```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,611,438: 2,063,804  1,013,151     39,873  1,796,201    582,444    826,567     60,173    526,544     34,793    113,269    506,115:   31,298    13,541
Old  : 4,611,438: 2,063,804  1,013,151     39,873  1,796,201    582,444    826,567     60,173    526,544     34,793    113,269    506,115:   31,298    13,541
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :  -169,279:  -123,857    -11,360      1,569   -134,019     -8,785    -26,047     14,884    -19,326    -10,608    -26,246     16,730:    1,045    -1,157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.8       22.0        0.9       39.0       12.6       17.9        1.3       11.4        0.8        2.5       11.0:      0.7       0.3
Old  :     100.0:      44.8       22.0        0.9       39.0       12.6       17.9        1.3       11.4        0.8        2.5       11.0:      0.7       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:       108         89          4         26         26         19          7         20         21         15         31:
Old  :       207:       108         89          4         26         26         19          7         20         21         15         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       23.7       38.5       37.5       20.0       19.3       27.2       29.3
Old  :                 26.7       23.7       38.5       37.5       20.0       19.3       27.2       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   604,445:    50,201    153,500    227,771     85,864    110,770     28,980     17,989     50,857     28,937     78,330    106,527:      402       608
Old  :   604,445:    50,201    153,500    227,771     85,864    110,770     28,980     17,989     50,857     28,937     78,330    106,527:      402       608
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :   -83,039:    -9,322     -4,623     -3,226    -15,446     -8,307    -52,658    -11,652     -7,866      2,845    -30,387     -4,427:      -78      -331
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.3       25.4       37.7       14.2       18.3        4.8        3.0        8.4        4.8       13.0       17.6:      0.1       0.1
Old  :     100.0:       8.3       25.4       37.7       14.2       18.3        4.8        3.0        8.4        4.8       13.0       17.6:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        16         21         13          7         17          6          6          7          .         14         13:
Old  :        72:        16         21         13          7         17          6          6          7          .         14         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       49.4       66.2       67.1       32.5       30.5       42.6       39.2
Old  :                 47.0       49.4       66.2       67.1       32.5       30.5       42.6       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   255,354:   145,414    180,507     17,969     13,073     34,307     18,211     10,634      7,880     13,403          0      2,353:   15,817     6,600
Old  :   255,354:   145,414    180,507     17,969     13,073     34,307     18,211     10,634      7,880     13,403          0      2,353:   15,817     6,600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     8,178:     3,537      3,864     -4,886      1,470      4,080      5,131     -1,482        547        240          0       -302:     -169         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       70.7        7.0        5.1       13.4        7.1        4.2        3.1        5.2        0.0        0.9:      6.2       2.6
Old  :     100.0:      56.9       70.7        7.0        5.1       13.4        7.1        4.2        3.1        5.2        0.0        0.9:      6.2       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        22         23          5          5          8          4          .          .          .          0          .:
Old  :        46:        22         23          5          5          8          4          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       51.5       63.4       68.2       38.0       47.8       53.5       58.5
Old  :                 44.6       51.5       63.4       68.2       38.0       47.8       53.5       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   135,589:   110,010     98,794      5,696     23,523      4,876      4,535          0      1,398        270      2,170          0:    8,804     4,828
Old  :   135,589:   110,010     98,794      5,696     23,523      4,876      4,535          0      1,398        270      2,170          0:    8,804     4,828
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     5,195:     5,340      3,331        -62        904         62       -714          0        354        270         31          0:      -55       513
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.1       72.9        4.2       17.3        3.6        3.3        0.0        1.0        0.2        1.6        0.0:      6.5       3.6
Old  :     100.0:      81.1       72.9        4.2       17.3        3.6        3.3        0.0        1.0        0.2        1.6        0.0:      6.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        20         19          .          6          8          .          0          .          .          .          0:
Old  :        37:        20         19          .          6          8          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       45.5       71.0       66.5       37.9       38.8       52.6       54.6
Old  :                 52.6       45.5       71.0       66.5       37.9       38.8       52.6       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   210,477:   140,317     83,831     10,810     87,249     22,506     19,369      4,728      2,243      4,217        372          0:   11,015     9,548
Old  :   210,477:   140,317     83,831     10,810     87,249     22,506     19,369      4,728      2,243      4,217        372          0:   11,015     9,548
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     7,639:     7,480     -6,510        196     11,967       -347     -1,711      2,032        528        374        372          0:    1,119      -403
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       39.8        5.1       41.5       10.7        9.2        2.2        1.1        2.0        0.2        0.0:      5.2       4.5
Old  :     100.0:      66.7       39.8        5.1       41.5       10.7        9.2        2.2        1.1        2.0        0.2        0.0:      5.2       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        16         15          4          9         10          .          .          .          .          .          0:
Old  :        41:        16         15          4          9         10          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       47.6       73.1       65.1       53.9       46.0       62.2       61.7
Old  :                 55.9       47.6       73.1       65.1       53.9       46.0       62.2       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   761,486:   601,371    174,049      5,979    498,078     68,615      5,166      1,146      1,218     67,069      2,776      8,527:    3,541     7,077
Old  :   761,486:   601,371    174,049      5,979    498,078     68,615      5,166      1,146      1,218     67,069      2,776      8,527:    3,541     7,077
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :   -38,164:   -32,856      2,777        669    -38,288     -1,341     -1,796       -870        496     -3,828          0        607:     -115    -1,545
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       22.9        0.8       65.4        9.0        0.7        0.2        0.2        8.8        0.4        1.1:      0.5       0.9
Old  :     100.0:      79.0       22.9        0.8       65.4        9.0        0.7        0.2        0.2        8.8        0.4        1.1:      0.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        36         22          4         15         17          .          .          .          .          .          .:
Old  :        62:        36         22          4         15         17          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       43.0       59.8       64.0       34.4       41.2       50.8       56.3
Old  :                 40.2       43.0       59.8       64.0       34.4       41.2       50.8       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   240,376:   165,570    197,261     30,988     14,141      7,013     24,437          0        346      2,323     15,142          0:    9,699     6,473
Old  :   240,376:   165,570    197,261     30,988     14,141      7,013     24,437          0        346      2,323     15,142          0:    9,699     6,473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     2,237:     3,822        754     -3,200          0      1,215     -1,074          0         88        151          0          0:    1,235       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       82.1       12.9        5.9        2.9       10.2        0.0        0.1        1.0        6.3        0.0:      4.0       2.7
Old  :     100.0:      68.9       82.1       12.9        5.9        2.9       10.2        0.0        0.1        1.0        6.3        0.0:      4.0       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         17          4          .          .          .          0          .          .          .          0:
Old  :        40:        22         17          4          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       48.4       60.1       68.5       30.5       36.6       44.8       53.3
Old  :                 37.1       48.4       60.1       68.5       30.5       36.6       44.8       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   228,553:   205,640    102,725      8,163    108,968      7,050      1,514        209      3,319          0          0          0:    2,867     6,282
Old  :   228,553:   205,640    102,725      8,163    108,968      7,050      1,514        209      3,319          0          0          0:    2,867     6,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     6,114:     6,222      6,137          0       -405        779       -734        209       -212          0          0          0:       59      -394
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.0       44.9        3.6       47.7        3.1        0.7        0.1        1.5        0.0        0.0        0.0:      1.3       2.7
Old  :     100.0:      90.0       44.9        3.6       47.7        3.1        0.7        0.1        1.5        0.0        0.0        0.0:      1.3       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        31         31          4         10          5          .          .          .          0          0          0:
Old  :        55:        31         31          4         10          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       42.1       69.4       63.6       50.9       40.8       68.0       61.6
Old  :                 52.2       42.1       69.4       63.6       50.9       40.8       68.0       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   111,567:    94,648     46,973          0     40,440      2,887      2,579      1,436      3,111          0      2,110          0:    8,342    14,610
Old  :   111,567:    94,648     46,973          0     40,440      2,887      2,579      1,436      3,111          0      2,110          0:    8,342    14,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     4,241:     1,997      3,616          0       -434          0        712      1,436       -786          0        -56          0:    2,318       465
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       42.1        0.0       36.2        2.6        2.3        1.3        2.8        0.0        1.9        0.0:      7.5      13.1
Old  :     100.0:      84.8       42.1        0.0       36.2        2.6        2.3        1.3        2.8        0.0        1.9        0.0:      7.5      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         14          0          6          .          .          .          .          0          .          0:
Old  :        30:        18         14          0          6          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       45.9       75.3       66.8       56.3       44.1       72.1       62.4
Old  :                 56.3       45.9       75.3       66.8       56.3       44.1       72.1       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   114,235:    73,568     73,620      9,456      7,196     11,171          0      7,276      4,695      2,298        981      2,000:   11,047     7,296
Old  :   114,235:    73,568     73,620      9,456      7,196     11,171          0      7,276      4,695      2,298        981      2,000:   11,047     7,296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :       527:     2,205     -1,250       -193      1,415        417          0       -639         59       -379        934       -533:   -1,049       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       64.4        8.3        6.3        9.8        0.0        6.4        4.1        2.0        0.9        1.8:      9.7       6.4
Old  :     100.0:      64.4       64.4        8.3        6.3        9.8        0.0        6.4        4.1        2.0        0.9        1.8:      9.7       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        16         18          .          .          .          0          .          .          .          .          .:
Old  :        33:        16         18          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       43.1       72.4       69.0       52.0       36.9       63.5       59.5
Old  :                 54.8       43.1       72.4       69.0       52.0       36.9       63.5       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    80,298:    64,928     22,270      2,864     39,246        673        105      2,808      1,357          0          0          0:   10,371    13,944
Old  :    80,298:    64,928     22,270      2,864     39,246        673        105      2,808      1,357          0          0          0:   10,371    13,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,423:     2,581     -2,745          0        214          0       -758        360       -153          0          0          0:     -247     3,747
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       27.7        3.6       48.9        0.8        0.1        3.5        1.7        0.0        0.0        0.0:     12.9      17.4
Old  :     100.0:      80.9       27.7        3.6       48.9        0.8        0.1        3.5        1.7        0.0        0.0        0.0:     12.9      17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         11          .          6          .          .          .          .          0          0          0:
Old  :        25:        14         11          .          6          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       42.0       69.1       67.8       48.0       41.8       64.9       59.8
Old  :                 50.3       42.0       69.1       67.8       48.0       41.8       64.9       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   205,866:   188,975     58,091      3,368    141,015      2,786          0          0          0      1,038          0          0:    9,699     3,974
Old  :   205,866:   188,975     58,091      3,368    141,015      2,786          0          0          0      1,038          0          0:    9,699     3,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     8,544:     7,005      7,637          0       -510      1,235          0          0          0          0          0          0:      304       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.8       28.2        1.6       68.5        1.4        0.0        0.0        0.0        0.5        0.0        0.0:      4.7       1.9
Old  :     100.0:      91.8       28.2        1.6       68.5        1.4        0.0        0.0        0.0        0.5        0.0        0.0:      4.7       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         13          .         11          7          0          0          0          .          0          0:
Old  :        37:        21         13          .         11          7          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       47.1       77.1       76.6       57.6       46.5       73.2       75.8
Old  :                 59.9       47.1       77.1       76.6       57.6       46.5       73.2       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    82,646:    48,189     49,685     23,745     26,808        856          0          0          0          0          0          0:    9,856     5,297
Old  :    82,646:    48,189     49,685     23,745     26,808        856          0          0          0          0          0          0:    9,856     5,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :       458:       289     -1,438          0      1,704          0          0          0          0          0          0          0:      169       192
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       60.1       28.7       32.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0:     11.9       6.4
Old  :     100.0:      58.3       60.1       28.7       32.4        1.0        0.0        0.0        0.0        0.0        0.0        0.0:     11.9       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         15          5          6          .          0          0          0          0          0          0:
Old  :        28:        15         15          5          6          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       56.8       67.6       74.0       47.3       55.7       63.7       69.6
Old  :                 48.3       56.8       67.6       74.0       47.3       55.7       63.7       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   300,942:   243,380    129,279     24,879    143,786     17,991          0      2,448          0      4,047          0          0:   10,645     7,438
Old  :   300,942:   243,380    129,279     24,879    143,786     17,991          0      2,448          0      4,047          0          0:   10,645     7,438
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     3,315:     2,838       -134        453      5,753     -2,629          0          0          0        -60          0          0:    2,713       325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       43.0        8.3       47.8        6.0        0.0        0.8        0.0        1.3        0.0        0.0:      3.5       2.5
Old  :     100.0:      80.9       43.0        8.3       47.8        6.0        0.0        0.8        0.0        1.3        0.0        0.0:      3.5       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        35         22          .         13          7          0          .          0          .          0          0:
Old  :        54:        35         22          .         13          7          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       56.2       51.1       75.6       27.1       55.3       43.8       68.1
Old  :                 34.3       56.2       51.1       75.6       27.1       55.3       43.8       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    78,151:    59,433     14,443      2,863     32,269      6,072      2,369     12,194      2,391          0          0          0:    5,023    10,782
Old  :    78,151:    59,433     14,443      2,863     32,269      6,072      2,369     12,194      2,391          0          0          0:    5,023    10,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,285:      -419       -239          0      2,239        -59        122     -1,934        245          0          0          0:    1,396     1,033
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       18.5        3.7       41.3        7.8        3.0       15.6        3.1        0.0        0.0        0.0:      6.4      13.8
Old  :     100.0:      76.0       18.5        3.7       41.3        7.8        3.0       15.6        3.1        0.0        0.0        0.0:      6.4      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15          9          .          8          4          .          .          4          0          0          0:
Old  :        32:        15          9          .          8          4          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       35.9       72.5       62.5       46.2       33.6       63.0       57.2
Old  :                 49.9       35.9       72.5       62.5       46.2       33.6       63.0       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV                                                                      Code-0233A8
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    80,001:    42,919     39,758     23,291     25,673      3,434      1,163          0      3,489          0          0          0:    5,705     7,647
Old  :    80,001:    42,919     39,758     23,291     25,673      3,434      1,163          0      3,489          0          0          0:    5,705     7,647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,755:       730         -8          0        126          0        480          0         55          0          0          0:      490     1,582
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       49.7       29.1       32.1        4.3        1.5        0.0        4.4        0.0        0.0        0.0:      7.1       9.6
Old  :     100.0:      53.6       49.7       29.1       32.1        4.3        1.5        0.0        4.4        0.0        0.0        0.0:      7.1       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9          9          5          5          4          .          0          .          0          0          0:
Old  :        24:         9          9          5          5          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       64.8       77.8       79.8       57.5       61.6       70.9       75.7
Old  :                 59.4       64.8       77.8       79.8       57.5       61.6       70.9       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   132,535:   116,460     56,540      3,858     65,935          0      7,740      3,534        738      2,010          0          0:    1,729     5,788
Old  :   132,535:   116,460     56,540      3,858     65,935          0      7,740      3,534        738      2,010          0          0:    1,729     5,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :    12,708:     7,800     11,246      3,318      1,320          0        -30          0          0        690          0          0:      930       142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       42.7        2.9       49.7        0.0        5.8        2.7        0.6        1.5        0.0        0.0:      1.3       4.4
Old  :     100.0:      87.9       42.7        2.9       49.7        0.0        5.8        2.7        0.6        1.5        0.0        0.0:      1.3       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        21         23          .          7          0          .          .          .          .          0          0:
Old  :        53:        21         23          .          7          0          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       49.9       83.8       75.0       62.7       49.5       72.4       64.6
Old  :                 70.7       49.9       83.8       75.0       62.7       49.5       72.4       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,821:    50,011     71,024      6,755      1,196        556     20,818      3,906        738      4,437          0        496:    2,010     7,905
Old  :    85,821:    50,011     71,024      6,755      1,196        556     20,818      3,906        738      4,437          0        496:    2,010     7,905
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :    13,068:     7,406      9,748      2,792        704        496         90          0          0        854       -992        496:      934     2,616
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       82.8        7.9        1.4        0.6       24.3        4.6        0.9        5.2        0.0        0.6:      2.3       9.2
Old  :     100.0:      58.3       82.8        7.9        1.4        0.6       24.3        4.6        0.9        5.2        0.0        0.6:      2.3       9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        23         30          6          .          .          5          .          .          5          0          .:
Old  :        60:        23         30          6          .          .          5          .          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       53.0       60.9       66.4       35.6       47.2       53.0       58.9
Old  :                 41.0       53.0       60.9       66.4       35.6       47.2       53.0       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    48,243:    44,663     39,822      1,866      6,406          0          0          0          0          0          0          0:    1,714     2,015
Old  :    48,243:    44,663     39,822      1,866      6,406          0          0          0          0          0          0          0:    1,714     2,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     2,286:     2,136      2,312         30          0          0          0          0          0          0          0          0:      120       -26
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       82.5        3.9       13.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.6       4.2
Old  :     100.0:      92.6       82.5        3.9       13.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      3.6       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        14         18          .          .          0          0          0          0          0          0          0:
Old  :        32:        14         18          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       56.1       86.4       74.8       72.4       56.1       85.0       74.8
Old  :                 73.7       56.1       86.4       74.8       72.4       56.1       85.0       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   131,832:    87,847    115,111     26,707      2,047      2,797        691      1,443        440          0          0          0:   13,350     9,994
Old  :   131,832:    87,847    115,111     26,707      2,047      2,797        691      1,443        440          0          0          0:   13,350     9,994
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :    -1,049:    -3,210     -1,083      1,388          0          0        295          0        440          0          0          0:       38      -406
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       87.3       20.3        1.6        2.1        0.5        1.1        0.3        0.0        0.0        0.0:     10.1       7.6
Old  :     100.0:      66.6       87.3       20.3        1.6        2.1        0.5        1.1        0.3        0.0        0.0        0.0:     10.1       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        28         20          .          .          .          .          .          .          0          0          0:
Old  :        35:        28         20          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       48.0       58.9       69.2       27.3       35.4       34.4       40.8
Old  :                 43.9       48.0       58.9       69.2       27.3       35.4       34.4       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    65,473:    41,964     44,326     12,936     12,138        516        986          0      1,436          0          0          0:    7,635     7,057
Old  :    65,473:    41,964     44,326     12,936     12,138        516        986          0      1,436          0          0          0:    7,635     7,057
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :        92:       883       -792          0        604          0        986       -153       -793       -408          0       -453:     -123     1,679
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.1       67.7       19.8       18.5        0.8        1.5        0.0        2.2        0.0        0.0        0.0:     11.7      10.8
Old  :     100.0:      64.1       67.7       19.8       18.5        0.8        1.5        0.0        2.2        0.0        0.0        0.0:     11.7      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         14          .          .          .          .          0          .          0          0          0:
Old  :        21:        12         14          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       63.4       79.4       78.7       55.3       61.9       66.0       71.5
Old  :                 63.0       63.4       79.4       78.7       55.3       61.9       66.0       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   110,306:    91,639     41,031          0     45,804      7,948        205      2,738      3,401          0          0          0:    7,113     9,384
Old  :   110,306:    91,639     41,031          0     45,804      7,948        205      2,738      3,401          0          0          0:    7,113     9,384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     2,998:     1,233         84          0      1,596       -651        205      1,638        738          0       -984          0:    1,473       577
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       37.2        0.0       41.5        7.2        0.2        2.5        3.1        0.0        0.0        0.0:      6.4       8.5
Old  :     100.0:      83.1       37.2        0.0       41.5        7.2        0.2        2.5        3.1        0.0        0.0        0.0:      6.4       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         17          0          6          4          .          .          .          0          0          0:
Old  :        31:        19         17          0          6          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       43.4       71.9       64.3       45.7       40.9       58.3       53.0
Old  :                 54.5       43.4       71.9       64.3       45.7       40.9       58.3       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    25,441:    13,052     21,064      4,126          0      1,512      4,022          0          0      1,433        600          0:    1,296     2,265
Old  :    25,441:    13,052     21,064      4,126          0      1,512      4,022          0          0      1,433        600          0:    1,296     2,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :       492:      -374        312       -420          0        420         60          0          0          0       -240          0:      806         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.3       82.8       16.2        0.0        5.9       15.8        0.0        0.0        5.6        2.4        0.0:      5.1       8.9
Old  :     100.0:      51.3       82.8       16.2        0.0        5.9       15.8        0.0        0.0        5.6        2.4        0.0:      5.1       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         6         11          .          0          .          .          0          0          .          .          0:
Old  :        21:         6         11          .          0          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       49.2       91.0       73.1       66.0       49.2       83.4       72.5
Old  :                 67.8       49.2       91.0       73.1       66.0       49.2       83.4       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   128,576:   114,842    103,271        194      2,402      4,301        480        405      1,266        372     13,686          0:    7,121     3,245
Old  :   128,576:   114,842    103,271        194      2,402      4,301        480        405      1,266        372     13,686          0:    7,121     3,245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,404:       705     -1,031       -856          0        856       -603        405        246          0        368          0:    1,056       560
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       80.3        0.2        1.9        3.3        0.4        0.3        1.0        0.3       10.6        0.0:      5.5       2.5
Old  :     100.0:      89.3       80.3        0.2        1.9        3.3        0.4        0.3        1.0        0.3       10.6        0.0:      5.5       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         13          .          .          .          .          .          .          .          .          0:
Old  :        25:        12         13          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       72.5       83.2       86.0       48.4       65.9       69.6       74.4
Old  :                 61.1       72.5       83.2       86.0       48.4       65.9       69.6       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   274,468:   226,631     42,885     13,978    156,222     12,145          0     46,602      6,859          0          0          0:   14,855     9,755
Old  :   274,468:   226,631     42,885     13,978    156,222     12,145          0     46,602      6,859          0          0          0:   14,855     9,755
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,808:     1,684      1,492       -466      2,088     -1,206          0      1,972        441       -240          0          0:    1,595    -2,979
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       15.6        5.1       56.9        4.4        0.0       17.0        2.5        0.0        0.0        0.0:      5.4       3.6
Old  :     100.0:      82.6       15.6        5.1       56.9        4.4        0.0       17.0        2.5        0.0        0.0        0.0:      5.4       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        25         14          .         10          8          0          4          .          0          0          0:
Old  :        45:        25         14          .         10          8          0          4          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       49.3       65.5       70.8       46.5       48.6       60.4       68.9
Old  :                 49.4       49.3       65.5       70.8       46.5       48.6       60.4       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    41,090:    30,494     30,608      1,342      4,794          0        248      5,108          0      6,987          0          0:    2,019       580
Old  :    41,090:    30,494     30,608      1,342      4,794          0        248      5,108          0      6,987          0          0:    2,019       580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     3,840:     2,972      2,600          0          0          0          0      1,240          0          0          0          0:      868         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       74.5        3.3       11.7        0.0        0.6       12.4        0.0       17.0        0.0        0.0:      4.9       1.4
Old  :     100.0:      74.2       74.5        3.3       11.7        0.0        0.6       12.4        0.0       17.0        0.0        0.0:      4.9       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         13          .          .          0          .          .          0          .          0          0:
Old  :        24:        12         13          .          .          0          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       61.8       82.9       83.2       59.0       60.9       76.0       82.1
Old  :                 62.9       61.8       82.9       83.2       59.0       60.9       76.0       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    41,906:    10,346     36,125     24,150      3,842          0        496          0          0      2,302          0        840:    3,772     1,099
Old  :    41,906:    10,346     36,125     24,150      3,842          0        496          0          0      2,302          0        840:    3,772     1,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :       990:    -1,476        330      1,080        180          0          0          0          0       -480          0        480:    1,386         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.7       86.2       57.6        9.2        0.0        1.2        0.0        0.0        5.5        0.0        2.0:      9.0       2.6
Old  :     100.0:      24.7       86.2       57.6        9.2        0.0        1.2        0.0        0.0        5.5        0.0        2.0:      9.0       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         12          .          .          0          .          0          0          .          0          .:
Old  :        24:        11         12          .          .          0          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       60.0       82.2       83.4       67.5       58.7       75.2       82.2
Old  :                 69.8       60.0       82.2       83.4       67.5       58.7       75.2       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   276,238:   212,570    154,518     33,359     54,149     10,053      2,663      3,820      2,093        652     42,254      2,568:   12,280     6,783
Old  :   276,238:   212,570    154,518     33,359     54,149     10,053      2,663      3,820      2,093        652     42,254      2,568:   12,280     6,783
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     4,060:     3,105      2,127       -108        722        422        154       -396        -33         62        582          0:      458       636
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       55.9       12.1       19.6        3.6        1.0        1.4        0.8        0.2       15.3        0.9:      4.4       2.5
Old  :     100.0:      77.0       55.9       12.1       19.6        3.6        1.0        1.4        0.8        0.2       15.3        0.9:      4.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        35         24          5          4          7          .          .          4          .          .          .:
Old  :        56:        35         24          5          4          7          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       53.2       54.4       72.8       33.4       52.9       51.5       67.9
Old  :                 34.6       53.2       54.4       72.8       33.4       52.9       51.5       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    72,816:    40,981     56,668      9,746      4,856      7,295          0          0          0      9,405          0          0:    5,389     3,997
Old  :    72,816:    40,981     56,668      9,746      4,856      7,295          0          0          0      9,405          0          0:    5,389     3,997
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,312:      -107      1,312        116          0          0          0          0          0        123          0          0:    1,180         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       77.8       13.4        6.7       10.0        0.0        0.0        0.0       12.9        0.0        0.0:      7.4       5.5
Old  :     100.0:      56.3       77.8       13.4        6.7       10.0        0.0        0.0        0.0       12.9        0.0        0.0:      7.4       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         15          .          .          .          0          0          0          .          0          0:
Old  :        29:        14         15          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       42.9       65.6       66.4       36.2       37.5       57.4       58.6
Old  :                 39.9       42.9       65.6       66.4       36.2       37.5       57.4       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    89,395:    42,333     71,162     36,489      8,213      5,848          0          0          0          0      1,044          0:    4,725     3,128
Old  :    89,395:    42,333     71,162     36,489      8,213      5,848          0          0          0          0      1,044          0:    4,725     3,128
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     2,983:     2,191      1,656        488          0          0          0          0          0          0       -180          0:      304     1,507
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.4       79.6       40.8        9.2        6.5        0.0        0.0        0.0        0.0        1.2        0.0:      5.3       3.5
Old  :     100.0:      47.4       79.6       40.8        9.2        6.5        0.0        0.0        0.0        0.0        1.2        0.0:      5.3       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         13          7          .          .          0          0          0          0          .          0:
Old  :        27:        15         13          7          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       51.0       59.5       79.3       34.1       41.9       51.7       65.8
Old  :                 36.5       51.0       59.5       79.3       34.1       41.9       51.7       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    74,805:    46,597     52,428     14,161      9,480      4,236          0        289        457          0      5,351        121:    9,233     2,443
Old  :    74,805:    46,597     52,428     14,161      9,480      4,236          0        289        457          0      5,351        121:    9,233     2,443
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,603:      -334      3,031      1,315     -2,140        412          0          0          0          0        120          0:      210       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.3       70.1       18.9       12.7        5.7        0.0        0.4        0.6        0.0        7.2        0.2:     12.3       3.3
Old  :     100.0:      62.3       70.1       18.9       12.7        5.7        0.0        0.4        0.6        0.0        7.2        0.2:     12.3       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         13          .          .          .          0          .          .          0          .          .:
Old  :        27:        16         13          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       60.9       69.4       84.3       53.1       54.2       66.1       73.4
Old  :                 53.4       60.9       69.4       84.3       53.1       54.2       66.1       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   986,495:   110,597    149,265    126,262     44,455     57,448    268,505    193,755    208,165     28,798    190,399    114,949:   71,771    28,059
Old  :   986,495:   110,597    149,265    126,262     44,455     57,448    268,505    193,755    208,165     28,798    190,399    114,949:   71,771    28,059
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     6,162:     7,246      8,113      2,191       -874     -5,021     10,970      9,009    -11,833     -4,845        624      6,879:      575      -735
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       15.1       12.8        4.5        5.8       27.2       19.6       21.1        2.9       19.3       11.7:      7.3       2.8
Old  :     100.0:      11.2       15.1       12.8        4.5        5.8       27.2       19.6       21.1        2.9       19.3       11.7:      7.3       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       260:        34         30         18         14         24         88         24         54         38         30         45:
Old  :       260:        34         30         18         14         24         88         24         54         38         30         45:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       32.6       36.2       47.7       11.8       22.6       17.6       32.1
Old  :                 22.6       32.6       36.2       47.7       11.8       22.6       17.6       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   438,814:    70,388     52,495     19,219    112,104     75,224     36,666      7,818     39,074    158,276    111,533     35,892:    4,075     4,674
Old  :   438,814:    70,388     52,495     19,219    112,104     75,224     36,666      7,818     39,074    158,276    111,533     35,892:    4,075     4,674
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :   -23,821:    -7,843       -305        972     -3,111     -4,890      1,066     -7,917     -1,705     -9,266     -4,821       -819:   -1,336      -253
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       12.0        4.4       25.5       17.1        8.4        1.8        8.9       36.1       25.4        8.2:      0.9       1.1
Old  :     100.0:      16.0       12.0        4.4       25.5       17.1        8.4        1.8        8.9       36.1       25.4        8.2:      0.9       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        12         16          4         11         14          5          4         10         13          7         13:
Old  :        63:        12         16          4         11         14          5          4         10         13          7         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       48.3       57.9       62.9       38.2       38.2       48.1       46.2
Old  :                 39.6       48.3       57.9       62.9       38.2       38.2       48.1       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    70,016:     5,455      8,208     40,923     11,471      7,009      2,739      7,541      2,838        835     23,136      5,568:    4,649     4,245
Old  :    70,016:     5,455      8,208     40,923     11,471      7,009      2,739      7,541      2,838        835     23,136      5,568:    4,649     4,245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :    -8,458:    -1,693         11        964     -2,510     -2,358     -1,575      2,911     -3,019       -604     -2,784       -374:      201      -335
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.8       11.7       58.4       16.4       10.0        3.9       10.8        4.1        1.2       33.0        8.0:      6.6       6.1
Old  :     100.0:       7.8       11.7       58.4       16.4       10.0        3.9       10.8        4.1        1.2       33.0        8.0:      6.6       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         5          5          9          .         11          .          .          .          .          6          7:
Old  :        26:         5          5          9          .         11          .          .          .          .          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       58.7       75.1       75.4       47.7       53.6       61.5       64.0
Old  :                 56.0       58.7       75.1       75.4       47.7       53.6       61.5       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,916,125:   247,473    296,787     23,752    844,748    398,206    281,486     29,702    220,842    617,226      6,181     87,119:   40,021    32,540
Old  : 1,916,125:   247,473    296,787     23,752    844,748    398,206    281,486     29,702    220,842    617,226      6,181     87,119:   40,021    32,540
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :   -85,297:   -12,161    -25,578     -5,793    -44,298     -2,923    -32,843      5,906     -1,597    -17,684     -2,612    -13,543:    1,247      -652
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       15.5        1.2       44.1       20.8       14.7        1.6       11.5       32.2        0.3        4.5:      2.1       1.7
Old  :     100.0:      12.9       15.5        1.2       44.1       20.8       14.7        1.6       11.5       32.2        0.3        4.5:      2.1       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       115:        38         36          7         21         27         17          6         16         16          5         16:
Old  :       115:        38         36          7         21         27         17          6         16         16          5         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       33.5       58.1       52.7       34.2       25.8       40.4       38.7
Old  :                 44.3       33.5       58.1       52.7       34.2       25.8       40.4       38.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   682,114:   131,720     73,053    297,074    165,221    124,495      5,974    114,155     48,751      5,615     93,195     59,542:    8,943     3,702
Old  :   682,114:   131,720     73,053    297,074    165,221    124,495      5,974    114,155     48,751      5,615     93,195     59,542:    8,943     3,702
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :   -38,912:    -2,967     -5,598      2,146      3,908    -13,973     -5,718     -6,093     -5,271     -3,911     -2,161     -9,898:      680       174
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.3       10.7       43.6       24.2       18.3        0.9       16.7        7.1        0.8       13.7        8.7:      1.3       0.5
Old  :     100.0:      19.3       10.7       43.6       24.2       18.3        0.9       16.7        7.1        0.8       13.7        8.7:      1.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        15         15         18          5         19          5          9         11          6         10         13:
Old  :        69:        15         15         18          5         19          5          9         11          6         10         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       41.0       51.9       65.4       24.8       35.9       36.4       47.9
Old  :                 32.5       41.0       51.9       65.4       24.8       35.9       36.4       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    24,416:    20,774     16,803        538      2,807      2,007          0          0          0        250      1,655        397:      450       747
Old  :    24,416:    20,774     16,803        538      2,807      2,007          0          0          0        250      1,655        397:      450       747
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :     1,454:     1,294        648          0       -117        157          0          0          0          0        471          0:        3       295
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       68.8        2.2       11.5        8.2        0.0        0.0        0.0        1.0        6.8        1.6:      1.8       3.1
Old  :     100.0:      85.1       68.8        2.2       11.5        8.2        0.0        0.0        0.0        1.0        6.8        1.6:      1.8       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        29         27          .          5          6          0          0          0          .          4          .:
Old  :        47:        29         27          .          5          6          0          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       46.2       55.6       66.5       28.2       39.8       38.4       51.0
Old  :                 39.2       46.2       55.6       66.5       28.2       39.8       38.4       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    13,785:    11,651      8,565        167      1,184        681          0          0          0        300      2,308        593:      393       454
Old  :    13,785:    11,651      8,565        167      1,184        681          0          0          0        300      2,308        593:      393       454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :    -1,207:    -1,275     -1,016         83        -53       -130          0          0          0          0        151       -147:      262       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       62.1        1.2        8.6        4.9        0.0        0.0        0.0        2.2       16.7        4.3:      2.9       3.3
Old  :     100.0:      84.5       62.1        1.2        8.6        4.9        0.0        0.0        0.0        2.2       16.7        4.3:      2.9       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         13          .          4          5          0          0          0          .          .          .:
Old  :        32:        20         13          .          4          5          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       62.3       70.5       79.5       46.8       48.4       61.0       61.5
Old  :                 49.4       62.3       70.5       79.5       46.8       48.4       61.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, June 3, 2014                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,340:     2,276      3,289      1,980        675        340          0          0          0          0        705         59:      685       272
Old  :     5,340:     2,276      3,289      1,980        675        340          0          0          0          0        705         59:      685       272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 27, 2014                                                                     :
     :      -810:      -172       -850       -625       -145        -28          0          0          0          0        267        -10:       25       -44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.6       61.6       37.1       12.6        6.4        0.0        0.0        0.0        0.0       13.2        1.1:     12.8       5.1
Old  :     100.0:      42.6       61.6       37.1       12.6        6.4        0.0        0.0        0.0        0.0       13.2        1.1:     12.8       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         11          .          4          4          0          0          0          0          .          .:
Old  :        21:        12         11          .          4          4          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       52.0       76.4       75.3       62.9       48.6       66.9       66.3
Old  :                 64.2       52.0       76.4       75.3       62.9       48.6       66.9       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 6, 2014