Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,541,026                :
: Positions                                                                                                    :
:2,492,567 1,125,863   202,709 1,666,486   388,158   294,028   236,356   527,474   143,318   120,054   458,715 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   14,924    31,281    31,916    28,936    -3,257   -47,285    49,492   -18,817    24,848   -82,529    48,894 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      24.8       4.5      36.7       8.5       6.5       5.2      11.6       3.2       2.6      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      114        90        10        16        21        15        16        23        23        25        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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 2,269,177                :
: Positions                                                                                                    :
:  247,162   284,236    34,963    92,803   672,919    65,291    43,485   610,819    60,935    14,116   519,335 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:  -28,621   -30,320       522     5,798   -36,179    -6,519    10,562   -71,824    -8,516    -2,315   -75,393 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      12.5       1.5       4.1      29.7       2.9       1.9      26.9       2.7       0.6      22.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       36        32        12         7        18         8         9        16        15        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   241,219                :
: Positions                                                                                                    :
:  167,520   189,826    21,444     6,620    20,320     9,862    10,477     5,389     2,076     3,540         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   10,280    13,107    -1,141    -2,671     1,442     1,302       909      -615       364       801         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      78.7       8.9       2.7       8.4       4.1       4.3       2.2       0.9       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        28         6         .         6         .         4         5         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    93,508                :
: Positions                                                                                                    :
:   65,446    71,673     2,774    11,352     4,003    14,967         0       872         0     1,603       799 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    1,170     2,707      -100       145       -68     2,448         0      -164         0     1,603       799 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      76.6       3.0      12.1       4.3      16.0       0.0       0.9       0.0       1.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        25         .         .         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   223,369                :
: Positions                                                                                                    :
:  173,551    82,242    22,891   108,914     6,923     4,757     9,083     4,084     2,370     3,090       412 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    5,921     8,174       -17     1,099       398       -10       367        10      -264         0      -184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      36.8      10.2      48.8       3.1       2.1       4.1       1.8       1.1       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        17         4         8         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   693,791                :
: Positions                                                                                                    :
:  561,896   159,162    17,587   444,824    51,172         0    13,243     2,676    38,371     1,473    12,727 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    8,332    -6,289       688    22,220    -2,354         0       699       878     7,529       152      -984 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      22.9       2.5      64.1       7.4       0.0       1.9       0.4       5.5       0.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       34        23         .        10        11         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   266,608                :
: Positions                                                                                                    :
:  245,588   172,012     3,502    61,495     7,154     1,114         0     1,312       224    12,926         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    1,583      -232    -1,955       961      -469     1,114      -240     1,060       224         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      64.5       1.3      23.1       2.7       0.4       0.0       0.5       0.1       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        26         .         4         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   268,855                :
: Positions                                                                                                    :
:  245,371   141,971     4,268   108,512     3,467     1,147     1,398     3,783         0     3,270     2,936 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    4,882     4,785      -478       805       -76      -575       244       313         0      -582     1,137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      52.8       1.6      40.4       1.3       0.4       0.5       1.4       0.0       1.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        31         .        10         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   126,272                :
: Positions                                                                                                    :
:  111,440    80,156       896    30,543     3,055     3,898         0     2,597         0       308         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    8,871     4,984         0       329         0    -2,261         0       850         0       308         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      63.5       0.7      24.2       2.4       3.1       0.0       2.1       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        15         .         6         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   112,805                :
: Positions                                                                                                    :
:   82,907    83,267     6,371     5,377     7,315         0     2,571     4,605       276         0       219 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    3,073     5,936       471    -1,860       879         0      -309       280       276         0       219 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      73.8       5.6       4.8       6.5       0.0       2.3       4.1       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        17         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    25,693                :
: Positions                                                                                                    :
:   20,778    20,425     1,862     1,505       961         0         0         0       875     1,827         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    3,808     3,192      -103       177       -93         0         0         0       168       616         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      79.5       7.2       5.9       3.7       0.0       0.0       0.0       3.4       7.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        10         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    88,722                :
: Positions                                                                                                    :
:   71,965    35,054     2,684    41,154       200         0     2,705     1,441         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      596       902         0       544         0         0       378       -83         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      39.5       3.0      46.4       0.2       0.0       3.0       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         7         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   210,114                :
: Positions                                                                                                    :
:  197,110    78,660         0   121,855     2,042         0     2,072         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    7,917     4,027         0     2,544         0         0     2,072         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      37.4       0.0      58.0       1.0       0.0       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        13         0        10         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    86,153                :
: Positions                                                                                                    :
:   55,025    59,212    20,722    21,810       800         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    3,143     2,454        -2       922      -566         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      68.7      24.1      25.3       0.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   310,016                :
: Positions                                                                                                    :
:  283,881   122,817    17,079   170,486     3,539         0       534         0         0       304        62 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    2,398      -544    -1,426    -2,851       827         0       286         0         0       304        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      39.6       5.5      55.0       1.1       0.0       0.2       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       38        22         4         9         5         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    83,024                :
: Positions                                                                                                    :
:   65,824    46,449     1,777    10,166     6,998       706     6,044     2,237         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:     -446     2,974       815        -1       -27       706      -877      -672         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      55.9       2.1      12.2       8.4       0.9       7.3       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        12         .         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    75,276                :
: Positions                                                                                                    :
:   37,654    51,450    22,240    10,792     5,541     2,111         0     1,669         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    1,813     3,812       -84      -515     1,140       264         0       230         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      68.3      29.5      14.3       7.4       2.8       0.0       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7         8         6         .         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   102,686                :
: Positions                                                                                                    :
:   76,820    61,842     3,390    33,319       364    17,132         0       540         0     1,148         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   16,761    20,242       532    -2,266       364       728         0       168         0     1,148         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      60.2       3.3      32.4       0.4      16.7       0.0       0.5       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        22         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    86,511                :
: Positions                                                                                                    :
:   53,795    79,354     5,415         0     2,388    21,124         0       540     1,457     2,717         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   16,679    17,811     1,111         0        -6       896         0       112         0     1,260         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      91.7       6.3       0.0       2.8      24.4       0.0       0.6       1.7       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       26        34         5         0         .         7         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    67,373                :
: Positions                                                                                                    :
:   64,801    55,337     1,226     2,348         0         0         0         0       806     7,652       416 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    7,245     6,090         0       404         0         0         0         0         0      -168       168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.2      82.1       1.8       3.5       0.0       0.0       0.0       0.0       1.2      11.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        17         .         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   162,142                :
: Positions                                                                                                    :
:  129,280   138,790    15,636     3,462     8,890         0       634     1,202         0     1,498         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      588    -1,326       513    -1,299     1,058      -809       604        14         0     1,498         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      85.6       9.6       2.1       5.5       0.0       0.4       0.7       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       27        25         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    63,054                :
: Positions                                                                                                    :
:   50,022    42,265       673     8,244     1,888     1,284       221     1,804         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      67.0       1.1      13.1       3.0       2.0       0.4       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   116,899                :
: Positions                                                                                                    :
:   97,278    67,212     5,540    26,228     8,541         0     5,661     1,672         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   12,182     9,372         0      -856         0         0     2,656        19         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      57.5       4.7      22.4       7.3       0.0       4.8       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        21         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    72,315                :
: Positions                                                                                                    :
:   56,223    62,518     6,477         0     3,977     1,422         0       113         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      466       589       252         0        -8      -368         0        32         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      86.5       9.0       0.0       5.5       2.0       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   101,218                :
: Positions                                                                                                    :
:   59,989    79,637    32,366     1,447       112       420         0         0         0    16,058         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      313       -85       504         0         0       420         0         0         0       670         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      78.7      32.0       1.4       0.1       0.4       0.0       0.0       0.0      15.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         7         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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 CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    23,341                :
: Positions                                                                                                    :
:   18,164    21,818     4,200         0         0         0         0         0       316       385        56 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      686       -22         0         0         0         0         0         0      -606        56        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      93.5      18.0       0.0       0.0       0.0       0.0       0.0       1.4       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        15         .         0         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   113,186                :
: Positions                                                                                                    :
:  100,721   102,122     2,250         0       974       732         0       891         0     7,684        31 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    3,182     5,399         0         0         0        -4         0       348         0       106      -184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      90.2       2.0       0.0       0.9       0.6       0.0       0.8       0.0       6.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        16         .         0         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   211,895                :
: Positions                                                                                                    :
:  175,762    65,271    10,085   116,891     7,950       899    10,278     3,446         0     3,574         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    5,449     2,919       -56      -322      -402      -849     1,076        25         0       364         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      30.8       4.8      55.2       3.8       0.4       4.9       1.6       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        19         .        10         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    18,128                :
: Positions                                                                                                    :
:   15,180    13,249         0     4,376         0         0         0         0     1,142         0        28 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    2,726     2,463         0        56         0         0         0         0       317         0        28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      73.1       0.0      24.1       0.0       0.0       0.0       0.0       6.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         0         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    34,709                :
: Positions                                                                                                    :
:   24,002    32,637     8,034       379        62         0       448         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    2,673     3,056       840       379      -308         0       448         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      94.0      23.1       1.1       0.2       0.0       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        13         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   279,987                :
: Positions                                                                                                    :
:  233,907   172,663    23,985    77,499     5,938         0     4,210     1,497         0    13,188       793 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   13,983    12,141      -765     3,155     1,125         0       641        93         0      -336         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      61.7       8.6      27.7       2.1       0.0       1.5       0.5       0.0       4.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       33        27         .         6         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    85,512                :
: Positions                                                                                                    :
:   70,535    55,468     8,442    23,152     2,598         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    7,088     3,534    -1,191       967       702         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      64.9       9.9      27.1       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        16         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    99,055                :
: Positions                                                                                                    :
:   51,535    78,847    39,306    13,561     3,325         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    3,654     4,560       968         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      79.6      39.7      13.7       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        16         6         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    83,846                :
: Positions                                                                                                    :
:   63,181    59,968    10,577    16,849     3,544         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   -1,360     1,259         0        -4         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      71.5      12.6      20.1       4.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    20,528                :
: Positions                                                                                                    :
:   16,464    18,112     3,558     1,223         0         0         0         0         0       184       124 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      88.2      17.3       6.0       0.0       0.0       0.0       0.0       0.0       0.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        8        14         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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 1,028,439                :
: Positions                                                                                                    :
:  147,207   148,293   204,350     8,813    42,939   197,126   251,269   233,654    25,136   197,632   113,988 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   -8,825    -4,220    17,252      -129    -8,503    -1,390       160   -16,639    -8,882     4,610    -6,769 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.3      14.4      19.9       0.9       4.2      19.2      24.4      22.7       2.4      19.2      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   300                     :
:       39        34        22         7        21        62        65        75        40        49        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 2015           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,129,077                :
: Positions                                                                                                    :
:  163,103   165,106    42,114    81,212   404,082    49,412    39,822   189,326    35,951     6,381   239,372 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:  -26,018   -16,677    -4,986     3,038   -30,059    -6,168    -6,306   -36,412     7,688    -8,960   -33,725 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.4      14.6       3.7       7.2      35.8       4.4       3.5      16.8       3.2       0.6      21.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   124                     :
:       30        28         4        17        21        12        21        28        22        15        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   445,700                :
: Positions                                                                                                    :
:   75,902    62,083    13,440    78,288    62,159    91,289    31,340    41,003   117,788   125,155    36,556 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    1,482    -1,225     1,993    -1,188      -332    10,680    -1,919     1,646      -410    18,047    -1,254 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.0      13.9       3.0      17.6      13.9      20.5       7.0       9.2      26.4      28.1       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       24        21         5        10        12         7         5        11        13         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   102,004                :
: Positions                                                                                                    :
:   10,271    17,195    22,894     9,251    19,954    13,533     7,715    10,596     4,864    15,441    14,762 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      866       366     1,234       660     3,212     5,007       171     2,856    -1,373     5,660     2,956 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.1      16.9      22.4       9.1      19.6      13.3       7.6      10.4       4.8      15.1      14.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:        7         8         9         .        11         5         4         5         9         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    34,371                :
: Positions                                                                                                    :
:    3,140     5,278        45       189       251     3,316    10,675     6,984    11,363     1,650     9,240 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:     -115      -523       -48       150      -210      -805       113         5       638       -66      -540 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      15.4       0.1       0.6       0.7       9.6      31.1      20.3      33.1       4.8      26.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       10        10         .         .         .         6         8         8         6         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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 1,804,808                :
: Positions                                                                                                    :
:  459,588   222,488    61,409   975,959   241,563   191,982   104,856   132,781   588,596    21,266    70,155 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:   15,932    12,345     1,996     7,460     6,302     3,349     1,334     8,413     1,765     3,854     4,355 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.5      12.3       3.4      54.1      13.4      10.6       5.8       7.4      32.6       1.2       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   108                     :
:       38        32         4        17        20        10        10        15        14         8        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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   614,433                :
: Positions                                                                                                    :
:  122,887    98,143   182,589   102,063   139,964     7,340    88,882    59,746    28,684    54,093    68,183 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    8,200     1,364    -7,152    -4,840    11,698      -560     3,923     5,193     6,871     6,570     4,031 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      16.0      29.7      16.6      22.8       1.2      14.5       9.7       4.7       8.8      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       19        20        14         6        16         5        10        11        10        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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     8,704                :
: Positions                                                                                                    :
:    7,448     5,021       305     3,222       164         0         0         0       447       162         0 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    1,217     1,320        55         0         0         0         0         0        48         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      57.7       3.5      37.0       1.9       0.0       0.0       0.0       5.1       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         5         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    71,734                :
: Positions                                                                                                    :
:   56,112    53,070     6,106     6,747     4,414         0         0         0     3,224     6,107       955 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:    1,426    -2,079      -380     2,435      -224         0         0         0      -513       285       255 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      74.0       8.5       9.4       6.2       0.0       0.0       0.0       4.5       8.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       40        40         .         4         .         0         0         0        11         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    21,168                :
: Positions                                                                                                    :
:   16,805    13,184       755     2,420     2,294         0         0         0       573     2,737       281 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      460     1,092       755        45      -176         0         0         0        40        45        78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      62.3       3.6      11.4      10.8       0.0       0.0       0.0       2.7      12.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        20         .         5         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    13,997                :
: Positions                                                                                                    :
:   10,220     8,176     1,021     2,092       177         0         0         0       170     1,423     1,997 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      -58       222         0         0         0         0         0         0         0       -40       160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      58.4       7.3      14.9       1.3       0.0       0.0       0.0       1.2      10.2      14.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        17         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 27, 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    11,570                :
: Positions                                                                                                    :
:    9,951     5,181       290     5,186       150         0         0         0       546       924        44 :
:                                                                                                              :
: Changes from:     January 20, 2015                                                                           :
:      220        75         0       214        10         0         0         0        42        -5        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      44.8       2.5      44.8       1.3       0.0       0.0       0.0       4.7       8.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 30, 2015