Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 3,979,320                :
: Positions                                                                                                    :
:2,150,872 1,120,008   347,220 1,447,773   335,194   278,126    57,686   281,360    59,911   230,808   492,102 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:    7,477    11,349     7,068    -9,145       709     3,015     8,141      -232     1,158     8,798    12,796 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      28.1       8.7      36.4       8.4       7.0       1.4       7.1       1.5       5.8      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:      112        95        10        17        23        16        13        22        14        28        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   337,414                :
: Positions                                                                                                    :
:   32,751    73,847    56,557    51,341    75,120    73,991    38,485    29,386    30,306    29,561    39,281 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:      206        57     2,024     3,472       398     8,060     4,029       389      -992     1,740       861 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.7      21.9      16.8      15.2      22.3      21.9      11.4       8.7       9.0       8.8      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       18        15        11         7        16         7         5         8        10         8        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   233,991                :
: Positions                                                                                                    :
:  166,347   190,688    28,960    12,818    14,466     7,776     2,836     2,362       403     3,347       214 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -16,735   -21,619    -5,098    -2,466         0      -750    -2,194      -562      -744        50      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      81.5      12.4       5.5       6.2       3.3       1.2       1.0       0.2       1.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        26         6         .         5         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   111,336                :
: Positions                                                                                                    :
:   96,432    86,666     1,270    15,548     3,566     2,595         0     1,189         0       217         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -11,723   -15,168      -650       493      -670    -2,144         0      -429      -881         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      77.8       1.1      14.0       3.2       2.3       0.0       1.1       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        24         .         4         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   203,091                :
: Positions                                                                                                    :
:  179,101    64,339     1,496   105,871    11,501        91     5,283     2,520         0     2,288         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -7,160     2,133      -793    -7,425      -427         0    -2,837      -501         0       270      -270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      31.7       0.7      52.1       5.7       0.0       2.6       1.2       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        17         .        11         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   631,173                :
: Positions                                                                                                    :
:  537,483   187,015    27,141   389,752    46,939     2,962       733     1,784     5,926       281     1,053 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -29,759    -5,735       -21   -24,234    -1,425      -919       406     1,075     2,806      -586      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      29.6       4.3      61.8       7.4       0.5       0.1       0.3       0.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       37        24         4        10        13         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   323,844                :
: Positions                                                                                                    :
:  302,898   169,233     4,905   132,434     3,739         0     3,451       832         0     5,966     1,926 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -11,471    -8,763     2,068       216      -718      -602     1,655      -181      -824    -2,310     1,926 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      52.3       1.5      40.9       1.2       0.0       1.1       0.3       0.0       1.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        25         .        11         6         0         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   215,496                :
: Positions                                                                                                    :
:  171,107   119,792    21,041    73,461     9,535     1,017     1,431     3,451     2,320     1,464     1,831 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -22,713   -19,510      -930    -5,240      -320      -451       265      -974      -390         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      55.6       9.8      34.1       4.4       0.5       0.7       1.6       1.1       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       26        28         .         9         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    93,518                :
: Positions                                                                                                    :
:   78,069    55,698     2,062    24,824     1,814     1,346     1,087     2,370         0       217         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -14,457    -9,316       -72    -2,375       -42       105    -2,662    -1,315         0      -143         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      59.6       2.2      26.5       1.9       1.4       1.2       2.5       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        18         .         5         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is    97,040                :
: Positions                                                                                                    :
:   75,732    75,439     8,197     5,575     3,112       217     5,818       279     1,118        36     1,713 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -9,164    -6,285     1,319      -226       -63        30      -724      -510       236      -699      -353 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      77.7       8.4       5.7       3.2       0.2       6.0       0.3       1.2       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        23         5         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    15,774                :
: Positions                                                                                                    :
:   12,806     8,474         0     4,696     1,824         0         0         0       390       270         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -5,580    -1,234         0    -4,340         0         0         0         0         0      -341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      53.7       0.0      29.8      11.6       0.0       0.0       0.0       2.5       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    71,005                :
: Positions                                                                                                    :
:   59,688    26,124     2,924    31,836       146       305     1,981     1,348         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -7,065    -3,211         0    -2,242         0       175    -1,102       -55         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      36.8       4.1      44.8       0.2       0.4       2.8       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   173,667                :
: Positions                                                                                                    :
:  126,333    73,488    38,752    90,259     2,857         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -10,683    -7,511    -1,004    -5,615      -395         0         0         0      -390         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      42.3      22.3      52.0       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        12         4         7         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    85,425                :
: Positions                                                                                                    :
:   64,068    49,246    14,430    31,531       302         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -3,537    -5,500    -1,258      -578       222         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      57.6      16.9      36.9       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        11         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   328,887                :
: Positions                                                                                                    :
:  245,582   143,466    54,647   161,375     9,531     1,216         0         0         0        28     3,612 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -15,659   -19,115    -2,513       533    -1,936       600         0      -600      -248        28       163 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.7      43.6      16.6      49.1       2.9       0.4       0.0       0.0       0.0       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       39        28         .        10         6         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    67,491                :
: Positions                                                                                                    :
:   52,670    41,108         0     7,109     5,346     1,708         0     2,135         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -8,248    -7,557      -239       194      -764     1,083      -720    -1,295         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      60.9       0.0      10.5       7.9       2.5       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         0         5         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    62,242                :
: Positions                                                                                                    :
:   22,296    37,937    27,956    13,543     5,585       207         0     1,102         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -5,490    -5,261    -1,199      -140      -304       178      -695    -1,084         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      61.0      44.9      21.8       9.0       0.3       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9         8         6         5         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    61,832                :
: Positions                                                                                                    :
:   49,616    46,409     5,272     9,073     3,873     2,036         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -37,260   -33,974    -2,748    -6,450      -449    -3,437    -1,290         0      -840    -2,850         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      75.1       8.5      14.7       6.3       3.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         .         .         5         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    85,244                :
: Positions                                                                                                    :
:   75,612    75,308     1,608     3,588       744     4,921     1,290         0       840     2,850         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -27,768   -29,484    -2,263       368    -1,143    -4,581    -2,976      -155      -493    -1,612      -372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.7      88.3       1.9       4.2       0.9       5.8       1.5       0.0       1.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       22        24         .         4         .         .         .         0         .         5         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    31,738                :
: Positions                                                                                                    :
:   31,528    29,072         0       240         0         0         0         0         0     1,764         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -15,779   -14,442      -368      -742         0         0         0         0         0      -961         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      91.6       0.0       0.8       0.0       0.0       0.0       0.0       0.0       5.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        23         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   178,988                :
: Positions                                                                                                    :
:  141,942   142,662    24,383    23,307     4,321     2,314       128     1,421         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -4,527     1,179     2,160      -960      -706     2,314      -126       124         0      -494      -362 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      79.7      13.6      13.0       2.4       1.3       0.1       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        25         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    18,974                :
: Positions                                                                                                    :
:   17,530    14,600         0       774       690         0     2,100         0         0       270         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -4,804    -3,410         0      -155         0         0      -496         0         0      -403         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      76.9       0.0       4.1       3.6       0.0      11.1       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         7         0         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    65,225                :
: Positions                                                                                                    :
:   47,572    51,782       248     5,617     4,208     2,179       636       999       986         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -3,537    -2,341       -60      -218         0     1,443       159    -1,815      -186         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      79.4       0.4       8.6       6.5       3.3       1.0       1.5       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        15         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    94,965                :
: Positions                                                                                                    :
:   68,478    51,821     5,076    17,840     9,667         0       332     3,836         0     3,638         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -5,283    -4,219      -454      -656      -322         0      -754      -141         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      54.6       5.3      18.8      10.2       0.0       0.3       4.0       0.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        18         4         .         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   103,473                :
: Positions                                                                                                    :
:   73,946    92,181    12,523       288     5,188     3,449         0     1,257     1,282         0        31 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -3,580    -3,918    -1,537         0       519     1,714         0      -529     1,282         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      89.1      12.1       0.3       5.0       3.3       0.0       1.2       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   106,309                :
: Positions                                                                                                    :
:   73,728    98,247    24,972     4,095       212         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   15,418    15,079    -1,410      -318      -968      -728      -330      -459       -63         0      -579 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      92.4      23.5       3.9       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        14         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   108,918                :
: Positions                                                                                                    :
:   98,601   101,664     3,100         0       124         0        48       614         0       744         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -7,480    -9,456        90         0       -90    -1,439      -552       318         0    -1,200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      93.3       2.8       0.0       0.1       0.0       0.0       0.6       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20        17         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   179,594                :
: Positions                                                                                                    :
:  145,633    59,677    11,697    91,264     6,583     1,931    14,944     1,920         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -16,280    -7,374       -26    -4,868      -874        64    -3,349      -390      -849         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      33.2       6.5      50.8       3.7       1.1       8.3       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        16         4         8         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    24,241                :
: Positions                                                                                                    :
:   19,832    20,445     3,659     2,476         0         0     1,080         0       210         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -15,961   -17,976    -1,674    -1,116         0      -620      -930         0    -1,916         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      84.3      15.1      10.2       0.0       0.0       4.5       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    39,598                :
: Positions                                                                                                    :
:   24,256    36,050     9,316         0     2,348     1,980         0         0         0       540         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -7,936    -8,585    -1,488         0      -558      -496         0         0         0    -1,581         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      91.0      23.5       0.0       5.9       5.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   207,687                :
: Positions                                                                                                    :
:  158,551   127,904    31,166    57,733     7,179     1,072         0     1,955     1,044     8,748     1,203 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:  -17,329   -12,436       452    -5,683    -1,068    -1,440      -360         0        35       781       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      61.6      15.0      27.8       3.5       0.5       0.0       0.9       0.5       4.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       35        28         .         6         5         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    97,254                :
: Positions                                                                                                    :
:   83,138    57,659     8,100    32,982     3,939         0         0         0         0        55       334 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -5,817    -8,142      -654       724      -757         0         0         0         0        55       334 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      59.3       8.3      33.9       4.1       0.0       0.0       0.0       0.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       24        21         .         5         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    66,827                :
: Positions                                                                                                    :
:   35,565    47,666    21,996     5,000     2,851         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -4,464    -7,561    -1,146       916    -1,366         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      71.3      32.9       7.5       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         6         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    64,963                :
: Positions                                                                                                    :
:   44,050    31,324     5,569    24,438     6,656         0         0         0         0       248         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -7,604    -5,887       -54    -2,530      -769         0         0         0         0      -360         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      48.2       8.6      37.6      10.2       0.0       0.0       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        15         .         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    72,850                :
: Positions                                                                                                    :
:   61,901    27,827     3,259    40,918       562         0         0         0     2,134         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -3,522    -2,343       242    -2,058        67         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      38.2       4.5      56.2       0.8       0.0       0.0       0.0       2.9       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 8, 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   927,167                :
: Positions                                                                                                    :
:  125,689   131,897   219,073    20,170    46,948   184,924   324,372   127,378    52,284   135,258   103,026 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:    5,529     8,454    -2,941     2,536    -7,124    -3,996   -10,830     5,357     2,191     5,066     2,102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      14.2      23.6       2.2       5.1      19.9      35.0      13.7       5.6      14.6      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   293                     :
:       33        27        24         9        24        54        75        71        33        52        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   380,188                :
: Positions                                                                                                    :
:   82,024    87,025    11,638    44,803    52,021    92,477     7,234    25,013    79,856   126,768    32,794 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:    5,633     1,319      -400      -530       696    -6,411      -400       -38       845       194      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      22.9       3.1      11.8      13.7      24.3       1.9       6.6      21.0      33.3       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       21        24         4         9        12         6         .         9        14         7        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    91,625                :
: Positions                                                                                                    :
:   15,155    16,271    18,150     7,283    28,822     3,150     9,565     3,854     8,481    13,703     5,508 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:     -184       -33       203       280      -514       220       192        -6        55      -319       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.5      17.8      19.8       7.9      31.5       3.4      10.4       4.2       9.3      15.0       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        6         6         5         7        12         .         .         4         6         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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 1,638,383                :
: Positions                                                                                                    :
:  519,039   272,368    48,680   936,961   223,720   126,731    26,290    88,528   571,115    37,342    24,947 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:    7,210    -4,601    -3,105   -13,369     5,336    -2,396    -1,072       633   -14,589     1,384    -1,488 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.7      16.6       3.0      57.2      13.7       7.7       1.6       5.4      34.9       2.3       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   108                     :
:       34        36         4        17        19        11         6        13        17         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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   426,796                :
: Positions                                                                                                    :
:   90,760    94,069   173,025   149,205    59,829     2,600     9,369    29,933    27,315    42,075    39,766 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:    2,109       356     1,494       965      -876       678      -232     1,746       748     3,628     1,282 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.3      22.0      40.5      35.0      14.0       0.6       2.2       7.0       6.4       9.9       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       20        18        12         8        14         4         9        10        12        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    14,761                :
: Positions                                                                                                    :
:   11,000     8,927     2,318     4,704       933         0         0         0       328        62         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:      427         0      -180       260       180         0         0         0        13         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      60.5      15.7      31.9       6.3       0.0       0.0       0.0       2.2       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        17         4         4         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    68,986                :
: Positions                                                                                                    :
:   52,452    49,205     9,010     5,689     4,089         0     2,420         0     1,299     5,905     1,142 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:   -4,199    -2,849       256      -590      -224         0         0         0        90      -462      -180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      71.3      13.1       8.2       5.9       0.0       3.5       0.0       1.9       8.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       45        42         .         7         8         0         .         0         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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    19,851                :
: Positions                                                                                                    :
:   16,463    14,207     1,174     3,220     1,674         0        46         0         0       480         0 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:       10       100         0       -90        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      71.6       5.9      16.2       8.4       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 8, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    28,332                :
: Positions                                                                                                    :
:   20,446    17,107     2,969     2,311     1,418     1,860         0         0       997     6,941       111 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:      802       914        -5       -35       190         0         0         0        41         5       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      60.4      10.5       8.2       5.0       6.6       0.0       0.0       3.5      24.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        25         5         4         6         .         0         0         5         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 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     8,733                :
: Positions                                                                                                    :
:    7,214     3,078       200     3,757       110         0         0         0       225       452       912 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:       53       173         0         0         0         0         0         0       200        90       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      35.2       2.3      43.0       1.3       0.0       0.0       0.0       2.6       5.2      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        14         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 8, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     9,201                :
: Positions                                                                                                    :
:    7,369     3,607       703     4,403       103         0         0         0         0       824       153 :
:                                                                                                              :
: Changes from:     September 1, 2015                                                                          :
:      257       142         0        70         0         0         0         0         0        45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      39.2       7.6      47.9       1.1       0.0       0.0       0.0       0.0       9.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated September 11, 2015