Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 4,099,721                :
: Positions                                                                                                    :
:2,256,033 1,075,585   318,075 1,435,451   364,392   295,302   122,555   357,385    12,167   271,461   458,439 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:   50,399   -25,637     9,018    24,477   -17,530   -25,272    -4,682    22,715   -21,817    21,249   -23,071 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      26.2       7.8      35.0       8.9       7.2       3.0       8.7       0.3       6.6      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      111        95        12        15        21        17        13        23        13        37        38 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 2,256,622                :
: Positions                                                                                                    :
:  259,259   271,426    46,694   135,534   659,930    30,587   113,033   557,662   189,253     5,806   512,764 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    6,724     4,708    -9,871     6,810    12,657      -301    -1,470    42,129    14,171       796    27,080 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.5      12.0       2.1       6.0      29.2       1.4       5.0      24.7       8.4       0.3      22.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       32        38        10         7        17        11         9        20        17         8        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   258,798                :
: Positions                                                                                                    :
:  168,095   207,677    45,151    20,127    13,439    12,138     7,889     3,835     1,692         0       676 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    4,502    17,329     4,268       -31    -3,376     5,293    -1,229      -513     1,048    -1,434       366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      80.2      17.4       7.8       5.2       4.7       3.0       1.5       0.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       30        27         6         .         .         6         .         6         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   118,195                :
: Positions                                                                                                    :
:   95,819    93,932     4,445    12,513     2,737     9,471         0     1,678         0     4,704       465 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    9,657     3,371         0       957      -368    -3,680         0       246      -492       853      -670 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      79.5       3.8      10.6       2.3       8.0       0.0       1.4       0.0       4.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        25         .         5         7         4         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   227,087                :
: Positions                                                                                                    :
:  196,400    67,007     6,523   126,902     9,930     3,120     8,119     2,720         0     2,824        62 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:     -777      -147     1,250     1,280    -1,914     1,509        72      -478         0      -591      -248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      29.5       2.9      55.9       4.4       1.4       3.6       1.2       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        17         .        11         7         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   717,514                :
: Positions                                                                                                    :
:  563,884   188,792    27,164   460,238    49,377         0       300     4,667    57,558       561     7,421 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    7,671      -256      -180     1,402      -279         0      -313      -160    -7,536      -330         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      26.3       3.8      64.1       6.9       0.0       0.0       0.7       8.0       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       33        23         4        10        13         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   316,378                :
: Positions                                                                                                    :
:  299,856   166,800     1,260   116,419     5,180       492     3,837     3,064         0    12,914         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    4,708      -600      -214     3,497       -64      -116       342       550         0       440         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      52.7       0.4      36.8       1.6       0.2       1.2       1.0       0.0       4.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       32        26         .         8         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   254,728                :
: Positions                                                                                                    :
:  207,411   149,217    21,995    79,450     9,247         0     2,233     5,467         0     1,827     1,375 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    6,186     5,614      -186        31       186         0       884        95         0      -496         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      58.6       8.6      31.2       3.6       0.0       0.9       2.1       0.0       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        32         .         9         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   106,440                :
: Positions                                                                                                    :
:   91,526    65,698     2,218    30,652     1,355     2,449         0     3,081         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:     -687      -764       -62     1,127         0       581      -147      -244         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      61.7       2.1      28.8       1.3       2.3       0.0       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        15         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   110,652                :
: Positions                                                                                                    :
:   86,732    83,862     6,886     5,541     4,469       997     4,005     2,242         0     3,944     1,496 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    4,392     1,773      -262       -62     1,520       124         0         0         0     2,653      -128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      75.8       6.2       5.0       4.0       0.9       3.6       2.0       0.0       3.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        22         4         .         .         .         .         .         0         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2015     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    22,095                :
: Positions                                                                                                    :
:   21,552     9,498         0    10,687         0         0       248         0         0     1,422         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.5      43.0       0.0      48.4       0.0       0.0       1.1       0.0       0.0       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         7         0         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    84,386                :
: Positions                                                                                                    :
:   69,115    29,727     2,684    39,162       146     1,286     2,370     1,349         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,430     2,843         0         0         0       246      -195        72         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      35.2       3.2      46.4       0.2       1.5       2.8       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   193,475                :
: Positions                                                                                                    :
:  142,815    86,587    38,503    93,569     5,061         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    5,626     6,378       604       220         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      44.8      19.9      48.4       2.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        13         4         7         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    91,754                :
: Positions                                                                                                    :
:   65,455    60,609    16,152    23,502        21         0         0         0       310         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:   -1,209      -341         0    -1,356      -744         0         0         0       310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      66.1      17.6      25.6       0.0       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   348,549                :
: Positions                                                                                                    :
:  276,677   149,520    52,137   187,321     4,503     2,304         0         0     1,916     1,057         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,082     3,075       544     2,717       -57     1,824         0         0        31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      42.9      15.0      53.7       1.3       0.7       0.0       0.0       0.5       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       40        27         .        11         5         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2015     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    83,144                :
: Positions                                                                                                    :
:   66,111    53,451       646     7,041     6,774     1,319     4,284     2,824         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    4,945     1,341         0       183       548        59     1,925      -244         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      64.3       0.8       8.5       8.1       1.6       5.2       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        13         .         6         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is    21,483                :
: Positions                                                                                                    :
:   17,137    19,376     1,501       178        62         0       341         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      90.2       7.0       0.8       0.3       0.0       1.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    76,033                :
: Positions                                                                                                    :
:   33,052    57,661    31,072     6,170     6,205       960     1,807     1,512         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,939        92      -550     1,044       736    -1,356       792       381         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      75.8      40.9       8.1       8.2       1.3       2.4       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        10         7         4         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    90,258                :
: Positions                                                                                                    :
:   66,363    66,104     9,951    18,389     2,289     9,517         0       496         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      73.2      11.0      20.4       2.5      10.5       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14         9         .         5         .         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    82,587                :
: Positions                                                                                                    :
:   54,680    75,622    14,734       374     1,200     6,494         0     2,601       930       391         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    9,594    17,595     4,774       374       990     1,330    -1,955     2,601         0        31         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      91.6      17.8       0.5       1.5       7.9       0.0       3.1       1.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       19        23         6         .         4         4         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    62,432                :
: Positions                                                                                                    :
:   61,974    54,743         0       736         0         0         0         0         0     4,892         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    3,596     3,379         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      87.7       0.0       1.2       0.0       0.0       0.0       0.0       0.0       7.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        24         0         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   170,304                :
: Positions                                                                                                    :
:  140,936   126,561    10,054    14,938     8,074       527         0       820         0    11,366        62 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    1,854     3,009      -155       397      -428       242         0      -373         0      -245        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      74.3       5.9       8.8       4.7       0.3       0.0       0.5       0.0       6.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        25         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    30,615                :
: Positions                                                                                                    :
:   26,671    27,974       781         0     1,637         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,243     2,707       217         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      91.4       2.6       0.0       5.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   109,630                :
: Positions                                                                                                    :
:   82,406    65,531     5,740    22,008     9,879         0     2,027     4,028         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:       93      -534         0       186         0         0       809       -66         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      59.8       5.2      20.1       9.0       0.0       1.8       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        18         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    84,165                :
: Positions                                                                                                    :
:   55,895    75,934    14,137         0     1,466     1,144         0       932         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    1,821       243      -558         0         0        35       -27       -33         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      90.2      16.8       0.0       1.7       1.4       0.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    95,857                :
: Positions                                                                                                    :
:   58,801    70,479    28,817     4,760     1,418       884       382       459         0    16,493         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    1,082     1,424        62         0         0         0         0         0         0       213         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      73.5      30.1       5.0       1.5       0.9       0.4       0.5       0.0      17.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        15         7         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2015     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    22,653                :
: Positions                                                                                                    :
:   19,214    18,447     2,448     2,557         0       620         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      81.4      10.8      11.3       0.0       2.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        15         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   114,136                :
: Positions                                                                                                    :
:  101,418    96,615     3,100       525       124         0     5,127       611        47     6,895       660 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,305     2,402       372       525      -372      -515       816       478        47    -1,954       660 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      84.6       2.7       0.5       0.1       0.0       4.5       0.5       0.0       6.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   183,160                :
: Positions                                                                                                    :
:  144,672    50,451    10,237   103,280     7,015     1,930    13,305     3,593       489       892       620 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:     -531    -1,669         0       162       428       -60       158       459        88         0       620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      27.5       5.6      56.4       3.8       1.1       7.3       2.0       0.3       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        19         .         8         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2015     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    15,282                :
: Positions                                                                                                    :
:    8,766    11,057       837     2,266       368     4,796         0         0         0     1,104         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      72.4       5.5      14.8       2.4      31.4       0.0       0.0       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    28,880                :
: Positions                                                                                                    :
:   20,977    21,606     4,029     2,448       300     2,648     3,312       372        37         0       180 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    4,090     7,161     1,531      -300       238       868         0      -868        37         0       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      74.8      14.0       8.5       1.0       9.2      11.5       1.3       0.1       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        14         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    52,659                :
: Positions                                                                                                    :
:   34,584    48,245    13,896         0     1,926         0         0         0         0     1,940         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,784     3,466     2,508        -4         4         0         0         0         0     1,550         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      91.6      26.4       0.0       3.7       0.0       0.0       0.0       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         4         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   253,470                :
: Positions                                                                                                    :
:  208,017   167,902    27,236    63,379     6,087       914       651     1,955     2,044     7,801       970 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,854     1,656         0      -601        78         0       124         0      -971         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      66.2      10.7      25.0       2.4       0.4       0.3       0.8       0.8       3.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       35        28         .         6         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   111,851                :
: Positions                                                                                                    :
:   94,058    82,025     9,515    22,834     5,828         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    1,855     1,764        31       214       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      73.3       8.5      20.4       5.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        21         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    81,056                :
: Positions                                                                                                    :
:   39,208    58,583    28,864     5,798     6,276         0         0         0       984         0         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    3,569     3,114         0         0       428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      72.3      35.6       7.2       7.7       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        16         8         .         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    91,512                :
: Positions                                                                                                    :
:   69,215    54,645     5,890    26,757     6,926         0         0         0         0       887         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,396     1,820         0       276       124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      59.7       6.4      29.2       7.6       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        15         .         4         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 1,089,330                :
: Positions                                                                                                    :
:  132,701   147,967   220,221    13,109    53,400   213,121   348,654   202,212    62,104   154,259   133,067 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:      -73     9,284    -4,657      -150     5,024    -1,732    -4,797     1,301     7,235    -1,499   -14,694 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      13.6      20.2       1.2       4.9      19.6      32.0      18.6       5.7      14.2      12.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   291                     :
:       34        28        23         7        24        51        74        78        36        52        68 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   983,566                :
: Positions                                                                                                    :
:  136,278   143,654    45,574    55,444   374,671    25,002    28,134   159,807    49,815    31,040   186,349 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    3,064     4,577       802    -3,444    19,244     1,885     6,205    18,422     5,487     3,647    13,274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9      14.6       4.6       5.6      38.1       2.5       2.9      16.2       5.1       3.2      18.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   137                     :
:       34        30         6        14        20        19        19        31        23        19        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   415,835                :
: Positions                                                                                                    :
:   67,784    66,318    12,708    52,061    58,986   120,733    20,781    30,850    93,730   153,672    25,449 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    2,413     3,444     1,042    -8,086     6,914      -835     3,817     1,414     6,870     9,949    -1,343 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.3      15.9       3.1      12.5      14.2      29.0       5.0       7.4      22.5      37.0       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       20        23         .         9        12         7         5         9        11        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   104,912                :
: Positions                                                                                                    :
:   14,831    19,144    18,914     8,231    27,154     5,492     4,644     8,466    13,631    22,475     8,705 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    1,873       -24       538       186     1,104        54      -268       930      -955        82       256 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1      18.2      18.0       7.8      25.9       5.2       4.4       8.1      13.0      21.4       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        7         7         6         4        10         5         .         8         8         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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 1,736,324                :
: Positions                                                                                                    :
:  515,336   277,761    78,927 1,061,889   169,027   131,415    30,742   108,706   647,440    17,002    41,030 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:   -1,382     6,567     7,197    14,751    -4,527     1,248     3,431    -1,650    18,206    -1,222       779 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      16.0       4.5      61.2       9.7       7.6       1.8       6.3      37.3       1.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   106                     :
:       36        35         4        17        20        13         5        13        16         5        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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   526,677                :
: Positions                                                                                                    :
:  120,019    89,853   185,898   147,787    81,810    10,567    61,081    34,780    39,683    59,219    49,758 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:    1,446      -811    -1,221    -6,993     4,275    -2,382     3,369     1,492    -1,806     1,110     1,495 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.8      17.1      35.3      28.1      15.5       2.0      11.6       6.6       7.5      11.2       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       20        20        12         7        14         6        13        15        10        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    17,032                :
: Positions                                                                                                    :
:   14,751    11,992       886     3,912       875         0         0         0       340       102         2 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:      339       532       146        31       419         0         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      70.4       5.2      23.0       5.1       0.0       0.0       0.0       2.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        19         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    74,127                :
: Positions                                                                                                    :
:   59,220    53,911     8,148     6,208     3,774         0     2,341         0       928     6,241       850 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:      875     1,080        -6      -135       -40         0         0         0       -38      -126       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      72.7      11.0       8.4       5.1       0.0       3.2       0.0       1.3       8.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       42        38         4         5         9         0         .         0         4         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2015     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    20,013                :
: Positions                                                                                                    :
:   16,584    14,068     1,374     3,855     1,765         0       138         0         0        50         0 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:      105       -15      -150       -30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      70.3       6.9      19.3       8.8       0.0       0.7       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        14         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 2015     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    28,150                :
: Positions                                                                                                    :
:   20,487    17,268     2,085     3,152     1,542     1,860       456         0       750     4,452       917 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:      966       203      -140       430       233         0         0         0       -10       213        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      61.3       7.4      11.2       5.5       6.6       1.6       0.0       2.7      15.8       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        26         4         5         7         .         .         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    11,376                :
: Positions                                                                                                    :
:    9,469     4,378       577     4,030       160         0         0         0       145     1,642       966 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:     -193       330        95       177         0         0         0         0         0      -630         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      38.5       5.1      35.4       1.4       0.0       0.0       0.0       1.3      14.4       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        16         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 23, 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    10,858                :
: Positions                                                                                                    :
:    9,041     4,472       457     5,154       258         0         0         0         0       637       143 :
:                                                                                                              :
: Changes from:     June 16, 2015                                                                              :
:      255       267         0         0         0         0         0         0         0        44        92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      41.2       4.2      47.5       2.4       0.0       0.0       0.0       0.0       5.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        14         .         6         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated June 26, 2015