Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 3,947,134                :
: Positions                                                                                                    :
:2,143,395 1,108,659   340,152 1,456,918   334,485   275,111    49,545   281,592    58,753   222,010   479,306 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
: -192,249   -44,006    22,148   -45,696   -20,662      -858     5,854   -44,171     1,568   -88,345   -11,757 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      28.1       8.6      36.9       8.5       7.0       1.3       7.1       1.5       5.6      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      112        96         9        18        23        15        13        22        15        26        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   326,468                :
: Positions                                                                                                    :
:   32,545    73,790    54,533    47,869    74,722    65,931    34,456    28,997    31,298    27,821    38,420 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:  -10,352    -7,234    -3,109     1,717   -17,707       246    -2,664    -5,758    -6,414   -11,581    -4,453 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      22.6      16.7      14.7      22.9      20.2      10.6       8.9       9.6       8.5      11.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       18        15        11         7        16         6         6         8        10         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   259,284                :
: Positions                                                                                                    :
:  183,082   212,307    34,058    15,284    14,466     8,526     5,030     2,924     1,147     3,297       354 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    3,662     4,064       917         0        62      -277       190       978       123       363         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      81.9      13.1       5.9       5.6       3.3       1.9       1.1       0.4       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        28         6         .         5         .         4         4         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   127,444                :
: Positions                                                                                                    :
:  108,155   101,834     1,920    15,055     4,236     4,739         0     1,618       881       217         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      257     1,905       -90       366       152       597    -1,412       573    -1,498         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      79.9       1.5      11.8       3.3       3.7       0.0       1.3       0.7       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        24         4         4         7         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   212,195                :
: Positions                                                                                                    :
:  186,261    62,206     2,289   113,296    11,928        91     8,120     3,021         0     2,018       270 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    5,621       563         0     3,763      -333       -61        67       -68         0    -1,302         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      29.3       1.1      53.4       5.6       0.0       3.8       1.4       0.0       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        20         .        11         8         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   662,087                :
: Positions                                                                                                    :
:  567,242   192,750    27,162   413,986    48,364     3,881       327       709     3,120       867     1,178 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   -3,233       185        31      -811       212         6       327      -344      -562      -403       465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      29.1       4.1      62.5       7.3       0.6       0.0       0.1       0.5       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       38        27         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   333,248                :
: Positions                                                                                                    :
:  314,369   177,996     2,837   132,218     4,457       602     1,796     1,013       824     8,276         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   12,435     7,244       428     3,127      -397      -156       644      -358    -3,086         4         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      53.4       0.9      39.7       1.3       0.2       0.5       0.3       0.2       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       33        26         .        11         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   241,189                :
: Positions                                                                                                    :
:  193,820   139,302    21,971    78,701     9,855     1,468     1,166     4,425     2,710     1,464     1,831 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    6,398     4,541      -946     2,257     1,189      -183      -353       666        52      -150       152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      57.8       9.1      32.6       4.1       0.6       0.5       1.8       1.1       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       28        32         .         9         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   109,142                :
: Positions                                                                                                    :
:   92,526    65,014     2,134    27,199     1,856     1,241     3,749     3,685         0       360         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    1,866      -387         0        75         0         0     1,633      -920         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      59.6       2.0      24.9       1.7       1.1       3.4       3.4       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         .         5         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   105,368                :
: Positions                                                                                                    :
:   84,896    81,724     6,878     5,801     3,175       187     6,542       789       882       735     2,066 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    5,064    10,361       226         0        60      -124         0         0       882    -3,019       999 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      77.6       6.5       5.5       3.0       0.2       6.2       0.7       0.8       0.7       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        25         5         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    21,695                :
: Positions                                                                                                    :
:   18,386     9,708         0     9,036     1,824         0         0         0       390       611         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:     -150      -390         0       390         0         0         0         0         0       270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      44.7       0.0      41.7       8.4       0.0       0.0       0.0       1.8       2.8       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 September 1, 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    78,275                :
: Positions                                                                                                    :
:   66,753    29,335     2,924    34,078       146       130     3,083     1,403         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      812     2,435         0       -62         0       -62      -942       144         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      37.5       3.7      43.5       0.2       0.2       3.9       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        12         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   186,536                :
: Positions                                                                                                    :
:  137,016    80,999    39,756    95,874     3,252         0         0         0       390         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:        2       123         0         0         0         0         0         0        30         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 September 1, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    91,731                :
: Positions                                                                                                    :
:   67,605    54,746    15,688    32,109        80         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      809     1,718       734       650        80         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      59.7      17.1      35.0       0.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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 - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    16,948                :
: Positions                                                                                                    :
:   13,300    11,677       210     1,551     2,152         0       341         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      68.9       1.2       9.2      12.7       0.0       2.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   348,954                :
: Positions                                                                                                    :
:  261,241   162,581    57,160   160,842    11,467       616         0       600       248         0     3,449 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    3,566     2,909        85     1,697       173         0         0         0       144         0       362 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      46.6      16.4      46.1       3.3       0.2       0.0       0.2       0.1       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       39        28         4        10         7         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    77,027                :
: Positions                                                                                                    :
:   60,918    48,665       239     6,915     6,110       625       720     3,430         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    1,309     1,844      -154        60        31       251    -1,354       540         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      63.2       0.3       9.0       7.9       0.8       0.9       4.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    69,400                :
: Positions                                                                                                    :
:   27,786    43,198    29,155    13,683     5,889        29       695     2,186         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      883      -174     1,624     2,631      -189        29      -864       585         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      62.2      42.0      19.7       8.5       0.0       1.0       3.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        10         6         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   106,871                :
: Positions                                                                                                    :
:   86,876    80,383     8,020    15,523     4,322     5,473     1,290         0       840     2,850         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   14,451    11,344       120     1,920       120     2,004     1,290         0       480     1,860         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      75.2       7.5      14.5       4.0       5.1       1.2       0.0       0.8       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       21        23         4         4         5         .         .         0         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   122,014                :
: Positions                                                                                                    :
:  103,380   104,792     3,871     3,220     1,887     9,502     4,266       155     1,333     4,462       372 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   11,744     9,452       570     1,741       120     2,654     1,290       155      -337     1,638       222 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      85.9       3.2       2.6       1.5       7.8       3.5       0.1       1.1       3.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       33        34         .         5         .         4         .         .         4         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    48,044                :
: Positions                                                                                                    :
:   47,307    43,514       368       982         0         0         0         0         0     2,725         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    2,506     1,906         0       240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.5      90.6       0.8       2.0       0.0       0.0       0.0       0.0       0.0       5.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        25         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   179,681                :
: Positions                                                                                                    :
:  146,469   141,483    22,223    24,267     5,027         0       254     1,297         0       494       362 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    3,807     4,831     1,986         0        49      -572       254        93         0       366        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      78.7      12.4      13.5       2.8       0.0       0.1       0.7       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       30        29         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    24,182                :
: Positions                                                                                                    :
:   22,334    18,010         0       929       690         0     2,596         0         0       673         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      630      -638         0       608         0         0       480         0         0       210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      74.5       0.0       3.8       2.9       0.0      10.7       0.0       0.0       2.8       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 September 1, 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    70,172                :
: Positions                                                                                                    :
:   51,109    54,123       308     5,835     4,208       736       477     2,814     1,172         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    1,466     1,256         0       856         0      -150         0       150         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      77.1       0.4       8.3       6.0       1.0       0.7       4.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        17         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   101,220                :
: Positions                                                                                                    :
:   73,761    56,040     5,530    18,496     9,989         0     1,086     3,977         0     3,638         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    1,312       827         0       365         0      -159        23       -52         0    -1,284         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      55.4       5.5      18.3       9.9       0.0       1.1       3.9       0.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         4         .         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   107,580                :
: Positions                                                                                                    :
:   77,526    96,099    14,060       288     4,669     1,735         0     1,786         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    3,273      -169       446        40       -13      -315         0       361         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      89.3      13.1       0.3       4.3       1.6       0.0       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        16         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    92,076                :
: Positions                                                                                                    :
:   58,310    83,168    26,382     4,413     1,180       728       330       459        63         0       579 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    2,249     2,702      -140       318       260        62         0       -12        63      -848       151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      90.3      28.7       4.8       1.3       0.8       0.4       0.5       0.1       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         6         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   117,984                :
: Positions                                                                                                    :
:  106,081   111,120     3,010         0       214     1,439       600       296         0     1,944         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      357     1,074         0         0         0       920         0      -431         0      -430         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      94.2       2.6       0.0       0.2       1.2       0.5       0.3       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       22        19         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   196,809                :
: Positions                                                                                                    :
:  161,913    67,051    11,723    96,132     7,457     1,867    18,293     2,310       849         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    2,921     1,498      -184        68       152       458     1,605      -362         0      -240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      34.1       6.0      48.8       3.8       0.9       9.3       1.2       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        18         4         8         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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                                                                                                    :
:   12,863     9,300         0     1,585       424     2,010       940         0       332     2,984         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:       30        60         0        90       -90         0         0         0        60       -60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      58.7       0.0      10.0       2.7      12.7       5.9       0.0       2.1      18.8       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 September 1, 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    44,298                :
: Positions                                                                                                    :
:   35,793    38,421     5,333     3,592         0       620     2,010         0     2,126         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      370       770       399         0         0         0         0         0       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      86.7      12.0       8.1       0.0       1.4       4.5       0.0       4.8       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 September 1, 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    50,913                :
: Positions                                                                                                    :
:   32,192    44,635    10,804         0     2,906     2,476         0         0         0     2,121         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      870        78    -1,000         0     1,240       360         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      87.7      21.2       0.0       5.7       4.9       0.0       0.0       0.0       4.2       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 September 1, 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   227,872                :
: Positions                                                                                                    :
:  175,880   140,340    30,714    63,416     8,247     2,512       360     1,955     1,009     7,967     1,229 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   -2,213     2,602     3,460    -3,477     1,842     1,039         0         0         0     2,641      -654 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      61.6      13.5      27.8       3.6       1.1       0.2       0.9       0.4       3.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        28         .         6         6         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   104,420                :
: Positions                                                                                                    :
:   88,955    65,801     8,754    32,258     4,696         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      917        29       214       980    -1,070         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      63.0       8.4      30.9       4.5       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 September 1, 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    74,954                :
: Positions                                                                                                    :
:   40,029    55,227    23,142     4,084     4,217         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    1,755       345      -252         0       642         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      73.7      30.9       5.4       5.6       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 September 1, 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    74,345                :
: Positions                                                                                                    :
:   51,654    37,211     5,623    26,968     7,425         0         0         0         0       608         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   -1,803       120     2,158      -175       696         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      50.1       7.6      36.3      10.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        17         .         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    77,726                :
: Positions                                                                                                    :
:   65,423    30,170     3,017    42,976       495         0         0         0     2,134         0         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      512       217         1       296       399         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      38.8       3.9      55.3       0.6       0.0       0.0       0.0       2.7       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 September 1, 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   922,375                :
: Positions                                                                                                    :
:  120,160   123,443   222,014    17,634    54,072   188,920   335,202   122,021    50,093   130,192   100,924 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   -1,523    -2,492     8,008       337    -1,117    -1,473   -13,129    -3,967   -12,756     5,209    -4,785 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      13.4      24.1       1.9       5.9      20.5      36.3      13.2       5.4      14.1      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   288                     :
:       34        27        25         8        25        52        74        69        37        45        52 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   379,212                :
: Positions                                                                                                    :
:   76,391    85,706    12,038    45,333    51,325    98,888     7,634    25,051    79,011   126,574    33,005 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   -7,024    -1,106      -758    -5,489    -1,283    -5,169      -377    -1,027    -2,689    -8,823    -2,898 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.1      22.6       3.2      12.0      13.5      26.1       2.0       6.6      20.8      33.4       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       21        24         4         9        12         6         .         9        14         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    91,728                :
: Positions                                                                                                    :
:   15,339    16,304    17,947     7,003    29,336     2,930     9,373     3,860     8,426    14,022     5,559 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:     -401    -1,203    -2,103      -544    -2,947      -700       932    -2,618    -1,979    -5,064    -1,113 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.7      17.8      19.6       7.6      32.0       3.2      10.2       4.2       9.2      15.3       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        6         6         5         7        12         .         .         4         5        11        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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 1,647,934                :
: Positions                                                                                                    :
:  511,829   276,969    51,785   950,330   218,384   129,127    27,362    87,895   585,704    35,958    26,435 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:   -5,224   -10,739    10,954   -34,179   -10,276     4,939     1,584    -8,223   -56,405      -215    -2,953 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.1      16.8       3.1      57.7      13.3       7.8       1.7       5.3      35.5       2.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   107                     :
:       33        35         4        17        19        11         6        12        15         8        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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   419,770                :
: Positions                                                                                                    :
:   88,651    93,713   171,531   148,240    60,705     1,922     9,601    28,187    26,567    38,447    38,484 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:  -11,133    -7,782    -9,100    -6,459   -10,278       804    -5,844      -973    -3,912    -2,601    -3,301 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.1      22.3      40.9      35.3      14.5       0.5       2.3       6.7       6.3       9.2       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       19        18        12         8        13         4         9        10        11        10        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    14,321                :
: Positions                                                                                                    :
:   10,573     8,927     2,498     4,444       753         0         0         0       315        62         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:     -690      -307       140      -346      -142         0         0         0      -203         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      62.3      17.4      31.0       5.3       0.0       0.0       0.0       2.2       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        16         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    73,265                :
: Positions                                                                                                    :
:   56,651    52,054     8,754     6,279     4,313         0     2,420         0     1,209     6,367     1,322 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:    2,403     2,035       135       135        20         0         0         0        43       391       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      71.0      11.9       8.6       5.9       0.0       3.3       0.0       1.7       8.7       1.8 :
:                                                                                                              :
: 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 September 1, 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    19,751                :
: Positions                                                                                                    :
:   16,453    14,107     1,174     3,310     1,584         0        46         0         0       480         0 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:     -457       117       -25      -434       -48         0       -46         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      71.4       5.9      16.8       8.0       0.0       0.2       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        13         .         4         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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    27,293                :
: Positions                                                                                                    :
:   19,644    16,193     2,974     2,346     1,228     1,860         0         0       956     6,936       145 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:      -10        -1        91      -246      -177         0      -228         0       181       698      -272 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      59.3      10.9       8.6       4.5       6.8       0.0       0.0       3.5      25.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        25         5         4         6         .         0         0         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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     8,500                :
: Positions                                                                                                    :
:    7,161     2,905       200     3,757       110         0         0         0        25       362       942 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:     -916      -578      -135      -239        -2         0         0         0       -70      -358        99 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      34.2       2.4      44.2       1.3       0.0       0.0       0.0       0.3       4.3      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 1, 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     8,944                :
: Positions                                                                                                    :
:    7,112     3,465       703     4,333       103         0         0         0         0       779       153 :
:                                                                                                              :
: Changes from:     August 25, 2015                                                                            :
:     -752      -360        70      -351       -92         0         0         0         0        18        19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      38.7       7.9      48.4       1.2       0.0       0.0       0.0       0.0       8.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 4, 2015