Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 4,193,675                :
: Positions                                                                                                    :
:2,335,644 1,152,665   318,004 1,502,614   355,147   275,969    43,691   325,763    57,185   310,355   491,063 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:   41,735   -27,288     3,113    -4,082     6,884   -44,085   -27,170    11,272     3,532    61,134   -27,470 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      27.5       7.6      35.8       8.5       6.6       1.0       7.8       1.4       7.4      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   236                     :
:      116        99        10        17        23        18        12        23        20        31        40 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   374,187                :
: Positions                                                                                                    :
:   42,897    81,024    57,642    46,152    92,429    65,685    37,120    34,755    37,712    39,402    42,873 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    8,806     5,133       211     6,112     4,924    17,307    -5,275    -9,989   -14,286     5,892     3,524 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.5      21.7      15.4      12.3      24.7      17.6       9.9       9.3      10.1      10.5      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       19        15        10         9        16         6         7         9         9         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   253,647                :
: Positions                                                                                                    :
:  179,420   208,243    33,141    15,284    14,404     8,803     4,840     1,946     1,024     2,934       345 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    6,340     4,153       933     1,008      -366       277       774       501      -437     2,083       159 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      82.1      13.1       6.0       5.7       3.5       1.9       0.8       0.4       1.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        26         6         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   125,802                :
: Positions                                                                                                    :
:  107,898    99,929     2,010    14,689     4,084     4,142     1,412     1,045     2,379       217         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    1,555     1,991       365     1,625       719       684     1,220      -279     2,379    -1,761      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      79.4       1.6      11.7       3.2       3.3       1.1       0.8       1.9       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        24         4         4         7         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   206,644                :
: Positions                                                                                                    :
:  180,640    61,643     2,289   109,533    12,261       152     8,053     3,089         0     3,320       270 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      439    -1,037       398       468      -428       -85       535       286         0       853       -90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      29.8       1.1      53.0       5.9       0.1       3.9       1.5       0.0       1.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        19         .        11         8         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   662,487                :
: Positions                                                                                                    :
:  570,475   192,565    27,131   414,797    48,152     3,875         0     1,053     3,682     1,270       713 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    4,066     8,481     1,096      -779     1,978     1,313      -283      -799      -890      -155       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      29.1       4.1      62.6       7.3       0.6       0.0       0.2       0.6       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       39        28         4        10        13         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   323,295                :
: Positions                                                                                                    :
:  301,934   170,752     2,409   129,091     4,854       758     1,152     1,371     3,910     8,272         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    5,278     5,689     1,711     2,045    -1,220       492      -368    -1,150    -2,350    -2,254         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      52.8       0.7      39.9       1.5       0.2       0.4       0.4       1.2       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       33        25         .        11         7         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   234,147                :
: Positions                                                                                                    :
:  187,422   134,761    22,917    76,444     8,666     1,651     1,519     3,759     2,658     1,614     1,679 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    8,553     4,591      -214     4,160      -354      -734       302      -266       304      -473        87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      57.6       9.8      32.6       3.7       0.7       0.6       1.6       1.1       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        33         .        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   107,734                :
: Positions                                                                                                    :
:   90,660    65,401     2,134    27,124     1,856     1,241     2,116     4,605         0       300         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    5,474       -67       132       459        -6    -2,902     2,112     1,948         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      60.7       2.0      25.2       1.7       1.2       2.0       4.3       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        20         .         5         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    97,482                :
: Positions                                                                                                    :
:   79,832    71,363     6,652     5,801     3,115       311     6,542       789         0     3,754     1,067 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    3,709       684    -1,540        60       589       -31       814         0         0       432       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      73.2       6.8       6.0       3.2       0.3       6.7       0.8       0.0       3.9       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        25         5         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    21,635                :
: Positions                                                                                                    :
:   18,536    10,098         0     8,646     1,824         0         0         0       390       341         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      46.7       0.0      40.0       8.4       0.0       0.0       0.0       1.8       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         8         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    77,260                :
: Positions                                                                                                    :
:   65,941    26,900     2,924    34,140       146       192     4,025     1,259         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,052       750         0         0         0         0     1,136      -171         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      34.8       3.8      44.2       0.2       0.2       5.2       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        11         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   186,444                :
: Positions                                                                                                    :
:  137,014    80,876    39,756    95,874     3,252         0         0         0       360         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:       90       907       488       309         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      43.4      21.3      51.4       1.7       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        14         4         7         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    89,652                :
: Positions                                                                                                    :
:   66,796    53,028    14,954    31,459         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,256     1,738       488     1,370         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      59.1      16.7      35.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   344,328                :
: Positions                                                                                                    :
:  257,675   159,672    57,075   159,145    11,294       616         0       600       104         0     3,087 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    3,674     2,911       530     1,465       637         0         0         0       -62    -1,057         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      46.4      16.6      46.2       3.3       0.2       0.0       0.2       0.0       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       38        27         4        10         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    74,927                :
: Positions                                                                                                    :
:   59,609    46,821       393     6,855     6,079       374     2,074     2,890         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    1,380     3,994        90        90       -34       276      -696      -272         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      62.5       0.5       9.1       8.1       0.5       2.8       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        12         .         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    66,466                :
: Positions                                                                                                    :
:   26,903    43,372    27,531    11,052     6,078         0     1,559     1,601         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      907    -6,987    -1,688     6,087       788         0     1,187      -715         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.5      65.3      41.4      16.6       9.1       0.0       2.3       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        10         5         6         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    89,479                :
: Positions                                                                                                    :
:   72,425    69,039     7,900    13,603     4,202     3,469         0         0       360       990         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:   15,673    16,098       488        60       120        83         0         0       360       990         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      77.2       8.8      15.2       4.7       3.9       0.0       0.0       0.4       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        16         4         .         5         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   106,546                :
: Positions                                                                                                    :
:   91,636    95,340     3,301     1,479     1,767     6,848     2,976         0     1,670     2,824       150 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:   15,458    16,032       600       120         0      -572         0         0     1,050       902       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      89.5       3.1       1.4       1.7       6.4       2.8       0.0       1.6       2.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       28        27         .         4         .         .         .         0         4         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    45,658                :
: Positions                                                                                                    :
:   44,801    41,608       368       742         0         0         0         0         0     2,725         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    3,818     3,761         0        60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.1      91.1       0.8       1.6       0.0       0.0       0.0       0.0       0.0       6.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        25         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   173,827                :
: Positions                                                                                                    :
:  142,662   136,652    20,237    24,267     4,978       572         0     1,204         0       128       300 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,427     1,426      -536         0       454       -59         0        22         0        30       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      78.6      11.6      14.0       2.9       0.3       0.0       0.7       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       31        29         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    23,492                :
: Positions                                                                                                    :
:   21,704    18,648         0       321       690         0     2,116         0         0       463         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    1,320       452         0      -930       690         0     1,620         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      79.4       0.0       1.4       2.9       0.0       9.0       0.0       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        10         0         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    67,850                :
: Positions                                                                                                    :
:   49,643    52,867       308     4,979     4,208       886       477     2,664     1,172         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    1,060     1,200         0         0         0      -418         0       511       420         0      -234 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      77.9       0.5       7.3       6.2       1.3       0.7       3.9       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        16         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    99,989                :
: Positions                                                                                                    :
:   72,449    55,213     5,530    18,131     9,989       159     1,063     4,029         0     4,922         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    1,311       727         0         0         0      -120       248         0         0       428         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      55.2       5.5      18.1      10.0       0.2       1.1       4.0       0.0       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         4         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   105,625                :
: Positions                                                                                                    :
:   74,253    96,268    13,614       248     4,682     2,050         0     1,425         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    5,460     2,430      -664         0       780      -164         0       192         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      91.1      12.9       0.2       4.4       1.9       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    89,445                :
: Positions                                                                                                    :
:   56,061    80,466    26,522     4,095       920       666       330       471         0       848       428 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    1,314     1,275     1,494         0      -124       216         0        12      -893       848       428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      90.0      29.7       4.6       1.0       0.7       0.4       0.5       0.0       0.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         7         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   117,623                :
: Positions                                                                                                    :
:  105,724   110,046     3,010         0       214       519       600       727         0     2,374         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:       25       824       -90         0        90       291    -1,348      -316         0       282         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      93.6       2.6       0.0       0.2       0.4       0.5       0.6       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        19         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   194,123                :
: Positions                                                                                                    :
:  158,992    65,553    11,907    96,064     7,305     1,409    16,688     2,672       849       240         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,583     3,100       579    -1,280       913        35       609      -477      -210       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      33.8       6.1      49.5       3.8       0.7       8.6       1.4       0.4       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        17         4         8         7         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    15,846                :
: Positions                                                                                                    :
:   12,833     9,240         0     1,495       514     2,010       940         0       272     3,044         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,163       714         0      -296        -4         0       630         0       272     1,080         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      58.3       0.0       9.4       3.2      12.7       5.9       0.0       1.7      19.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        10         0         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    43,528                :
: Positions                                                                                                    :
:   35,423    37,651     4,934     3,592         0       620     2,010         0     2,156         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    4,584     6,088     1,474         0         0         0         0         0       360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      86.5      11.3       8.3       0.0       1.4       4.6       0.0       5.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        15         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    49,175                :
: Positions                                                                                                    :
:   31,322    44,557    11,804         0     1,666     2,116         0         0         0     2,121         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:     -270     2,314     1,470         0      -540     1,620         0         0         0       540         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      90.6      24.0       0.0       3.4       4.3       0.0       0.0       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        15         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   223,660                :
: Positions                                                                                                    :
:  178,093   137,738    27,254    66,893     6,405     1,473       360     1,955     1,009     5,326     1,883 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      975     3,179    -1,742      -499      -376       510       360         0       -60    -3,388      -485 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      61.6      12.2      29.9       2.9       0.7       0.2       0.9       0.5       2.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       36        28         .         6         6         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   104,542                :
: Positions                                                                                                    :
:   88,038    65,772     8,540    31,278     5,766         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,394      -997       152     3,787      -917         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      62.9       8.2      29.9       5.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        21         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    73,967                :
: Positions                                                                                                    :
:   38,274    54,882    23,394     4,084     3,575         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      640     1,853       518         0       -90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      74.2      31.6       5.5       4.8       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 25, 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    73,945                :
: Positions                                                                                                    :
:   53,457    37,091     3,465    27,143     6,729         0         0         0         0       608         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      424       956        30        79     1,493         0         0         0         0       -60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      50.2       4.7      36.7       9.1       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        17         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    76,874                :
: Positions                                                                                                    :
:   64,911    29,953     3,016    42,680        96         0         0         0     2,134         0         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      697       303       -30       -91        61         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      39.0       3.9      55.5       0.1       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         5         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   942,081                :
: Positions                                                                                                    :
:  121,683   125,935   214,006    17,297    55,189   190,393   348,331   125,988    62,849   124,983   105,709 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      258     2,431     1,453     2,093     2,279   -11,087      -831   -15,108     8,969    -7,485   -20,032 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      13.4      22.7       1.8       5.9      20.2      37.0      13.4       6.7      13.3      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   298                     :
:       33        29        25         8        24        55        76        68        40        46        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   400,586                :
: Positions                                                                                                    :
:   83,415    86,812    12,796    50,822    52,608   104,057     8,011    26,078    81,700   135,397    35,903 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      175    -1,219     2,211       499    -3,660    -3,940    -7,992      -540      -981     6,525    -1,727 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      21.7       3.2      12.7      13.1      26.0       2.0       6.5      20.4      33.8       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       23        24         5         9        13         6         5         9        12         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   103,045                :
: Positions                                                                                                    :
:   15,740    17,507    20,050     7,547    32,283     3,630     8,441     6,478    10,405    19,086     6,672 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    5,204       352     3,479      -676     2,210    -3,659       622      -556    -3,332     1,521       373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      17.0      19.5       7.3      31.3       3.5       8.2       6.3      10.1      18.5       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:        8         7         6         8        14         4         4         5         6        13        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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 1,715,692                :
: Positions                                                                                                    :
:  517,053   287,708    40,831   984,509   228,660   124,188    25,778    96,118   642,109    36,173    29,388 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:   19,623    14,284   -10,487    -7,937    15,307    -4,257       503      -164     5,623     5,601     4,128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.1      16.8       2.4      57.4      13.3       7.2       1.5       5.6      37.4       2.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   108                     :
:       35        36         .        18        19        11         6        13        18         5        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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   458,061                :
: Positions                                                                                                    :
:   99,784   101,495   180,631   154,699    70,983     1,118    15,445    29,160    30,479    41,048    41,785 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:    2,632    13,520     2,161     5,028      -159      -880   -21,638     1,861    -4,910     1,383    -3,218 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      22.2      39.4      33.8      15.5       0.2       3.4       6.4       6.7       9.0       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       19        18        14         6        14         .        11        10        12         9        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    15,236                :
: Positions                                                                                                    :
:   11,263     9,234     2,358     4,790       895         0         0         0       518        62         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      432       -43         0       600       -30         0         0         0       125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      60.6      15.5      31.4       5.9       0.0       0.0       0.0       3.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        17         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    70,710                :
: Positions                                                                                                    :
:   54,248    50,019     8,619     6,144     4,293         0     2,420         0     1,166     5,976     1,358 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      298       256       -10       -95        93         0        50         0       -55        10       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      70.7      12.2       8.7       6.1       0.0       3.4       0.0       1.6       8.5       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       47        44         .         7         9         0         .         0         5         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    20,191                :
: Positions                                                                                                    :
:   16,910    13,990     1,199     3,744     1,632         0        92         0         0       480         0 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      69.3       5.9      18.5       8.1       0.0       0.5       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        13         .         4         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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    27,499                :
: Positions                                                                                                    :
:   19,654    16,194     2,883     2,592     1,405     1,860       228         0       775     6,238       417 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      170       160        70        -2         0         0         0         0        60        77        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      58.9      10.5       9.4       5.1       6.8       0.8       0.0       2.8      22.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        28         5         4         6         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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     9,573                :
: Positions                                                                                                    :
:    8,077     3,483       335     3,996       112         0         0         0        95       720       843 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:      372       228         0       -15         0         0         0         0       -15       189       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      36.4       3.5      41.7       1.2       0.0       0.0       0.0       1.0       7.5       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        15         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 25, 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     9,714                :
: Positions                                                                                                    :
:    7,864     3,825       633     4,684       195         0         0         0         0       761       134 :
:                                                                                                              :
: Changes from:     August 18, 2015                                                                            :
:       -4        56        65        35         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      39.4       6.5      48.2       2.0       0.0       0.0       0.0       0.0       7.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated August 28, 2015