Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 4,085,875                :
: Positions                                                                                                    :
:2,200,400 1,059,600   227,183 1,531,498   383,420   332,510   116,941   367,850   121,062   194,461   415,870 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:   90,289    47,591    -9,271    68,604   -19,261    26,171      -179     9,009     9,199       570    26,455 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      25.9       5.6      37.5       9.4       8.1       2.9       9.0       3.0       4.8      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      113        94        12        14        21        16        14        22        26        24        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 2,224,273                :
: Positions                                                                                                    :
:  256,144   280,274    61,955   133,663   680,364    23,256    97,958   504,124   187,750    17,101   510,274 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      681     1,775       688      -559       705    -1,275     1,418    26,992     3,907     1,079    22,364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.5      12.6       2.8       6.0      30.6       1.0       4.4      22.7       8.4       0.8      22.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       30        38        11         7        17         8        10        18        18         6        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   243,637                :
: Positions                                                                                                    :
:  162,247   193,862    38,551     9,024    16,809     4,280     7,853     5,184       888     3,868       678 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    6,478     1,953      -750     1,430       -68      -845       498       311      -215     3,044      -492 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      79.6      15.8       3.7       6.9       1.8       3.2       2.1       0.4       1.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       31        27         5         .         .         .         5         4         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   117,889                :
: Positions                                                                                                    :
:   89,140    97,748     5,595    10,629     2,393    12,880         0       954     1,350     2,898     1,259 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      795       690         0       433       947       487         0       319     1,350     1,014      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      82.9       4.7       9.0       2.0      10.9       0.0       0.8       1.1       2.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        24         .         4         6         5         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   232,814                :
: Positions                                                                                                    :
:  197,766    68,918    12,695   133,321     9,273         0     9,669     4,304       708     2,281        92 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,834    -2,869      -182     4,917       242      -982      -151       625       442      -879      -927 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      29.6       5.5      57.3       4.0       0.0       4.2       1.8       0.3       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        18         .        11         8         0         5         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   721,753                :
: Positions                                                                                                    :
:  555,017   195,545    22,681   446,922    55,922       215     3,088     5,582    68,101         0     6,952 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:   13,386     4,120     2,158    14,666    -2,603       215       156     1,402      -222    -2,238       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      27.1       3.1      61.9       7.7       0.0       0.4       0.8       9.4       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       34        23         .        10        13         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   310,466                :
: Positions                                                                                                    :
:  291,788   173,951     4,044   103,247     4,663       671     4,982     2,043         0    12,311         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    5,445     6,701       248     1,726        82      -488    -3,456       503         0       235         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      56.0       1.3      33.3       1.5       0.2       1.6       0.7       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        25         .         7         4         .         4         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   258,056                :
: Positions                                                                                                    :
:  209,091   145,966    24,222    88,001     7,218     1,150       966     5,035         0     2,627     1,285 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    7,303     7,380       -90      -358      -150        17      -682       646         0    -1,185       428 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      56.6       9.4      34.1       2.8       0.4       0.4       2.0       0.0       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       30        30         .         9         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 2015               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   109,709                :
: Positions                                                                                                    :
:   96,682    66,969     2,394    30,267     1,355     1,292       587     4,741         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    2,186      -893     2,394      -734         0    -2,122        21     1,201         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      61.0       2.2      27.6       1.2       1.2       0.5       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        17         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   108,335                :
: Positions                                                                                                    :
:   85,684    87,350     5,918     2,660     3,272         0     3,629     3,112       695     1,726     1,396 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,659     2,424       187       305        30         0      -117         0      -216      -217       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      80.6       5.5       2.5       3.0       0.0       3.3       2.9       0.6       1.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        23         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    86,876                :
: Positions                                                                                                    :
:   69,642    30,159     2,684    42,364       146     2,029     1,637     1,246         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,862       769         0      -214         0      -350       115      -182         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      34.7       3.1      48.8       0.2       2.3       1.9       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        11         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   190,429                :
: Positions                                                                                                    :
:  148,149    78,082    34,219   102,353     1,160         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    4,170     4,626       214    -1,216         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      41.0      18.0      53.7       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        14         .         8         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 2015               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    90,378                :
: Positions                                                                                                    :
:   63,641    60,328    16,840    23,813         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:     -276      -216         0       -60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      66.8      18.6      26.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 2015               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   348,488                :
: Positions                                                                                                    :
:  284,362   149,822    50,681   188,113     3,954       736         0         0       846         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,615    -1,569     1,271     4,105       152         0         0         0        30      -247         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      43.0      14.5      54.0       1.1       0.2       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       40        26         .        12         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    78,233                :
: Positions                                                                                                    :
:   59,056    47,127     4,266     6,682     6,731     2,163     3,978     2,918         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,224     2,846       213         4        61        28      -415       287         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      60.2       5.5       8.5       8.6       2.8       5.1       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        12         5         4         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    78,970                :
: Positions                                                                                                    :
:   37,607    55,886    29,283     6,646     5,529     1,685     2,261     1,610         0       759         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      826      -638       518       514       -30       180      -428       -89         0       180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      70.8      37.1       8.4       7.0       2.1       2.9       2.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10         7         7         .         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    79,948                :
: Positions                                                                                                    :
:   55,608    52,003     8,950    24,405       364    13,288         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      65.0      11.2      30.5       0.5      16.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    79,136                :
: Positions                                                                                                    :
:   54,313    66,084     8,580       621       589    12,374     1,333     1,178     1,023     8,246         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:     -112     6,812     1,816       404       496     5,700         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      83.5      10.8       0.8       0.7      15.6       1.7       1.5       1.3      10.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       19        18         4         .         .         .         .         .         .         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    60,986                :
: Positions                                                                                                    :
:   60,186    52,036         0       984         0         0         0         0       249     5,636        30 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    2,648     2,648         0         0         0         0         0         0       -30         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.7      85.3       0.0       1.6       0.0       0.0       0.0       0.0       0.4       9.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        21         0         .         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   166,232                :
: Positions                                                                                                    :
:  137,729   120,061    10,024    17,002     7,773     1,391         0       524         0    12,475         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    5,066      -122         0     2,784      -403       794         0      -147         0     1,129         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      72.2       6.0      10.2       4.7       0.8       0.0       0.3       0.0       7.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       27        26         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 2015               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    27,080                :
: Positions                                                                                                    :
:   23,735    24,224     1,024     1,228       270         0         0         0         0       682         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    2,635     3,086       -30         0        30         0      -240         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      89.5       3.8       4.5       1.0       0.0       0.0       0.0       0.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         9         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    58,730                :
: Positions                                                                                                    :
:   41,535    41,219       554     7,754     1,930         0       175     1,320     2,474         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      70.2       0.9      13.2       3.3       0.0       0.3       2.2       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   107,269                :
: Positions                                                                                                    :
:   79,095    62,023     7,187    22,034     9,928         0     3,864     3,702         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:   -2,466    -1,546         0      -428         0         0        90         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      57.8       6.7      20.5       9.3       0.0       3.6       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        18         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    82,376                :
: Positions                                                                                                    :
:   55,763    70,613    12,373         0     3,228         0       779       497         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      296     7,202     6,038         0    -1,130    -1,487      -244        -5         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      85.7      15.0       0.0       3.9       0.0       0.9       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        12         .         0         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   100,393                :
: Positions                                                                                                    :
:   57,797    78,371    29,799        30     2,170     1,004       304       549         0    15,511         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      166       173       618        30        31         0       304        30         0       396         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      78.1      29.7       0.0       2.2       1.0       0.3       0.5       0.0      15.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        12         7         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   108,650                :
: Positions                                                                                                    :
:   99,706    94,232     2,980         0       244       976     2,978       648         0     8,305         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    2,325     2,769       184         0      -184       475        28       165         0      -214         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      86.7       2.7       0.0       0.2       0.9       2.7       0.6       0.0       7.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        19         .         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   189,888                :
: Positions                                                                                                    :
:  153,084    46,375     8,576   110,321     6,711     2,115    17,572     2,680         0     1,918       155 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    5,557       965        90     3,695       -36      -640     1,249       368         0    -1,472       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      24.4       4.5      58.1       3.5       1.1       9.3       1.4       0.0       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        21         .         9         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    21,400                :
: Positions                                                                                                    :
:   18,155    17,995       440     1,720       180     1,580         0       310         0       587         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,290     2,760      -180         0       180     1,580      -340       310         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      84.1       2.1       8.0       0.8       7.4       0.0       1.4       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 2015               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    50,386                :
: Positions                                                                                                    :
:   34,732    44,794    12,616     3,889       403         0         0         0         0       465         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    4,080     1,902         0     2,148         0      -240         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      88.9      25.0       7.7       0.8       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   265,877                :
: Positions                                                                                                    :
:  219,093   168,452    26,247    75,044     7,125     1,858         0     1,955     1,681     8,500     1,086 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    2,545       103       923     3,181      -222      -147         0         0      -521      -304       550 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      63.4       9.9      28.2       2.7       0.7       0.0       0.7       0.6       3.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       36        30         .         6         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   116,068                :
: Positions                                                                                                    :
:   92,271    83,670    11,694    22,100     7,822         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    2,695     8,822     3,758       375      -342         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      72.1      10.1      19.0       6.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        20         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    84,629                :
: Positions                                                                                                    :
:   36,823    63,100    33,511     8,620     4,049         0         0         0     2,142         0         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,588       120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      74.6      39.6      10.2       4.8       0.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9        14         7         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    89,083                :
: Positions                                                                                                    :
:   64,203    52,156     7,340    25,189     6,719         0         0         0         0     1,008         0 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,523       840        92     2,731       122         0         0         0         0        61         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      58.5       8.2      28.3       7.5       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         4         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 1,061,067                :
: Positions                                                                                                    :
:  130,148   147,525   210,512    11,393    54,797   220,771   300,950   204,041    42,295   182,209   123,417 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:   -3,749     2,523   -13,007     1,262     8,345     6,124   -12,993    20,694     4,600     3,660    -8,595 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.3      13.9      19.8       1.1       5.2      20.8      28.4      19.2       4.0      17.2      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   288                     :
:       30        27        23         5        22        53        70        78        34        57        70 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   929,857                :
: Positions                                                                                                    :
:  137,336   147,158    41,431    67,801   357,280    26,943    25,733   127,390    54,405    21,157   178,716 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,120     4,481    -1,376       334     7,580     1,732     7,486     5,168     7,726    -3,095     4,021 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.8      15.8       4.5       7.3      38.4       2.9       2.8      13.7       5.9       2.3      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   136                     :
:       32        31         6        14        20        17        19        25        25        18        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   403,709                :
: Positions                                                                                                    :
:   63,388    50,659    10,245    69,598    50,403   119,942    18,827    30,893    93,538   146,842    29,126 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:     -903    -2,479       641    -4,638       628     3,861     3,939     1,479     4,351    11,705       993 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.7      12.5       2.5      17.2      12.5      29.7       4.7       7.7      23.2      36.4       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       19        22         .        11        12         7         5         8        13         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    98,110                :
: Positions                                                                                                    :
:   13,022    17,689    22,054     6,221    23,290     6,348     1,860     6,665    10,697    28,633     7,800 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      255       704     1,458       -74     1,933      -925    -1,672     2,133      -313     2,459       103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      18.0      22.5       6.3      23.7       6.5       1.9       6.8      10.9      29.2       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        9         8         7         4        11         .         4         7         6         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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 1,684,244                :
: Positions                                                                                                    :
:  491,114   243,058    95,671 1,047,817   155,785   110,455    32,636   109,938   634,516    18,869    40,659 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    6,890    19,641        49     9,633     1,782   -10,722    -5,085    27,010    22,401    -4,368       475 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.2      14.4       5.7      62.2       9.2       6.6       1.9       6.5      37.7       1.1       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       35        31         5        16        20        13         5        14        16         5        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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   541,922                :
: Positions                                                                                                    :
:  129,533    94,310   194,422   144,184    75,274    13,485    73,191    36,157    37,209    63,683    52,370 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    9,175     3,078       889    -4,337     2,183       212     1,586     1,932    -3,199     6,760     1,451 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      17.4      35.9      26.6      13.9       2.5      13.5       6.7       6.9      11.8       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       19        19        12         7        14         7        11        12        11        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    12,644                :
: Positions                                                                                                    :
:   10,845     7,711       462     4,075       550         0         0         0       506         0       156 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,192     1,481       150         0         0         0         0         0       139         0       -29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      61.0       3.7      32.2       4.3       0.0       0.0       0.0       4.0       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    66,997                :
: Positions                                                                                                    :
:   52,744    46,219     7,915     7,638     3,853         0     2,190         0     1,035     5,760       747 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    3,504     3,406       140      -250      -146         0       180         0       -61       242        27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      69.0      11.8      11.4       5.8       0.0       3.3       0.0       1.5       8.6       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       41        39         4         6         9         0         .         0         .         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    25,109                :
: Positions                                                                                                    :
:   17,990    15,740     1,649     3,179     1,087     1,860       366         0       781     3,080     1,251 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:    1,614     1,530       214       -45       -97       180         0         0       -89       365        73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      62.7       6.6      12.7       4.3       7.4       1.5       0.0       3.1      12.3       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        21         .         6         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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    11,988                :
: Positions                                                                                                    :
:   10,012     4,465       645     3,922       170         0         0         0       205     2,346       896 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      100       -20         0       -25         0         0         0         0        10       180       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      37.2       5.4      32.7       1.4       0.0       0.0       0.0       1.7      19.6       7.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        16         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 19, 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     9,461                :
: Positions                                                                                                    :
:    7,941     3,383       522     5,081       225         0         0         0         0       463        69 :
:                                                                                                              :
: Changes from:     May 12, 2015                                                                               :
:      -48       -60        15        81       -13         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      35.8       5.5      53.7       2.4       0.0       0.0       0.0       0.0       4.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         5         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated May 22, 2015