Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 4,199,946                :
: Positions                                                                                                    :
:2,293,909 1,179,953   314,891 1,506,696   348,263   320,054    70,861   314,491    53,653   249,221   518,533 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:  100,538    40,648    10,170    21,456    -7,398    -5,489   -10,433   -22,770   -15,554    42,613    19,337 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      28.1       7.5      35.9       8.3       7.6       1.7       7.5       1.3       5.9      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      115        98        10        16        23        16        15        24        17        30        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   363,926                :
: Positions                                                                                                    :
:   34,091    75,891    57,431    40,040    87,505    48,378    42,395    44,744    51,998    33,510    39,349 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -270       318    -1,128    -2,410       -38    -2,090       728     3,466    10,408     8,370    -5,638 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.4      20.9      15.8      11.0      24.0      13.3      11.6      12.3      14.3       9.2      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       18        16         9         8        14         7         7         9        10        10        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   246,632                :
: Positions                                                                                                    :
:  173,080   204,090    32,208    14,276    14,770     8,526     4,066     1,445     1,461       851       186 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    4,101       277    -2,928       362       180      -133     1,045      -600      -418       -29         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      82.8      13.1       5.8       6.0       3.5       1.6       0.6       0.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        25         6         .         5         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   120,495                :
: Positions                                                                                                    :
:  106,343    97,938     1,645    13,064     3,365     3,458       192     1,324         0     1,978       240 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,214     1,749         0     1,123       777       717       192      -418         0     1,463       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      81.3       1.4      10.8       2.8       2.9       0.2       1.1       0.0       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        24         .         4         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   206,381                :
: Positions                                                                                                    :
:  180,201    62,680     1,891   109,065    12,689       237     7,518     2,803         0     2,467       360 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    7,452     1,187    -1,070     5,244       946      -762        67       646         0    -1,244       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      30.4       0.9      52.8       6.1       0.1       3.6       1.4       0.0       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       20        18         .        11         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   653,889                :
: Positions                                                                                                    :
:  566,409   184,084    26,035   415,576    46,174     2,562       283     1,852     4,572     1,425       558 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    4,420     2,114       -29     1,874     2,692      -757       283      -821       974       217        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      28.2       4.0      63.6       7.1       0.4       0.0       0.3       0.7       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       40        28         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   319,889                :
: Positions                                                                                                    :
:  296,656   165,063       698   127,046     6,074       266     1,520     2,521     6,260    10,526         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,535      -902      -252     6,277       376       -94    -1,576       705       856        14         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      51.6       0.2      39.7       1.9       0.1       0.5       0.8       2.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       33        25         .        11         7         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   225,644                :
: Positions                                                                                                    :
:  178,869   130,170    23,131    72,284     9,020     2,385     1,217     4,025     2,354     2,087     1,592 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      403       434        30        33         0       -17      -120       -81         0       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      57.7      10.3      32.0       4.0       1.1       0.5       1.8       1.0       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       27        31         .        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   102,579                :
: Positions                                                                                                    :
:   85,186    65,468     2,002    26,665     1,862     4,143         4     2,657         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,630     1,635         0        31         0      -478         4       -72         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      63.8       2.0      26.0       1.8       4.0       0.0       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        21         .         5         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    94,598                :
: Positions                                                                                                    :
:   76,123    70,679     8,192     5,741     2,526       342     5,728       789         0     3,322       847 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,565      -408      -152       -31        95      -240       390         0         0       848      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      74.7       8.7       6.1       2.7       0.4       6.1       0.8       0.0       3.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        24         5         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    75,445                :
: Positions                                                                                                    :
:   63,889    26,150     2,924    34,140       146       192     2,889     1,430         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,328     1,388         0      -304         0      -312       516      -110         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      34.7       3.9      45.3       0.2       0.3       3.8       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   185,655                :
: Positions                                                                                                    :
:  136,924    79,969    39,268    95,565     3,252         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      287         5      -338       336       969         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      43.1      21.2      51.5       1.8       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        13         4         7         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    86,664                :
: Positions                                                                                                    :
:   64,540    51,290    14,466    30,089         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    4,071     2,221     1,092     3,758         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      59.2      16.7      34.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        12         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   339,946                :
: Positions                                                                                                    :
:  254,001   156,761    56,545   157,680    10,657       616         0       600       166     1,057     3,087 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,259     4,952     1,466       961     1,001       616      -164    -1,546       166       -63       237 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      46.1      16.6      46.4       3.1       0.2       0.0       0.2       0.0       0.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       37        26         4        10         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    73,437                :
: Positions                                                                                                    :
:   58,229    42,827       303     6,765     6,113        98     2,770     3,162         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      899       231         0      -818       339      -428       330       459         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      58.3       0.4       9.2       8.3       0.1       3.8       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         .         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    66,533                :
: Positions                                                                                                    :
:   25,996    50,359    29,219     4,965     5,290         0       372     2,316         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      598       602      -210     1,464      -274       -21    -1,737       548         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.1      75.7      43.9       7.5       8.0       0.0       0.6       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         6         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    72,180                :
: Positions                                                                                                    :
:   56,752    52,941     7,412    13,543     4,082     3,386         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,648     3,164      -240       246     1,464       -30         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      73.3      10.3      18.8       5.7       4.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         4         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    89,742                :
: Positions                                                                                                    :
:   76,178    79,308     2,701     1,359     1,767     7,420     2,976         0       620     1,922         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    5,142     3,256    -1,797       243     1,557         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      88.4       3.0       1.5       2.0       8.3       3.3       0.0       0.7       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       24        22         .         4         .         .         .         0         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    41,810                :
: Positions                                                                                                    :
:   40,983    37,847       368       682         0         0         0         0         0     2,725         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,712     4,256       120         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.0      90.5       0.9       1.6       0.0       0.0       0.0       0.0       0.0       6.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        21         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   171,617                :
: Positions                                                                                                    :
:  140,235   135,226    20,773    24,267     4,524       631         0     1,182         0        98       330 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,487     4,018     8,528     1,188       525      -856         0       363         0        98       330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      78.8      12.1      14.1       2.6       0.4       0.0       0.7       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       31        30         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    21,152                :
: Positions                                                                                                    :
:   20,384    18,196         0     1,251         0         0       496         0         0       403         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      240       240         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      86.0       0.0       5.9       0.0       0.0       2.3       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    66,939                :
: Positions                                                                                                    :
:   48,583    51,667       308     4,979     4,208     1,304       477     2,153       752         0       234 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    5,050     2,035         0       -27      -243       218      -760     1,070        90         0       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      77.2       0.5       7.4       6.3       1.9       0.7       3.2       1.1       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    98,893                :
: Positions                                                                                                    :
:   71,138    54,486     5,530    18,131     9,989       279       815     4,029         0     4,494         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -592    -2,052        -2    -1,284     1,346         4       180      -124         0     4,494         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      55.1       5.6      18.3      10.1       0.3       0.8       4.1       0.0       4.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        18         4         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   102,672                :
: Positions                                                                                                    :
:   68,793    93,838    14,278       248     3,902     2,214         0     1,233         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -3,133       815     3,726      -152      -264     1,528         0      -132         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      91.4      13.9       0.2       3.8       2.2       0.0       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        15         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    86,938                :
: Positions                                                                                                    :
:   54,747    79,191    25,028     4,095     1,044       450       330       459       893         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      852       146      -711         0        31         0       120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      91.1      28.8       4.7       1.2       0.5       0.4       0.5       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        18         7         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   116,659                :
: Positions                                                                                                    :
:  105,699   109,222     3,100         0       124       228     1,948     1,043         0     2,092         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      465       887         0         0         0       149       -58        52         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      93.6       2.7       0.0       0.1       0.2       1.7       0.9       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        19         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   190,802                :
: Positions                                                                                                    :
:  156,409    62,453    11,328    97,344     6,392     1,374    16,079     3,149     1,059         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,388     2,563       214    -1,804         0      -459       281       428      -369         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      32.7       5.9      51.0       3.4       0.7       8.4       1.7       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        18         4         8         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    13,632                :
: Positions                                                                                                    :
:   10,670     8,526         0     1,791       518     2,010       310         0         0     1,964         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      992       480         0      -270       150         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      62.5       0.0      13.1       3.8      14.7       2.3       0.0       0.0      14.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        11         0         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    37,320                :
: Positions                                                                                                    :
:   30,839    31,563     3,460     3,592         0       620     2,010         0     1,796         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      600       960         0         0         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      84.6       9.3       9.6       0.0       1.7       5.4       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        14         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    46,805                :
: Positions                                                                                                    :
:   31,592    42,243    10,334         0     2,206       496         0         0         0     1,581         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,432     3,162       730         0     1,108         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      90.3      22.1       0.0       4.7       1.1       0.0       0.0       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        10         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   224,596                :
: Positions                                                                                                    :
:  177,118   134,559    28,996    67,392     6,781       963         0     1,955     1,069     8,714     2,368 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,824     2,623        61    -1,083      -193       390      -240         0       187    -2,025       617 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      59.9      12.9      30.0       3.0       0.4       0.0       0.9       0.5       3.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       34        28         .         6         6         .         0         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   102,489                :
: Positions                                                                                                    :
:   85,644    66,769     8,388    27,491     6,683         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,348       211    -1,008       974       611         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      65.1       8.2      26.8       6.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        22         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    72,781                :
: Positions                                                                                                    :
:   37,634    53,029    22,876     4,084     3,665         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      856     1,086       200         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      72.9      31.4       5.6       5.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        14         7         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    71,297                :
: Positions                                                                                                    :
:   53,033    36,135     3,435    27,064     5,236         0         0         0         0       668         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,143      -469         0       275         0         0         0         0         0       -60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      50.7       4.8      38.0       7.3       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    76,603                :
: Positions                                                                                                    :
:   64,214    29,650     3,046    42,771        35         0         0         0     2,134         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,156       428       -56       966        35         0         0         0        62         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      38.7       4.0      55.8       0.0       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         5         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   977,912                :
: Positions                                                                                                    :
:  121,425   123,504   212,553    15,204    52,910   201,480   349,162   141,096    53,880   132,468   125,741 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -4,678    -8,059     7,153    -1,443    10,753     1,610    42,410   -16,348    11,072   -17,842    -3,175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      12.6      21.7       1.6       5.4      20.6      35.7      14.4       5.5      13.5      12.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   297                     :
:       33        24        25         7        22        55        74        71        42        46        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   408,841                :
: Positions                                                                                                    :
:   83,240    88,031    10,585    50,323    56,268   107,997    16,003    26,618    82,681   128,872    37,630 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    6,137     4,851       406    -1,000       803    -2,634     1,514     2,550    -2,187    -3,624    11,291 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4      21.5       2.6      12.3      13.8      26.4       3.9       6.5      20.2      31.5       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       21        23         .         9        12         6         5        11        11        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    99,930                :
: Positions                                                                                                    :
:   10,536    17,155    16,571     8,223    30,073     7,289     7,819     7,034    13,737    17,565     6,299 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -633    -1,139    -1,116       -68       -92       650      -709     2,480        46       341       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      17.2      16.6       8.2      30.1       7.3       7.8       7.0      13.7      17.6       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:        6         5         5         6        11         4         5         5         6        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 1,686,073                :
: Positions                                                                                                    :
:  497,430   273,424    51,318   992,446   213,353   128,445    25,275    96,282   636,486    30,572    25,260 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    5,295    -1,170    -8,598     3,898     8,698       675      -694     1,648     4,539       269    -1,344 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.5      16.2       3.0      58.9      12.7       7.6       1.5       5.7      37.7       1.8       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   106                     :
:       34        35         .        18        19        12         6        15        17         4        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   460,991                :
: Positions                                                                                                    :
:   97,152    87,975   178,470   149,671    71,142     1,998    37,083    27,299    35,389    39,665    45,003 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,124       594       141        76    -1,286      -240      -413      -284       728     1,510    -1,196 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      19.1      38.7      32.5      15.4       0.4       8.0       5.9       7.7       8.6       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       17        19        13         6        13         4        11        12        14         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    14,709                :
: Positions                                                                                                    :
:   10,831     9,277     2,358     4,190       925         0         0         0       393        62         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      -30       -75         0         0         0         0         0         0       -45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      63.1      16.0      28.5       6.3       0.0       0.0       0.0       2.7       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        16         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    70,413                :
: Positions                                                                                                    :
:   53,950    49,763     8,629     6,239     4,200         0     2,370         0     1,221     5,966     1,375 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,371     1,463         0        -8      -106         0         0         0       236       107       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      70.7      12.3       8.9       6.0       0.0       3.4       0.0       1.7       8.5       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       45        41         .         7         9         0         .         0         5         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    27,218                :
: Positions                                                                                                    :
:   19,484    16,034     2,813     2,594     1,405     1,860       228         0       715     6,161       396 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -185      -254       145       -85      -108         0         0         0       -38       210       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      58.9      10.3       9.5       5.2       6.8       0.8       0.0       2.6      22.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        28         5         4         6         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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     9,193                :
: Positions                                                                                                    :
:    7,705     3,255       335     4,011       112         0         0         0       110       531       898 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      -31      -157         0         0         0         0         0         0         0       -53       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      35.4       3.6      43.6       1.2       0.0       0.0       0.0       1.2       5.8       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        14         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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     9,613                :
: Positions                                                                                                    :
:    7,868     3,769       568     4,649       195         0         0         0         0       761       134 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      298       219        30         0         0         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      39.2       5.9      48.4       2.0       0.0       0.0       0.0       0.0       7.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated August 21, 2015