Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,081,128                :
: Positions                                                                                                    :
:2,238,443 1,164,986   300,130 1,427,739   352,880   285,033   107,867   359,778    54,969   196,655   454,959 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:   16,814     3,562     7,700    33,646   -16,244   -20,447   -13,257    29,190    -2,507   -23,593    39,046 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      28.5       7.4      35.0       8.6       7.0       2.6       8.8       1.3       4.8      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      112       100        12        14        22        18        14        23        23        26        40 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   444,219                :
: Positions                                                                                                    :
:   50,844    82,751    59,847    70,583    94,733    61,971    47,127    63,782    50,300    24,501    47,824 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:   10,614     1,747    -4,536    20,872    -4,316     6,650    -9,480    12,414    -6,667    -4,855    -1,470 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      18.6      13.5      15.9      21.3      14.0      10.6      14.4      11.3       5.5      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       22        18        10         6        15         8         7        12        11         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   264,948                :
: Positions                                                                                                    :
:  179,264   219,046    39,851    18,572    12,809     9,771     5,270     2,934     4,041         0       434 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    6,138    12,460       921      -381     1,206       111      -680      -475     1,502         0      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      82.7      15.0       7.0       4.8       3.7       2.0       1.1       1.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       27        26         6         .         5         .         .         4         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   129,284                :
: Positions                                                                                                    :
:  111,658   105,894     2,716    14,160     2,845     5,978         0     1,506         0       218        30 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    6,131     6,060         0     1,048       155     1,035         0      -166         0      -867      -582 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      81.9       2.1      11.0       2.2       4.6       0.0       1.2       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        25         .         5         7         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   221,158                :
: Positions                                                                                                    :
:  188,088    69,227    10,764   122,230     8,113       888     6,560     3,855         0     2,534       620 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      850       264       645     2,545      -428      -348      -934       331         0      -637      -372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      31.3       4.9      55.3       3.7       0.4       3.0       1.7       0.0       1.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        17         .        11         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   687,143                :
: Positions                                                                                                    :
:  598,870   182,862    30,193   447,998    44,945       702       616     3,933     1,076     1,417       713 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    6,798     3,571     1,593     8,141      -206       702      -233       -98     1,076      -322       620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      26.6       4.4      65.2       6.5       0.1       0.1       0.6       0.2       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       35        26         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   323,069                :
: Positions                                                                                                    :
:  303,289   167,174     1,157   125,667     5,294       907     3,339     2,416     2,567    11,578       210 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    2,533       813    -1,168     1,219     1,437      -246       571       212     1,926       332         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.9      51.7       0.4      38.9       1.6       0.3       1.0       0.7       0.8       3.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        25         .        10         5         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   243,548                :
: Positions                                                                                                    :
:  199,112   138,755    20,848    79,177     8,792       794     2,794     5,002         0     1,785     1,592 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,997     3,140         0       300      -154       794     1,142      -345         0      -682       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      57.0       8.6      32.5       3.6       0.3       1.1       2.1       0.0       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        32         .        10         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   111,466                :
: Positions                                                                                                    :
:   93,630    69,018     1,557    29,092     1,913     3,528         0     3,934         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    6,486     4,019        62     1,216      -140      -916         0     1,208         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      61.9       1.4      26.1       1.7       3.2       0.0       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        21         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   106,236                :
: Positions                                                                                                    :
:   85,741    80,336     7,531     5,696     3,314       342     5,183     1,440         0     4,859       414 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    3,663     1,320       -12         0      -211         0       496         0         0       458      -752 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      75.6       7.1       5.4       3.1       0.3       4.9       1.4       0.0       4.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        23         5         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    21,093                :
: Positions                                                                                                    :
:   20,318     7,317         0    11,637         0         0       248         0         0     1,798         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,209      -620         0     2,294         0         0         0         0         0       -31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      34.7       0.0      55.2       0.0       0.0       1.2       0.0       0.0       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         6         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    79,012                :
: Positions                                                                                                    :
:   66,889    26,915     2,924    36,690       146         0     2,237     1,995         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    2,982       333         0         0         0         0       978      -343         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      34.1       3.7      46.4       0.2       0.0       2.8       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        11         .         7         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   194,770                :
: Positions                                                                                                    :
:  146,061    84,189    39,590   103,145     3,388         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    4,010     2,503       546       850      -546         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      43.2      20.3      53.0       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        15         4         8         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    87,620                :
: Positions                                                                                                    :
:   64,293    55,195    14,397    25,859       331         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      273    -3,535         0        62       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      63.0      16.4      29.5       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   349,285                :
: Positions                                                                                                    :
:  270,711   161,728    56,457   165,994     6,998        23         0     1,621       271     1,057     2,021 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    3,543     8,330      -214    -7,628       169    -1,274         0       970      -127         0       592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      46.3      16.2      47.5       2.0       0.0       0.0       0.5       0.1       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       40        30         .        11         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    81,386                :
: Positions                                                                                                    :
:   65,752    52,723       280     7,518     6,499       323     3,302     3,143         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    3,646     4,152      -118    -1,248       179         0        23         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      64.8       0.3       9.2       8.0       0.4       4.1       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         5         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    21,481                :
: Positions                                                                                                    :
:   17,150    18,563       922         0        31         0       341         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      86.4       4.3       0.0       0.1       0.0       1.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    70,995                :
: Positions                                                                                                    :
:   29,626    52,531    30,947     4,288     5,817         0     2,924     1,593         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      443      -482       797       -31        61      -279       918        61         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      74.0      43.6       6.0       8.2       0.0       4.1       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         6         4         7         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    96,683                :
: Positions                                                                                                    :
:   78,616    73,222     5,077    17,039     1,886     8,217     2,356         0       496       558         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:   14,191    16,543       372       372         0     3,468     2,356         0       496         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      75.7       5.3      17.6       2.0       8.5       2.4       0.0       0.5       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        19         .         6         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   113,697                :
: Positions                                                                                                    :
:   85,287   103,071    10,171     1,457       551    12,914     2,914     1,736     1,581     1,922       155 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:   13,989    16,992       620         0       341     3,720     2,356         0       837      -155       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      90.7       8.9       1.3       0.5      11.4       2.6       1.5       1.4       1.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       28        29         5         .         .         5         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    53,798                :
: Positions                                                                                                    :
:   52,806    48,134         0       496         0         0         0         0         0     3,872         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    2,573     2,635         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.2      89.5       0.0       0.9       0.0       0.0       0.0       0.0       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        24         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   166,486                :
: Positions                                                                                                    :
:  141,881   132,794    11,580    18,066     5,894       757         0     1,303         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:   -1,354    -3,028      -533         0      -211         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      79.8       7.0      10.9       3.5       0.5       0.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       31        30         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    29,693                :
: Positions                                                                                                    :
:   25,267    26,148       919         0     1,251       713         0       496         0       465         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,984     1,023       186         0      -186      -496         0       496         0       465         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      88.1       3.1       0.0       4.2       2.4       0.0       1.7       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    66,204                :
: Positions                                                                                                    :
:   44,148    48,060       370     6,597     3,174         0       512     1,422     1,490         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      587     1,200         0    -1,865       550       -18       512       258      -240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      72.6       0.6      10.0       4.8       0.0       0.8       2.1       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        14         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   106,131                :
: Positions                                                                                                    :
:   81,484    63,212     5,599    20,464     9,283         0     1,824     3,670         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,822       383       -31         0        31         0      -604       381         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      59.6       5.3      19.3       8.7       0.0       1.7       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        19         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   104,594                :
: Positions                                                                                                    :
:   73,462    96,161    11,761       400     4,374     1,667         0     1,799         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      305     1,960       366         0      -180       467      -228      -376         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      91.9      11.2       0.4       4.2       1.6       0.0       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    93,363                :
: Positions                                                                                                    :
:   56,851    84,237    29,990     4,095     1,444       789         0       573         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    6,220     3,780    -1,078         0       274       122         0       114         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      90.2      32.1       4.4       1.5       0.8       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        16         8         .         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    30,675                :
: Positions                                                                                                    :
:   27,436    26,237     1,968     1,581       124       682         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    8,113     7,350         0       124         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      85.5       6.4       5.2       0.4       2.2       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8        17         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   123,025                :
: Positions                                                                                                    :
:  112,135   115,477     3,007         0       217       371       724       633         0     1,599        31 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    4,775     4,135       -93         0        93    -1,102      -496       311         0       217      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      93.9       2.4       0.0       0.2       0.3       0.6       0.5       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        18         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   197,970                :
: Positions                                                                                                    :
:  159,838    63,005    11,181   104,226     6,843     4,147    15,957     2,335       750       279       558 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    8,997     5,128         0     2,058      -811      -434       791        11       312       279      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      31.8       5.6      52.6       3.5       2.1       8.1       1.2       0.4       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        19         4         8         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    16,696                :
: Positions                                                                                                    :
:   10,753    10,981       837     2,991       244     4,490       310         0         0     1,581         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    3,317     1,550         0       310         0         0       310         0         0     1,364         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      65.8       5.0      17.9       1.5      26.9       1.9       0.0       0.0       9.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7        13         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    47,954                :
: Positions                                                                                                    :
:   38,421    40,027     5,476     3,995        93     1,240     3,498         0     1,953         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    8,562    11,724     1,271         0         0         0         0         0     1,767         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      83.5      11.4       8.3       0.2       2.6       7.3       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        13         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    49,282                :
: Positions                                                                                                    :
:   30,821    43,596    13,731         0     1,098         0       155       496         0     3,131         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    3,570     2,828       713         0      -341         0      -496       496         0     1,581         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      88.5      27.9       0.0       2.2       0.0       0.3       1.0       0.0       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         4         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   248,891                :
: Positions                                                                                                    :
:  201,052   158,351    29,068    68,606     6,704     1,286         0     1,955       731     8,526     1,045 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    3,444     3,411        62       405         0       496      -217         0        31       806       247 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      63.6      11.7      27.6       2.7       0.5       0.0       0.8       0.3       3.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       36        29         .         6         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   112,078                :
: Positions                                                                                                    :
:   91,065    76,703    10,233    25,904     7,150         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      -66      -343      -364       310       459         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      68.4       9.1      23.1       6.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        20         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    79,718                :
: Positions                                                                                                    :
:   41,750    57,533    26,015     5,674     6,084         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    5,794     6,262       -31         0       124         0         0         0      -736         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      72.2      32.6       7.1       7.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        15         8         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    83,643                :
: Positions                                                                                                    :
:   64,098    46,875     4,935    28,212     5,248         0         0         0         0       731         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      665       -35         0       762      -302         0         0         0         0        31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      56.0       5.9      33.7       6.3       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is    74,074                :
: Positions                                                                                                    :
:   64,223    30,687     2,768    39,326        61         0         0         0     2,072         0         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      608         0         0       608         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      41.4       3.7      53.1       0.1       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15         6         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   962,054                :
: Positions                                                                                                    :
:  133,224   152,451   205,755    11,689    33,926   208,330   299,331   163,948    35,467   152,908   115,346 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:   -5,501    -3,549    -6,090       541       200     1,057       206   -18,462    -2,400   -16,536    -2,560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      15.8      21.4       1.2       3.5      21.7      31.1      17.0       3.7      15.9      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   273                     :
:       29        27        25         7        20        56        66        62        30        49        52 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   412,753                :
: Positions                                                                                                    :
:   81,030    83,177    10,808    56,332    54,897   114,430    17,501    29,550    83,665   132,311    33,967 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,969     3,313      -330      -896     2,058    -3,497    -1,084       143       583    -1,867     1,240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.6      20.2       2.6      13.6      13.3      27.7       4.2       7.2      20.3      32.1       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       24        22         .         9        12         8         6         9        12        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   110,324                :
: Positions                                                                                                    :
:   14,493    19,744    22,899     8,812    31,875     4,822    13,529     6,293    14,752    18,755     8,064 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,498       567     1,332       591     1,544      -545     4,497       231     2,274      -703      -236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.1      17.9      20.8       8.0      28.9       4.4      12.3       5.7      13.4      17.0       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       10         8         7         5        12         4         6         8         9        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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 1,708,101                :
: Positions                                                                                                    :
:  487,157   284,541   118,207 1,034,746   165,786   116,911    36,907   107,381   639,298    14,322    34,292 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:     -360       642     9,186     5,595    -2,309     2,763       404    -4,881     1,799       -37       282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      16.7       6.9      60.6       9.7       6.8       2.2       6.3      37.4       0.8       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   108                     :
:       37        38         5        17        21        11         6        13        15         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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   500,334                :
: Positions                                                                                                    :
:  104,734    89,346   192,025   150,704    82,361     6,444    55,050    31,578    31,916    41,146    47,551 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:     -891    -2,088      -289    -1,630     5,942    -3,089    -2,195     1,462    -1,600      -187     1,024 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.9      17.9      38.4      30.1      16.5       1.3      11.0       6.3       6.4       8.2       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       20        19        13         6        13         6        12        14        13        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    17,375                :
: Positions                                                                                                    :
:   13,512    11,826     2,338     4,256     1,082         0         0         0       258        62         0 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:    1,390     1,240        90       300       250         0         0         0        60         0        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      68.1      13.5      24.5       6.2       0.0       0.0       0.0       1.5       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        18         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    71,356                :
: Positions                                                                                                    :
:   55,491    50,446     8,015     6,113     4,334         0     2,425         0       980     5,983     1,428 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      860     1,160       430       150       -26         0         0         0      -239        36       268 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      70.7      11.2       8.6       6.1       0.0       3.4       0.0       1.4       8.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       46        40         .         7         9         0         .         0         4         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    28,328                :
: Positions                                                                                                    :
:   20,488    17,101     2,166     2,752     1,701     1,860       456         0       725     5,241       699 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      412       324         0      -240       224         0       -50         0         0       418         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      60.4       7.6       9.7       6.0       6.6       1.6       0.0       2.6      18.5       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        27         5         4         7         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 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    10,149                :
: Positions                                                                                                    :
:    8,483     3,830       481     4,076       120         0         0         0        85       941       976 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:      335       160         0        35         0         0         0         0         0       140       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      37.7       4.7      40.2       1.2       0.0       0.0       0.0       0.8       9.3       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        15         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 28, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    10,456                :
: Positions                                                                                                    :
:    8,505     4,424       517     4,839       253         0         0         0         0       629       166 :
:                                                                                                              :
: Changes from:     July 21, 2015                                                                              :
:     -148      -133         0       -15        12         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      42.3       4.9      46.3       2.4       0.0       0.0       0.0       0.0       6.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         6         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated July 31, 2015