Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 3,977,491                :
: Positions                                                                                                    :
:2,283,637 1,148,419   364,575 1,453,031   333,544   270,427    73,396   287,921    30,648   296,724   372,408 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:   39,224    12,997    -7,179    40,213     4,151     9,134     4,277     5,449     1,531   -19,600   -20,399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      28.9       9.2      36.5       8.4       6.8       1.8       7.2       0.8       7.5       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      115        94        11        15        23        15        15        24        19        27        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   391,842                :
: Positions                                                                                                    :
:   28,066    72,860    67,810   117,561    58,312   177,577    42,281    16,431     4,665    45,052    38,875 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      904       190     3,524     3,774      -216    10,200     8,142    -1,966       495     2,933       497 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.2      18.6      17.3      30.0      14.9      45.3      10.8       4.2       1.2      11.5       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       14        13        10         8        15         6         6         7         7         9        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   216,683                :
: Positions                                                                                                    :
:  157,396   177,409    23,870    16,283    10,201     7,085       182     2,065     1,687     3,812        58 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    4,253     5,199     1,130         0         0      -856        93      -532     1,687       668        58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      81.9      11.0       7.5       4.7       3.3       0.1       1.0       0.8       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        23         5         .         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   104,597                :
: Positions                                                                                                    :
:   88,652    77,202     1,574    18,969     1,244     3,667         0     1,939         0        20     1,131 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    3,723     5,203      -287        33      -271     1,431         0      -358      -217      -549       425 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      73.8       1.5      18.1       1.2       3.5       0.0       1.9       0.0       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        23         .         5         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   204,762                :
: Positions                                                                                                    :
:  180,584    65,009     1,664   106,738    11,870       215     8,698     1,849         0       372         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    5,579     2,099         0     1,130        89       -28     1,096      -182         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      31.7       0.8      52.1       5.8       0.1       4.2       0.9       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        16         .        12         9         .         .         4         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   611,659                :
: Positions                                                                                                    :
:  516,384   194,271    22,867   355,241    50,437     2,173       739     3,975     7,557       930     1,695 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,315     5,041       549    -2,139     2,667        59        62       575       173      -129        36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      31.8       3.7      58.1       8.2       0.4       0.1       0.6       1.2       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       37        25         4        10        13         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   327,902                :
: Positions                                                                                                    :
:  300,700   181,804     6,547   129,826     3,724       495     1,910     3,070     4,446     1,460       338 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    3,706     5,341      -428       122         0        -4      -830       201     2,092       338       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      55.4       2.0      39.6       1.1       0.2       0.6       0.9       1.4       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       31        29         .         9         5         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   218,462                :
: Positions                                                                                                    :
:  177,786   130,170    19,887    68,698     9,592     1,976     1,260     2,053         0     1,066     1,606 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    3,007     2,160      -120      -544       480      -145       189       -44    -3,424       -52       113 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      59.6       9.1      31.4       4.4       0.9       0.6       0.9       0.0       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        29         .         9         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    96,768                :
: Positions                                                                                                    :
:   82,048    53,838     2,201    32,187     1,398       436         0     3,440         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,134     2,286      -428         0       296       436      -931         1         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      55.6       2.3      33.3       1.4       0.5       0.0       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       12        19         .         6         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    95,444                :
: Positions                                                                                                    :
:   71,768    72,812     7,879     5,472     4,891         0       591         0     1,048     1,464     3,735 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      375     1,211        28         2       571         0         0         0       295       288        83 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      76.3       8.3       5.7       5.1       0.0       0.6       0.0       1.1       1.5       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         4         .         .         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    70,662                :
: Positions                                                                                                    :
:   58,017    26,510     2,924    28,015       146     1,748     1,899       880         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      183     1,830         0         0         0        71        26       -89         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      37.5       4.1      39.6       0.2       2.5       2.7       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        10         .         6         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   174,680                :
: Positions                                                                                                    :
:  128,911    76,105    36,549    86,560     3,714         0     2,996         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,586     1,892       732       692       856         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      43.6      20.9      49.6       2.1       0.0       1.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        13         4         8         7         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    90,156                :
: Positions                                                                                                    :
:   67,556    53,214    12,769    33,759       302         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,856     3,816         0       -34         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      59.0      14.2      37.4       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    12,443                :
: Positions                                                                                                    :
:   10,871     7,729       527     3,970         0       270         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      973     1,696         0         0         0       270         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      62.1       4.2      31.9       0.0       2.2       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   349,964                :
: Positions                                                                                                    :
:  260,369   170,919    66,356   153,342     8,577         0       237     1,020       300     1,222     3,538 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    6,379     5,323       263    -4,790       473      -360       167      -736    -1,552     1,076      -412 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      48.8      19.0      43.8       2.5       0.0       0.1       0.3       0.1       0.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       37        26         4        10         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    67,380                :
: Positions                                                                                                    :
:   49,132    40,870         0    11,194     4,561     4,804         0     1,280         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,338       827         0     2,277       276       673      -240       210         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      60.7       0.0      16.6       6.8       7.1       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         0         6         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    58,490                :
: Positions                                                                                                    :
:   22,547    32,860    25,125    12,582     5,826         0       499       752         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,681     1,287         4       184       147         0        62       -68         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      56.2      43.0      21.5      10.0       0.0       0.9       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         8         5         6         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    60,307                :
: Positions                                                                                                    :
:   46,827    49,202     4,697     7,207     2,984     2,322         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      752     1,118         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      81.6       7.8      12.0       4.9       3.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    89,600                :
: Positions                                                                                                    :
:   78,139    80,300     2,356     1,116         0       984     3,717     1,956     4,340     1,302         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    2,018     2,018         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      89.6       2.6       1.2       0.0       1.1       4.1       2.2       4.8       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       22        24         5         .         0         .         .         .         7         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    71,554                :
: Positions                                                                                                    :
:   70,880    69,639         0         0         0         0         0         0         0       868         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    2,428     2,488         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.1      97.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        20         0         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   204,483                :
: Positions                                                                                                    :
:  161,196   156,037    15,781    24,846    13,167     3,764     2,537       796         0       120       217 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    3,023     3,333      -918         0       133         0     1,737      -468         0       120       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      76.3       7.7      12.2       6.4       1.8       1.2       0.4       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       33        29         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    19,221                :
: Positions                                                                                                    :
:   17,685    15,556         0       637       339         0         0         0         0       270         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:       30      -120         0         0         0         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      80.9       0.0       3.3       1.8       0.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         0         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    60,449                :
: Positions                                                                                                    :
:   39,244    45,987       155     4,138     4,422     1,747       333     1,299         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:   -2,181    -3,413         0         3         0    -1,263      -338       617         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      76.1       0.3       6.8       7.3       2.9       0.6       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    97,186                :
: Positions                                                                                                    :
:   69,670    48,580     2,702    18,458    11,606     2,096     2,140     2,661         0     5,136         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    3,473       -33    -2,756      -129     3,058       -17     2,140       -89         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      50.0       2.8      19.0      11.9       2.2       2.2       2.7       0.0       5.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12        16         .         5         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   106,614                :
: Positions                                                                                                    :
:   75,527    92,114    11,038       288     5,628     2,714         0       998     1,969     2,165        31 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    2,019       763      -422         0       422       272         0      -151       -94       302         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      86.4      10.4       0.3       5.3       2.5       0.0       0.9       1.8       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   110,094                :
: Positions                                                                                                    :
:   73,929   102,953    25,469     3,940       181         0         0         0     5,778         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    2,718     2,157    -1,436         0         0         0         0         0       -93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      93.5      23.1       3.6       0.2       0.0       0.0       0.0       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         6         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   106,964                :
: Positions                                                                                                    :
:   95,063   101,951     3,224         0         0         0       552       854         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,192     1,102         0         0         0         0       543         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      95.3       3.0       0.0       0.0       0.0       0.5       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        14         .         0         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   167,915                :
: Positions                                                                                                    :
:  134,846    53,084    11,666    85,375     6,386       175    16,094     1,394         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,467       752         0      -211        60    -1,161      -354       520         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      31.6       6.9      50.8       3.8       0.1       9.6       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        15         .         8         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    14,045                :
: Positions                                                                                                    :
:   13,211     7,485       744     2,480         0         0       775         0         0     2,874         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      53.3       5.3      17.7       0.0       0.0       5.5       0.0       0.0      20.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    27,316                :
: Positions                                                                                                    :
:   22,914    23,436     3,472     2,578         0       310         0         0       248     1,209         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    3,060     3,060         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      85.8      12.7       9.4       0.0       1.1       0.0       0.0       0.9       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    41,076                :
: Positions                                                                                                    :
:   26,158    37,046    10,719         0     2,573         0         0         0       496         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      248       360       112         0       248         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      90.2      26.1       0.0       6.3       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         4         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   202,682                :
: Positions                                                                                                    :
:  156,176   123,256    31,206    60,277     6,576        26         0       184     1,148     5,457     1,644 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      864        83       334       403        35         0         0         0       -34       996       467 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      60.8      15.4      29.7       3.2       0.0       0.0       0.1       0.6       2.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        25         .         6         5         .         0         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    95,448                :
: Positions                                                                                                    :
:   79,575    51,645     5,036    35,139     3,926         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    4,006       580    -1,582     1,075       664         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      54.1       5.3      36.8       4.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        12         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    73,037                :
: Positions                                                                                                    :
:   52,130    33,052     3,001    29,155     7,850         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      629       -71      -124     1,338       246         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      45.3       4.1      39.9      10.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    83,180                :
: Positions                                                                                                    :
:   69,741    36,239     3,174    41,655       906         0         0         0     3,404         0         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      43.6       3.8      50.1       1.1       0.0       0.0       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         5         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   967,718                :
: Positions                                                                                                    :
:  121,882   132,507   223,727    13,753    47,777   183,084   396,080   164,455    75,629    82,484    85,391 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    9,811    12,158      -464    -1,845    -2,033    -3,016    -5,560    29,239    -3,665    -3,109    -5,867 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      13.7      23.1       1.4       4.9      18.9      40.9      17.0       7.8       8.5       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   315                     :
:       34        26        26         5        21        52        91        71        42        50        57 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   361,268                :
: Positions                                                                                                    :
:  100,983    73,039    11,825    37,390    51,745   101,546     1,386    21,793    40,729   143,025    28,023 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    5,824      -253      -500    -2,225     2,590    -3,472      -497       465      -536     4,662     1,144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.0      20.2       3.3      10.3      14.3      28.1       0.4       6.0      11.3      39.6       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       22        23         .         9        12         9         .        12        11         8        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    86,438                :
: Positions                                                                                                    :
:   10,358    18,415    22,577    15,560    21,253     4,123     5,084     5,211     6,977     6,420     7,238 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:       -8      -425     1,862        86       843       130     1,162         5      -877       -21       727 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.0      21.3      26.1      18.0      24.6       4.8       5.9       6.0       8.1       7.4       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        7         6         6         7        13         5         .         5         4         6        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is     4,213                :
: Positions                                                                                                    :
:      140       637       222     1,060       946       475       183       367     1,177       266       617 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      140        27       -78        25        86         8       -86        31      -107        -3       134 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.3      15.1       5.3      25.2      22.5      11.3       4.3       8.7      27.9       6.3      14.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         .         .         4         .         .         .         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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 1,614,491                :
: Positions                                                                                                    :
:  542,401   282,583    26,746   910,427   222,892    83,433    20,319    89,058   584,271    36,746    28,702 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:   17,944     9,584   -11,143     3,643     6,934   -12,940    -1,729        56    20,097     1,512      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      17.5       1.7      56.4      13.8       5.2       1.3       5.5      36.2       2.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   107                     :
:       37        35         .        18        19        11         5        12        16         5        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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   381,949                :
: Positions                                                                                                    :
:   82,550    85,218   175,665   138,176    48,355     5,388    13,560    24,072    13,516    41,107    30,344 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:   -1,395      -552     1,764     3,104       705       770    -3,397     4,625       280     3,609    -1,556 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      22.3      46.0      36.2      12.7       1.4       3.6       6.3       3.5      10.8       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       19        17        12         9        17         4         8         8        10        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    23,894                :
: Positions                                                                                                    :
:   20,656    16,879     1,813     5,920       753         0         0         0       531         0         9 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    1,886       286       -50     1,650         0         0         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      70.6       7.6      24.8       3.2       0.0       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        20         4         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    83,414                :
: Positions                                                                                                    :
:   66,339    59,927     5,738     5,385     7,751         0     2,100         0     1,180     6,383     1,403 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:    2,823     4,332       263    -1,057        18         0         0       -36       367       167        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      71.8       6.9       6.5       9.3       0.0       2.5       0.0       1.4       7.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       49        45         .         6         8         0         .         0         7         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    22,854                :
: Positions                                                                                                    :
:   17,386    16,339     2,109     3,041     2,774         0         0         0         0       480         0 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      580       675        95         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      71.5       9.2      13.3      12.1       0.0       0.0       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        13         .         4         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    34,346                :
: Positions                                                                                                    :
:   27,103    23,839     3,012     2,073       960     1,860         0         0       893     6,649       167 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:     -446      -363         0        10       -95         0         0         0        53        10        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      69.4       8.8       6.0       2.8       5.4       0.0       0.0       2.6      19.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        26         5         .         5         .         0         0         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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     8,334                :
: Positions                                                                                                    :
:    6,999     3,260       100     3,543        90         0         0         0       380       312       665 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:       -5         5         0       -15         0         0         0         0         0        15        22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      39.1       1.2      42.5       1.1       0.0       0.0       0.0       4.6       3.7       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        13         .         5         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 13, 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    11,514                :
: Positions                                                                                                    :
:    9,551     5,783       759     4,372        70         0         0         0         0     1,025       112 :
:                                                                                                              :
: Changes from:     October 6, 2015                                                                            :
:      556       375        30       108       -81         0         0         0         0        66       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      50.2       6.6      38.0       0.6       0.0       0.0       0.0       0.0       8.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated October 16, 2015