions                                                                                                    :
:   20,988    20,376     2,448     2,557         0       682         0         0       128         0       120 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,774     1,929         0         0         0        62         0         0       128         0       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      82.9      10.0      10.4       0.0       2.8       0.0       0.0       0.5       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        17         .         .         0         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   118,779                :
: Positions                                                                                                    :
:  106,330   101,221     3,100       953       124       646     3,080       735        47     8,055       660 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    4,912     4,606         0       428         0       646    -2,047       124         0     1,160         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      85.2       2.6       0.8       0.1       0.5       2.6       0.6       0.0       6.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        16         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   191,545                :
: Positions                                                                                                    :
:  153,519    56,333    10,237   103,286     7,078     2,755    15,716     3,269       461     2,170         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    8,847     5,882         0         6        63       825     2,411      -324       -28     1,278      -620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      29.4       5.3      53.9       3.7       1.4       8.2       1.7       0.2       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        20         .         8         6         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    14,414                :
: Positions                                                                                                    :
:    7,867    10,220       837     2,018       368     4,796         0         0         0     1,321         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:     -899      -837         0      -248         0         0         0         0         0       217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      70.9       5.8      14.0       2.6      33.3       0.0       0.0       0.0       9.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        10         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    29,283                :
: Positions                                                                                                    :
:   21,474    21,885     3,742     2,655        93     2,648     3,312       372        37         0       180 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      497       279      -287       207      -207         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      74.7      12.8       9.1       0.3       9.0      11.3       1.3       0.1       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        13         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    54,172                :
: Positions                                                                                                    :
:   35,477    49,045    13,989         0     1,926         0       651         0         0     1,940         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      893       800        93         0         0         0       651         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      90.5      25.8       0.0       3.6       0.0       1.2       0.0       0.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        14         4         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   254,439                :
: Positions                                                                                                    :
:  209,619   171,466    27,054    62,407     6,250     1,336         0     2,172       948     7,709       876 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,602     3,564      -182      -972       163       422      -651       217    -1,096       -92       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      67.4      10.6      24.5       2.5       0.5       0.0       0.9       0.4       3.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       35        29         .         6         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   116,981                :
: Positions                                                                                                    :
:   96,403    85,631    11,113    23,197     6,681         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    2,345     3,606     1,598       363       853         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      73.2       9.5      19.8       5.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        21         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    81,180                :
: Positions                                                                                                    :
:   39,270    58,217    28,529     5,798     6,704         0         0         0       984         0         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:       62      -366      -335         0       428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      71.7      35.1       7.1       8.3       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        16         8         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    94,297                :
: Positions                                                                                                    :
:   70,842    55,869     6,629    28,081     7,405         0         0         0         0       917         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    1,627     1,224       739     1,324       479         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      59.2       7.0      29.8       7.9       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        16         .         4         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 1,036,572                :
: Positions                                                                                                    :
:  134,366   153,026   227,842    12,223    50,838   209,104   341,042   177,669    50,822   149,648   119,766 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    2,401     6,017     8,560      -322       300    -2,791   -11,111    -8,631   -11,549       974     2,478 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      14.8      22.0       1.2       4.9      20.2      32.9      17.1       4.9      14.4      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   268                     :
:       29        24        25         5        20        52        66        68        30        49        55 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   393,380                :
: Positions                                                                                                    :
:   70,109    65,319    11,078    57,404    50,421   120,455    17,622    28,287    84,972   144,847    24,233 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:    3,461     1,032    -1,731     4,769    -6,951      -278    -3,182    -2,225    -8,391    -8,821       270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      16.6       2.8      14.6      12.8      30.6       4.5       7.2      21.6      36.8       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       19        22         .         9        12         6         4         8         9        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    96,544                :
: Positions                                                                                                    :
:   11,138    17,705    20,794     5,192    26,430     4,893     6,730     6,854    10,156    18,937     8,444 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:   -3,693    -1,439     1,880    -3,039      -724      -599     2,086    -1,612    -3,475    -3,538      -261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.5      18.3      21.5       5.4      27.4       5.1       7.0       7.1      10.5      19.6       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        6         6         7         .        10         .         7         8         6         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 1,656,475                :
: Positions                                                                                                    :
:  490,663   268,188   103,207 1,023,168   150,258   121,540    29,708   105,505   608,123    18,372    31,075 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:  -24,673    -9,573    24,280   -38,721   -18,769    -9,875    -1,034    -3,201   -39,317     1,370    -9,955 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      16.2       6.2      61.8       9.1       7.3       1.8       6.4      36.7       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   102                     :
:       32        35         4        17        20        12         5        12        16         5        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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   491,987                :
: Positions                                                                                                    :
:  106,786    88,013   181,662   153,939    80,139     8,110    51,098    29,913    35,798    40,663    46,094 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:  -13,233    -1,840    -4,236     6,152    -1,671    -2,457    -9,983    -4,867    -3,885   -18,556    -3,664 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      17.9      36.9      31.3      16.3       1.6      10.4       6.1       7.3       8.3       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       17        20        13         6        14         7        10        13        13        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    18,096                :
: Positions                                                                                                    :
:   15,072    12,606     1,461     4,312       925         0         0         0       458       102         2 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      321       614       575       400        50         0         0         0       118         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      69.7       8.1      23.8       5.1       0.0       0.0       0.0       2.5       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        19         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    74,223                :
: Positions                                                                                                    :
:   59,045    53,223     8,086     6,313     4,217         0     2,371         0       921     6,312       925 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:     -175      -688       -62       105       443         0        30         0        -7        71        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      71.7      10.9       8.5       5.7       0.0       3.2       0.0       1.2       8.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       43        39         4         5         9         0         .         0         .        10         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    20,148                :
: Positions                                                                                                    :
:   16,599    14,053     1,344     3,855     1,915         0       138         0         0        50         0 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:       15       -15       -30         0       150         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      69.7       6.7      19.1       9.5       0.0       0.7       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        14         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    28,457                :
: Positions                                                                                                    :
:   20,771    17,142     1,910     3,278     1,727     1,860       456         0       760     4,598       882 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      284      -126      -175       126       185         0         0         0        10       146       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      60.2       6.7      11.5       6.1       6.5       1.6       0.0       2.7      16.2       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        28         4         5         7         .         .         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    11,561                :
: Positions                                                                                                    :
:    9,612     4,213       577     4,235       162         0         0         0       185     1,765       976 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      143      -165         0       205         2         0         0         0        40       123        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      36.4       5.0      36.6       1.4       0.0       0.0       0.0       1.6      15.3       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        15         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 30, 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    11,224                :
: Positions                                                                                                    :
:    9,363     4,795       457     5,187       263         0         0         0         0       608       167 :
:                                                                                                              :
: Changes from:     June 23, 2015                                                                              :
:      322       323         0        33         5         0         0         0         0       -29        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      42.7       4.1      46.2       2.3       0.0       0.0       0.0       0.0       5.4       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         6         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 6, 2015