Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,019,452                :
: Positions                                                                                                    :
:2,319,627 1,055,513   366,425 1,536,002   330,300   260,901    82,269   296,749    31,221   328,562   382,441 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   -2,122   -92,274    11,991    53,086    -6,472    -7,183     9,616    14,387    -1,991    32,010    -7,640 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      26.3       9.1      38.2       8.2       6.5       2.0       7.4       0.8       8.2       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   238                     :
:      115        92        12        16        23        17        15        25        20        32        39 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 2,494,149                :
: Positions                                                                                                    :
:  310,429   262,065    71,446   134,375   781,168    57,521    80,897   678,534    72,083    33,092   513,283 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    6,832        55   -28,149    -3,975       108    31,790   -49,077    70,412   -35,098    27,345   -11,647 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.4      10.5       2.9       5.4      31.3       2.3       3.2      27.2       2.9       1.3      20.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       34        34         9        10        18         9         8        16        12        15        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   231,686                :
: Positions                                                                                                    :
:  171,301   190,778    25,775    17,997    10,631     7,213       246     2,377         0     3,780        30 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    5,804     2,003     1,355     2,464      -100      -533       -60     1,095    -1,687    -1,153        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      82.3      11.1       7.8       4.6       3.1       0.1       1.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        26         6         4         7         4         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   113,117                :
: Positions                                                                                                    :
:   99,839    86,777       643    20,981       804     4,421         0     1,005         0       111     1,100 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    4,363     3,102      -342     1,935       -74        80         0      -158         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      76.7       0.6      18.5       0.7       3.9       0.0       0.9       0.0       0.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        25         .         5         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   215,673                :
: Positions                                                                                                    :
:  192,199    65,399     1,484   121,581    10,609        96     5,939     3,301         0       372         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    9,714      -872      -180    13,152      -859      -119    -2,216     1,114         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      30.3       0.7      56.4       4.9       0.0       2.8       1.5       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        19         .        13         8         .         4         4         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   627,843                :
: Positions                                                                                                    :
:  538,816   208,913    22,715   351,247    53,562       772     1,593     5,775       913     2,928       180 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    8,694     3,633      -883    -5,223     1,799    -1,282       929       511    -4,001     1,935    -1,230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      33.3       3.6      55.9       8.5       0.1       0.3       0.9       0.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       39        26         4        10        13         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   334,585                :
: Positions                                                                                                    :
:  302,680   184,300     6,637   133,123     3,421       279     1,195     5,194     8,746     2,306       364 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   -1,741    -2,815      -246     1,012       -90       279    -1,008     1,269       276       422       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      55.1       2.0      39.8       1.0       0.1       0.4       1.6       2.6       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       31        29         .         9         4         .         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   229,915                :
: Positions                                                                                                    :
:  187,777   142,518    20,834    68,431     9,535     2,155       446     2,576         0     1,066     1,606 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    4,483     7,306       947      -480       -57       179      -213       202         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      62.0       9.1      29.8       4.1       0.9       0.2       1.1       0.0       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        32         .         9         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   108,151                :
: Positions                                                                                                    :
:   94,430    61,175     3,570    32,481     1,311         0     5,040     1,374         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,481      -229       764       478       275         0     1,898      -982         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      56.6       3.3      30.0       1.2       0.0       4.7       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        18         4         5         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   102,552                :
: Positions                                                                                                    :
:   82,350    77,934     8,065     5,778     4,781         0       591         0       647     4,583     1,980 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    7,789     4,337       581       -31      -260         0         0         0      -152     2,956    -2,423 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      76.0       7.9       5.6       4.7       0.0       0.6       0.0       0.6       4.5       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        20         4         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    24,652                :
: Positions                                                                                                    :
:   20,957    13,479         0     7,668     1,464         0     1,530         0     1,530       210         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    3,270     2,370         0      -120         0         0       930         0       -60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      54.7       0.0      31.1       5.9       0.0       6.2       0.0       6.2       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         9         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    74,067                :
: Positions                                                                                                    :
:   60,409    29,927     3,045    27,508       665     2,164     2,461       732         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:     -625       449       121      -174       519       -72      -318        81         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      40.4       4.1      37.1       0.9       2.9       3.3       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         9         .         7         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   178,036                :
: Positions                                                                                                    :
:  130,809    79,667    36,549    85,198     4,570         0     2,996         0         0       240         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:     -778        92         0      -568         0         0         0         0         0       240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      44.7      20.5      47.9       2.6       0.0       1.7       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        13         4         8         7         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    94,619                :
: Positions                                                                                                    :
:   72,646    56,988    13,401    34,283       102         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:     -330       940       632      -936      -200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      60.2      14.2      36.2       0.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV   2500 mmbtu                                                   :
CFTC Code #0233A2                                                    Open Interest is    18,489                :
: Positions                                                                                                    :
:   16,197    13,935       527     4,000         0         0         0         0       668         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:      750     1,382         0        30         0      -270         0         0       420         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      75.4       2.9      21.6       0.0       0.0       0.0       0.0       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        16         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   355,181                :
: Positions                                                                                                    :
:  264,174   177,260    69,181   153,874     9,114         0         0         0       420       561     3,980 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   -1,100     1,337     2,732     1,564      -753         0       -82      -720         0      -809        86 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      49.9      19.5      43.3       2.6       0.0       0.0       0.0       0.1       0.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       39        28         4        10         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    67,547                :
: Positions                                                                                                    :
:   51,175    37,693         0    10,972     4,200     3,421     2,192     1,302         0       720         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   -1,089      -772         0      -364        -1       480       838      -197         0       720         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      55.8       0.0      16.2       6.2       5.1       3.2       1.9       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         0         6         6         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                    :
CFTC Code #0233A8                                                    Open Interest is    62,561                :
: Positions                                                                                                    :
:   25,223    33,807    27,237    15,086     5,283         0     2,626     1,026         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,608       -87     1,778     2,504      -543         0     1,946       364         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.3      54.0      43.5      24.1       8.4       0.0       4.2       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8         8         6         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is    92,854                :
: Positions                                                                                                    :
:   67,720    73,503    12,975     7,387     3,618         0     1,278     2,022     4,470     4,170         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   17,534    20,838     5,878       180       634      -522     1,278       522     4,110     4,170         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      79.2      14.0       8.0       3.9       0.0       1.4       2.2       4.8       4.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       18        22         7         .         5         0         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   127,952                :
: Positions                                                                                                    :
:  104,001   109,929     7,903       158     1,953       959     6,957     2,041     8,682     5,069       403 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   17,928    21,561     4,263       158       837       -25     1,440       205     3,892     3,767       403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      85.9       6.2       0.1       1.5       0.7       5.4       1.6       6.8       4.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       26        32         7         .         4         .         4         .         9         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    85,970                :
: Positions                                                                                                    :
:   85,090    83,549         0         0         0         0         0       240         0     1,258         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    5,640     5,584         0      -302         0         0         0       240         0       390         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.0      97.2       0.0       0.0       0.0       0.0       0.0       0.3       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        24         0         0         0         0         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   217,363                :
: Positions                                                                                                    :
:  176,242   161,074    12,732    32,568    12,890     4,952         0     1,480         0       120       248 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    3,968     1,787      -516        62       151       640         0        78         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      74.1       5.9      15.0       5.9       2.3       0.0       0.7       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       32        31         .         4         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    22,075                :
: Positions                                                                                                    :
:   20,484    18,122         0       667       309         0         0         0         0     1,109        31 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    2,646     1,861         0       -90        30         0         0         0         0       510         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      82.1       0.0       3.0       1.4       0.0       0.0       0.0       0.0       5.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         0         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                      :
CFTC Code #0233AY                                                    Open Interest is    57,654                :
: Positions                                                                                                    :
:   36,568    42,988       335     4,836     3,634     2,790       483     1,173         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   -1,965    -1,928       180        90      -180        67         0       251         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      74.6       0.6       8.4       6.3       4.8       0.8       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is    99,628                :
: Positions                                                                                                    :
:   74,106    50,151     2,578    17,053    13,402       442     3,066     2,967         0     5,008         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,776        -3      -580      -209        59    -1,110       712       304         0      -984         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      50.3       2.6      17.1      13.5       0.4       3.1       3.0       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        19         .         6         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is   107,339                :
: Positions                                                                                                    :
:   76,875    97,854     9,638       288     6,339     2,338         0     1,180     2,214         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:     -276     2,560      -334         0       501       160         0        73       245    -2,440       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      91.2       9.0       0.3       5.9       2.2       0.0       1.1       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        18         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is   113,794                :
: Positions                                                                                                    :
:   81,480   106,936    25,528     3,940       181         0         0         0     2,568         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    4,369     1,803      -120         0         0         0         0         0    -2,996         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      94.0      22.4       3.5       0.2       0.0       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         6         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   110,928                :
: Positions                                                                                                    :
:   98,820   104,873     3,224         0         0       181     2,051     1,629         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:      195     1,554         0         0         0       181       869     1,139         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      94.5       2.9       0.0       0.0       0.2       1.8       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        18         .         0         0         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   170,548                :
: Positions                                                                                                    :
:  134,735    54,781    12,580    85,675     5,857       502    15,523     2,412         0       210         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,565     1,876       762       300      -468      -520      -474       475         0       210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      32.1       7.4      50.2       3.4       0.3       9.1       1.4       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        15         .         8         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                  :
CFTC Code #0233BQ                                                    Open Interest is    17,777                :
: Positions                                                                                                    :
:   16,823    10,925       504     3,650       240         0       775         0         0     1,674         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,200      -450      -450     1,170       240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      61.5       2.8      20.5       1.4       0.0       4.4       0.0       0.0       9.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    32,112                :
: Positions                                                                                                    :
:   27,380    27,751     3,622     2,818         0       310         0         0       248     1,269         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    4,218     3,887         0       240         0         0         0         0         0       -90         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      86.4      11.3       8.8       0.0       1.0       0.0       0.0       0.8       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        15         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    50,157                :
: Positions                                                                                                    :
:   29,394    44,860    15,285         0     3,162         0         0         0       916       300         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    2,423     6,667     4,146         0       372         0         0         0       420       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      89.4      30.5       0.0       6.3       0.0       0.0       0.0       1.8       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        18         4         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   204,933                :
: Positions                                                                                                    :
:  157,906   126,806    32,201    59,259     5,895         0       102       450     1,002     5,324     1,195 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:     -392       503       598    -1,020       537      -146       102       266      -118       593       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      61.9      15.7      28.9       2.9       0.0       0.0       0.2       0.5       2.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       32        25         .         6         5         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is   101,585                :
: Positions                                                                                                    :
:   87,398    54,101     4,095    37,869     4,908         0         0         0       402         0       121 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,809     3,102       424      -163      -250         0         0         0       402         0       121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      53.3       4.0      37.3       4.8       0.0       0.0       0.0       0.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         6         5         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    75,277                :
: Positions                                                                                                    :
:   38,301    48,834    23,969    16,930     1,492         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      64.9      31.8      22.5       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        13         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    75,850                :
: Positions                                                                                                    :
:   55,628    39,668     3,729    27,017     7,503         0         0         0     1,926         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    2,651     3,260       242    -1,340       259         0         0         0       214         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      52.3       4.9      35.6       9.9       0.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        16         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV   2500 MM Btus                                              :
CFTC Code #0233DR                                                    Open Interest is    87,923                :
: Positions                                                                                                    :
:   76,537    42,263     3,292    42,652       906         0         0         0     3,404         0         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    5,866     5,596       210       355         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      48.1       3.7      48.5       1.0       0.0       0.0       0.0       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         6         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,027,156                :
: Positions                                                                                                    :
:  114,582   130,369   219,583    13,986    61,563   183,596   392,511   182,136    78,280    87,258   115,832 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   -2,017       -15    -1,681      -795     8,229    -1,429    -3,588    -8,196    -2,751      -824     5,963 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      12.7      21.4       1.4       6.0      17.9      38.2      17.7       7.6       8.5      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   328                     :
:       34        25        27         4        22        50        99        75        49        54        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is   761,399                :
: Positions                                                                                                    :
:  139,680   117,488    31,643    37,661   311,923    13,992    34,851    94,152    19,585    15,058   146,140 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    4,070    -4,874    -3,617    -4,501    -9,034      -657    13,763    -2,176    -3,519    -8,156    -6,418 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.3      15.4       4.2       4.9      41.0       1.8       4.6      12.4       2.6       2.0      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   131                     :
:       31        30        10        11        21        19        16        28        23        15        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   371,983                :
: Positions                                                                                                    :
:  102,375    66,513    16,870    32,296    57,505    90,825     8,286    25,207    40,427   144,103    32,387 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    2,296       285     4,463    -2,742     2,584    -6,224     5,028       853     1,684       792     1,806 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.5      17.9       4.5       8.7      15.5      24.4       2.2       6.8      10.9      38.7       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    84                     :
:       28        25         6         9        13        11         6        12        13         9        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is   118,469                :
: Positions                                                                                                    :
:   13,388    20,741    21,573    21,203    26,533    20,034    15,798     7,985    11,812    12,210    10,722 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,845     1,064    -1,724     3,776     4,859    14,196    12,033     1,634     5,030     3,054     2,606 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      17.5      18.2      17.9      22.4      16.9      13.3       6.7      10.0      10.3       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:        9         8         9         6        15         7         5         8         9        12        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES   (Contracts of 10,000 MMBTU'S)                                :
CFTC Code #023P02                                                    Open Interest is   102,927                :
: Positions                                                                                                    :
:    2,589     5,334     6,883     1,625    32,178     2,054     2,749    21,042     1,426     3,066    15,698 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,307     3,782     5,638      -672    15,920     1,676       807    11,866    -1,495     3,064     5,183 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.5       5.2       6.7       1.6      31.3       2.0       2.7      20.4       1.4       3.0      15.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        .         .         4         .         5         .         .         4         .         7         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 1,635,678                :
: Positions                                                                                                    :
:  566,047   287,338    23,695   905,682   222,732    75,960    24,974    91,687   582,829    38,604    38,046 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:   15,794     3,346       551    -5,606    -1,226    -2,626        99     2,306    -9,526     1,096     3,370 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.6      17.6       1.4      55.4      13.6       4.6       1.5       5.6      35.6       2.4       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   115                     :
:       40        38         .        19        19        11         6        13        18         6        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   401,066                :
: Positions                                                                                                    :
:   86,438    91,518   178,025   139,346    51,854     6,937    23,249    21,662    20,876    39,550    32,816 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    4,269     5,204     1,912     1,953     2,971       979     4,586     2,920     5,847     1,611       711 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      22.8      44.4      34.7      12.9       1.7       5.8       5.4       5.2       9.9       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       21        18        12         9        17         5         9        10        13        14        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is    24,129                :
: Positions                                                                                                    :
:   20,866    17,104     1,823     5,920       753         0         0         0       546         0         9 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:      330       285         0         0         0         0         0         0       -45         0         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      70.9       7.6      24.5       3.1       0.0       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        22         4         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    87,815                :
: Positions                                                                                                    :
:   69,929    65,029     6,913     5,495     6,869       276     2,150         0     1,293     6,368     1,435 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,849     3,464     1,130        65      -348       276         0         0       162       -93       -14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      74.1       7.9       6.3       7.8       0.3       2.4       0.0       1.5       7.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       47        45         4         6         9         .         .         0         7         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    23,293                :
: Positions                                                                                                    :
:   17,265    16,778     2,369     3,041     2,774         0         0         0         0       480         0 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:     -305       -75        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      72.0      10.2      13.1      11.9       0.0       0.0       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        13         .         4         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    36,579                :
: Positions                                                                                                    :
:   29,270    25,766     3,052     2,163     1,085     1,860         0         0       746     6,664       215 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:    1,373     1,028       -25        90       105         0         0         0      -172        45        59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      70.4       8.3       5.9       3.0       5.1       0.0       0.0       2.0      18.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        25         5         .         5         .         0         0         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,074                :
: Positions                                                                                                    :
:    7,610     3,821       350     3,543       102         0         0         0       380       793       521 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:      500       305         0         0        12         0         0         0         0       375       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      42.1       3.9      39.0       1.1       0.0       0.0       0.0       4.2       8.7       5.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        14         .         5         4         0         0         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is    13,171                :
: Positions                                                                                                    :
:   11,093     6,771       819     4,742        70         0       138         0         0     1,127       110 :
:                                                                                                              :
: Changes from:     October 20, 2015                                                                           :
:      691       127        45       360         0         0       138         0         0       129       -13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      51.4       6.2      36.0       0.5       0.0       1.0       0.0       0.0       8.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         .         5         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated October 30, 2015