Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 4,145,383                :
: Positions                                                                                                    :
:2,252,968   981,374   234,083 1,618,751   376,338   287,896   134,894   380,116   138,517   203,213   430,415 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
: -177,900   -88,257     2,621  -113,817     2,917    13,616    -7,137   -71,066     2,356    57,466   -63,572 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      23.7       5.6      39.0       9.1       6.9       3.3       9.2       3.3       4.9      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   213                     :
:      101        84        10        14        21        14        15        23        17        34        40 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 2,235,828                :
: Positions                                                                                                    :
:  279,743   290,126    59,690   125,204   736,510    23,996    88,672   470,819   151,832    10,720   513,053 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   49,576    47,307    19,117    35,827   114,951   -43,895    50,472    41,777    53,139    -6,141   104,992 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.5      13.0       2.7       5.6      32.9       1.1       4.0      21.1       6.8       0.5      22.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       33        30        12         6        18         9        11        20        16         9        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   252,872                :
: Positions                                                                                                    :
:  179,032   201,488    28,211    10,538    20,168     5,283     9,125     4,596     2,568     3,037         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    7,507     4,082    -1,163       186       -61       192     1,691      -812         0      -396         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      79.7      11.2       4.2       8.0       2.1       3.6       1.8       1.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        28         5         5         7         .         4         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   113,850                :
: Positions                                                                                                    :
:   79,312    89,193     6,033    11,250     3,056    16,837         0     1,034         0     4,869     1,042 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:        2      -513     1,161     1,180        30     1,167         0      -348         0     1,835         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      78.3       5.3       9.9       2.7      14.8       0.0       0.9       0.0       4.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        25         4         .         6         4         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   241,443                :
: Positions                                                                                                    :
:  200,026    95,226    14,250   111,343    11,656     1,712     8,871     3,966     2,538     3,304       244 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    3,173       438       214     2,046      -214         0     1,214        55         0       214         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      39.4       5.9      46.1       4.8       0.7       3.7       1.6       1.1       1.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        19         4         8         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   691,479                :
: Positions                                                                                                    :
:  539,140   157,190    20,558   435,074    58,481        85    15,883     3,938    52,205     1,438     8,282 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:  -37,824    12,759     1,883   -37,039    -5,538         0    -2,825       759     7,265       545      -663 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      22.7       3.0      62.9       8.5       0.0       2.3       0.6       7.5       0.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       31        20         .        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   276,597                :
: Positions                                                                                                    :
:  257,214   161,983     2,783    79,201     7,166     1,527     2,782     1,019         0    13,437        60 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    6,839      -827     1,802     8,565    -2,057     1,317         0      -610         0      -148        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      58.6       1.0      28.6       2.6       0.6       1.0       0.4       0.0       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       31        26         .         5         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   280,156                :
: Positions                                                                                                    :
:  254,504   153,786     9,611   104,671     3,063       553       193     5,161         0     4,724     1,834 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,497     2,765         0       982       289       553    -2,049     2,203         0        27         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      54.9       3.4      37.4       1.1       0.2       0.1       1.8       0.0       1.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       34        29         .        10         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   124,204                :
: Positions                                                                                                    :
:  110,015    76,252       496    31,759     3,476       872       412     4,272         0       341         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      107    -2,920      -712     1,223       236    -1,506       412       204         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      61.4       0.4      25.6       2.8       0.7       0.3       3.4       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        14         .         7         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   117,948                :
: Positions                                                                                                    :
:   90,964    92,381     4,970     3,998     6,661         0     2,671     4,355       252       163       498 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,034     1,479      -214    -1,005       759         0      -152        18        22        30        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      78.3       4.2       3.4       5.6       0.0       2.3       3.7       0.2       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        18         4         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    20,513                :
: Positions                                                                                                    :
:   17,101    14,793     1,180     3,848         0         0         0         0         0     1,176         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -992         0         0       240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      72.1       5.8      18.8       0.0       0.0       0.0       0.0       0.0       5.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        10         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    92,073                :
: Positions                                                                                                    :
:   76,001    40,329     2,684    39,600       200     1,330     1,157     2,221         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -541      -738         0         0         0       428      -214        29         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      43.8       2.9      43.0       0.2       1.4       1.3       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   202,899                :
: Positions                                                                                                    :
:  155,775    79,015    34,666   115,574     1,049         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -113      -401     1,722      -580       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      38.9      17.1      57.0       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        12         .         9         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    86,594                :
: Positions                                                                                                    :
:   52,159    57,430    19,904    23,001     1,073         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      882      -151         0        31       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      66.3      23.0      26.6       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   342,672                :
: Positions                                                                                                    :
:  288,136   141,008    42,260   189,979     3,517         0       686         0         0     1,117        62 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   11,988     7,766      -372     2,499       667         0        62         0         0     1,117        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      41.1      12.3      55.4       1.0       0.0       0.2       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       37        25         4        10         6         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    83,544                :
: Positions                                                                                                    :
:   64,753    47,342     2,645     7,225     7,176         0     5,344     2,710         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      686    -3,750         0      -152       111         0        56       -54         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      56.7       3.2       8.6       8.6       0.0       6.4       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    72,657                :
: Positions                                                                                                    :
:   34,828    46,364    21,951     9,730     6,598     1,484       398     1,835         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      695      -334       275         0       967      -579       398       349         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      63.8      30.2      13.4       9.1       2.0       0.5       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         5         6         .         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   112,835                :
: Positions                                                                                                    :
:   79,665    73,722    10,725    32,190       364    11,927         0     1,116     2,666         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   14,099    21,861       105        93         0     2,000         0       248     1,674      -651         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      65.3       9.5      28.5       0.3      10.6       0.0       1.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       16        28         .         .         .         .         0         .         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   104,208                :
: Positions                                                                                                    :
:   73,193    95,967     9,130     1,292     1,393    13,021         0     1,536     3,147     1,272       267 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   22,988    28,030      -174       620     1,197     2,000         0       248     2,267    -1,647       -97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      92.1       8.8       1.2       1.3      12.5       0.0       1.5       3.0       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       29        37         4         .         .         5         0         .         6         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    58,086                :
: Positions                                                                                                    :
:   56,337    47,057       724     2,444         0         0         0         0         0     6,635         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      851       423         0       -31         0         0         0         0         0       279         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      81.0       1.2       4.2       0.0       0.0       0.0       0.0       0.0      11.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        19         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   162,431                :
: Positions                                                                                                    :
:  132,038   120,560    12,413    14,947     8,539         0         0         0         0     8,558       152 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -253    -1,472      -152       911      -124    -2,267         0      -453         0     1,770       152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      74.2       7.6       9.2       5.3       0.0       0.0       0.0       0.0       5.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       28        29         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    64,597                :
: Positions                                                                                                    :
:   49,558    43,980       133     7,095     2,467         0     3,167     1,560     1,712         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      621     1,417         0      -422       211         0       686      -174         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      68.1       0.2      11.0       3.8       0.0       4.9       2.4       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   125,569                :
: Positions                                                                                                    :
:  101,317    71,996     5,996    30,580     8,068         0     5,043     2,270         0       434         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,508     3,508         0       732         0         0        70      -144         0       124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      57.3       4.8      24.4       6.4       0.0       4.0       1.8       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        22         .         4         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    73,860                :
: Positions                                                                                                    :
:   55,415    58,373     2,083         0     7,077     1,081     1,334     1,118         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    1,559        95      -628         0         0    -1,315       600       230         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      79.0       2.8       0.0       9.6       1.5       1.8       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        15         .         0         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   104,349                :
: Positions                                                                                                    :
:   58,590    84,045    37,539     1,011       518     1,247         0       642         0    15,794         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   -4,504      -243     2,934       214      -214       240         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      80.5      36.0       1.0       0.5       1.2       0.0       0.6       0.0      15.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         8         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   108,920                :
: Positions                                                                                                    :
:   96,673    96,392     2,490         0       734       282         0     1,269         0     8,159         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,576     2,771         0         0         0      -766         0       174         0       123       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      88.5       2.3       0.0       0.7       0.3       0.0       1.2       0.0       7.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       19        15         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   214,633                :
: Positions                                                                                                    :
:  172,844    66,901     9,812   117,151     9,408     3,781    11,234     3,833       217         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,437     3,157         0       587       519       963       -16       330       217      -248         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      31.2       4.6      54.6       4.4       1.8       5.2       1.8       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        21         .        10         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    21,210                :
: Positions                                                                                                    :
:   18,612    15,963         0     4,093         0         0         0         0       364       865         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,149     2,423         0         0         0         0         0         0       -62        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      75.3       0.0      19.3       0.0       0.0       0.0       0.0       1.7       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         0         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    44,941                :
: Positions                                                                                                    :
:   26,226    40,243    15,045     3,166       370       228       248       392         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      -88       434         0       403         0       228       -20        20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      89.5      33.5       7.0       0.8       0.5       0.6       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   284,778                :
: Positions                                                                                                    :
:  222,974   187,548    24,996    63,150    13,825     1,354       248     2,650         0    12,751       808 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    2,275    10,046         0    -2,490       961        60         0         0         0       -92         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      65.9       8.8      22.2       4.9       0.5       0.1       0.9       0.0       4.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       35        29         .         7         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   118,673                :
: Positions                                                                                                    :
:  100,972    79,840     6,805    28,149     7,072         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    4,371       110        65     4,842     1,923         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      67.3       5.7      23.7       6.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        14         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    99,667                :
: Positions                                                                                                    :
:   47,405    80,125    37,753    11,146     4,270         0         0         0     1,712         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      -93     2,471       456      -400         0         0         0         0     1,712         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      80.4      37.9      11.2       4.3       0.0       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        14         7         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    96,435                :
: Positions                                                                                                    :
:   73,446    66,509    10,092    18,082     5,291         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    7,043     2,278         0     1,785       582         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      69.0      10.5      18.8       5.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        12         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    37,692                :
: Positions                                                                                                    :
:   35,204    35,381     1,400       696         0         0         0         0         0       733         0 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -724       -62         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      93.9       3.7       1.8       0.0       0.0       0.0       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        15         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 1,002,954                :
: Positions                                                                                                    :
:  118,529   123,335   230,809    15,062    40,124   206,850   285,461   179,594    35,811   191,931   125,644 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    1,031    -2,519     7,964     1,900      -351    -6,727     4,667    -4,277     3,236    -4,259     1,844 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      12.3      23.0       1.5       4.0      20.6      28.5      17.9       3.6      19.1      12.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   282                     :
:       32        28        24         7        22        52        72        73        36        47        57 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 1,012,775                :
: Positions                                                                                                    :
:  159,885   154,395    42,196    84,477   384,885    37,962    40,168   139,138    50,301    12,766   192,319 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:    8,161     4,965    -1,473      -255    12,090     5,923    10,554     6,696     1,780    -1,003     7,828 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      15.2       4.2       8.3      38.0       3.7       4.0      13.7       5.0       1.3      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   128                     :
:       32        32         6        15        21        13        21        27        24        14        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   405,309                :
: Positions                                                                                                    :
:   62,737    50,923    10,318    79,087    57,689    94,422    15,763    37,175    98,799   117,650    37,960 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   -4,713    -3,431     1,245     9,655   -14,963    -3,177    -7,693    -3,022      -747    -7,415    -6,006 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.5      12.6       2.5      19.5      14.2      23.3       3.9       9.2      24.4      29.0       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       19        19         .        10        12         6         6         9         9        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    92,621                :
: Positions                                                                                                    :
:   11,329    15,195    23,731     2,951    22,454    10,215     4,343     6,260     4,265    27,321     9,519 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   -5,589    -1,578     1,777    -1,558    -3,973    -9,994   -17,133    -1,118    -7,461    -1,490    -2,956 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      16.4      25.6       3.2      24.2      11.0       4.7       6.8       4.6      29.5      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        9         9         8         .        10         4         4         7         5         8         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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 1,673,120                :
: Positions                                                                                                    :
:  449,318   224,294    73,827   935,030   222,467   106,626    63,757   125,791   588,501    16,393    50,553 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:  -22,464   -10,518     8,627   -67,056   -26,247   -25,295   -18,443       157   -55,265       513    -9,107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      13.4       4.4      55.9      13.3       6.4       3.8       7.5      35.2       1.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       32        29         5        16        20        14         7        14        19         .        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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   566,532                :
: Positions                                                                                                    :
:  122,153   103,898   176,315    98,878   117,027    22,618    64,807    41,060    21,493    75,270    62,116 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:  -11,829    -7,048       981    23,346   -36,986     4,219   -35,570    -9,649       912    15,304   -24,579 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      18.3      31.1      17.5      20.7       4.0      11.4       7.2       3.8      13.3      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       19        16        12         7        15         8         9         9         6        11        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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     9,114                :
: Positions                                                                                                    :
:    7,438     4,311       777     3,967       648         0         0         0       161        38        30 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -865      -961       -87        19         0         0         0         0      -114      -124        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      47.3       8.5      43.5       7.1       0.0       0.0       0.0       1.8       0.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        10         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    70,867                :
: Positions                                                                                                    :
:   57,568    51,029     5,757     6,151     4,256         0       300         0     1,351     7,507     1,289 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:      716       711       553      -340        25         0         0         0        82       943      -343 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      72.0       8.1       8.7       6.0       0.0       0.4       0.0       1.9      10.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       44        40         4         4         6         0         .         0         6         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    18,972                :
: Positions                                                                                                    :
:   15,432    11,396       702     3,558     1,213         0         0         0       613     2,298       256 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -603      -273       -26       120      -449         0         0         0      -141      -612       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      60.1       3.7      18.8       6.4       0.0       0.0       0.0       3.2      12.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        19         .         6         6         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 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    12,488                :
: Positions                                                                                                    :
:    9,179     5,886       647     3,001        33         0         0         0       130       923     2,379 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:   -1,106    -1,174      -127        84        33         0         0         0       -25      -322        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      47.1       5.2      24.0       0.3       0.0       0.0       0.0       1.0       7.4      19.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        18         .         4         .         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     9,393                :
: Positions                                                                                                    :
:    7,985     3,559       181     4,978       153         0         0         0       544       584        18 :
:                                                                                                              :
: Changes from:     February 24, 2015                                                                          :
:     -766      -333        58      -344         3         0         0         0       -41      -205         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      37.9       1.9      53.0       1.6       0.0       0.0       0.0       5.8       6.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 6, 2015