```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, September 30, 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  : 4,251,025: 2,116,049  1,114,842     58,193  1,345,144    484,375    349,897    143,712    488,799    186,348    125,524    486,960:   80,404    61,669
Old  : 4,251,025: 2,116,049  1,114,842     58,193  1,345,144    484,375    349,897    143,712    488,799    186,348    125,524    486,960:   80,404    61,669
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :   -75,851:  -127,522     49,863      3,478    -67,500     -8,346    -14,277        110      5,761     38,056    -78,612    -29,013:   56,012    51,886
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.8       26.2        1.4       31.6       11.4        8.2        3.4       11.5        4.4        3.0       11.5:      1.9       1.5
Old  :     100.0:      49.8       26.2        1.4       31.6       11.4        8.2        3.4       11.5        4.4        3.0       11.5:      1.9       1.5
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  :       215:       112         89          9         22         29         17         11         22         20         19         35:
Old  :       215:       112         89          9         22         29         17         11         22         20         19         35:
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  :                 21.1       23.1       34.0       37.9       15.1       16.7       23.8       25.2
Old  :                 21.1       23.1       34.0       37.9       15.1       16.7       23.8       25.2
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, September 30, 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  :   522,799:    54,088    113,648    160,735     66,412     94,742     56,518     21,397     48,210     12,393     80,743     95,573:      540     2,074
Old  :   522,799:    54,088    113,648    160,735     66,412     94,742     56,518     21,397     48,210     12,393     80,743     95,573:      540     2,074
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :   -84,471:    -3,934     -7,955    -50,117    -13,612     -3,331       -786      7,160    -17,305    -11,350    -53,569      2,074:      278     2,067
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.3       21.7       30.7       12.7       18.1       10.8        4.1        9.2        2.4       15.4       18.3:      0.1       0.4
Old  :     100.0:      10.3       21.7       30.7       12.7       18.1       10.8        4.1        9.2        2.4       15.4       18.3:      0.1       0.4
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  :        74:        18         19         12          6         15          8          8         10         12          6         14:
Old  :        74:        18         19         12          6         15          8          8         10         12          6         14:
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  :                 39.1       45.5       59.4       66.7       27.5       32.6       36.8       41.2
Old  :                 39.1       45.5       59.4       66.7       27.5       32.6       36.8       41.2
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, September 30, 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  :   224,291:   137,634    165,174     15,217     12,740     27,765     13,885        381      5,187      6,435      2,501        856:   17,312     9,687
Old  :   224,291:   137,634    165,174     15,217     12,740     27,765     13,885        381      5,187      6,435      2,501        856:   17,312     9,687
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     4,127:     2,635      4,353        120       -636      2,436        288        213       -641       -809        283          0:       98    -1,881
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       73.6        6.8        5.7       12.4        6.2        0.2        2.3        2.9        1.1        0.4:      7.7       4.3
Old  :     100.0:      61.4       73.6        6.8        5.7       12.4        6.2        0.2        2.3        2.9        1.1        0.4:      7.7       4.3
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  :        44:        22         22          .          6          7          4          .          .          .          .          .:
Old  :        44:        22         22          .          6          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  :                 44.4       49.6       62.7       68.9       37.4       43.0       49.8       52.8
Old  :                 44.4       49.6       62.7       68.9       37.4       43.0       49.8       52.8
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, September 30, 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  :   106,507:    88,750     75,575      1,320     17,178      7,748      3,226          0        799          0        665        160:    4,504     4,382
Old  :   106,507:    88,750     75,575      1,320     17,178      7,748      3,226          0        799          0        665        160:    4,504     4,382
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       636:      -530       -280        365        169       -114        436          0        -10          0       -243        111:      378     1,003
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       71.0        1.2       16.1        7.3        3.0        0.0        0.8        0.0        0.6        0.2:      4.2       4.1
Old  :     100.0:      83.3       71.0        1.2       16.1        7.3        3.0        0.0        0.8        0.0        0.6        0.2:      4.2       4.1
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  :        36:        21         21          .          4          6          .          0          .          0          .          .:
Old  :        36:        21         21          .          4          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  :                 55.0       43.7       74.7       66.8       40.2       38.0       45.7       46.2
Old  :                 55.0       43.7       74.7       66.8       40.2       38.0       45.7       46.2
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, September 30, 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  :   207,892:   142,539     72,211     32,034    104,613      9,549      9,789      8,560      2,725      4,010      2,602          0:    7,246     7,632
Old  :   207,892:   142,539     72,211     32,034    104,613      9,549      9,789      8,560      2,725      4,010      2,602          0:    7,246     7,632
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     5,603:     4,726     -1,770        562      6,945       -871         78          0        961          0          0          0:      147       338
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       34.7       15.4       50.3        4.6        4.7        4.1        1.3        1.9        1.3        0.0:      3.5       3.7
Old  :     100.0:      68.6       34.7       15.4       50.3        4.6        4.7        4.1        1.3        1.9        1.3        0.0:      3.5       3.7
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  :        42:        18         17          5          8         10          .          .          .          .          .          0:
Old  :        42:        18         17          5          8         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  :                 45.3       41.1       70.2       61.7       37.9       41.1       56.4       59.4
Old  :                 45.3       41.1       70.2       61.7       37.9       41.1       56.4       59.4
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, September 30, 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  :   715,377:   554,435    182,981      7,519    440,081     74,199      2,368      2,213      2,316     62,227      1,330      9,229:    3,084     3,028
Old  :   715,377:   554,435    182,981      7,519    440,081     74,199      2,368      2,213      2,316     62,227      1,330      9,229:    3,084     3,028
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :    11,672:    10,673      5,078        210      8,238     -2,579       -381        275        644      2,878          0       -302:      529       318
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       25.6        1.1       61.5       10.4        0.3        0.3        0.3        8.7        0.2        1.3:      0.4       0.4
Old  :     100.0:      77.5       25.6        1.1       61.5       10.4        0.3        0.3        0.3        8.7        0.2        1.3:      0.4       0.4
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  :        65:        38         23          4         15         17          .          .          .          .          .          .:
Old  :        65:        38         23          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  :                 36.8       45.5       52.8       69.4       34.4       40.4       49.1       60.6
Old  :                 36.8       45.5       52.8       69.4       34.4       40.4       49.1       60.6
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, September 30, 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  :   246,825:   206,338    186,800      4,549     26,606     10,150     10,739          0      1,694      7,299     14,356          0:    6,056     7,219
Old  :   246,825:   206,338    186,800      4,549     26,606     10,150     10,739          0      1,694      7,299     14,356          0:    6,056     7,219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     9,206:    10,136      5,786     -1,135      2,268        959     -1,087          0        280        605          0          0:     -552       -87
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       75.7        1.8       10.8        4.1        4.4        0.0        0.7        3.0        5.8        0.0:      2.5       2.9
Old  :     100.0:      83.6       75.7        1.8       10.8        4.1        4.4        0.0        0.7        3.0        5.8        0.0:      2.5       2.9
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  :        48:        24         20          .          6          .          4          0          .          .          .          0:
Old  :        48:        24         20          .          6          .          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  :                 49.6       44.7       63.9       70.4       42.3       41.4       55.5       59.2
Old  :                 49.6       44.7       63.9       70.4       42.3       41.4       55.5       59.2
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, September 30, 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  :   245,860:   227,650    118,536        708    102,049     11,273          0      1,429      3,507          0      1,598          0:    2,722     7,468
Old  :   245,860:   227,650    118,536        708    102,049     11,273          0      1,429      3,507          0      1,598          0:    2,722     7,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :    10,195:    11,306      4,793       -775      3,545       -109          0        662         20          0          0          0:     -247     1,284
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       48.2        0.3       41.5        4.6        0.0        0.6        1.4        0.0        0.6        0.0:      1.1       3.0
Old  :     100.0:      92.6       48.2        0.3       41.5        4.6        0.0        0.6        1.4        0.0        0.6        0.0:      1.1       3.0
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:        29         28          .         12          9          0          .          .          0          .          0:
Old  :        54:        29         28          .         12          9          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  :                 53.9       33.8       69.7       55.0       51.6       33.5       65.5       51.3
Old  :                 53.9       33.8       69.7       55.0       51.6       33.5       65.5       51.3
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, September 30, 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  :    95,771:    76,059     36,898      2,641     39,023      4,974        819        335      6,464          0        773          0:    4,814     7,304
Old  :    95,771:    76,059     36,898      2,641     39,023      4,974        819        335      6,464          0        773          0:    4,814     7,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     7,562:     6,691      4,737        124       -271        248     -2,083       -410      2,494          0        279          0:       88       485
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       38.5        2.8       40.7        5.2        0.9        0.3        6.7        0.0        0.8        0.0:      5.0       7.6
Old  :     100.0:      79.4       38.5        2.8       40.7        5.2        0.9        0.3        6.7        0.0        0.8        0.0:      5.0       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  :        34:        16         13          .          7          6          .          .          .          0          .          0:
Old  :        34:        16         13          .          7          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  :                 41.1       46.5       68.7       69.3       40.3       46.1       65.9       65.5
Old  :                 41.1       46.5       68.7       69.3       40.3       46.1       65.9       65.5
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, September 30, 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  :   112,758:    69,309     81,343     10,663      5,916      6,859        928      2,862      5,460      4,081        641      5,098:   10,360     4,579
Old  :   112,758:    69,309     81,343     10,663      5,916      6,859        928      2,862      5,460      4,081        641      5,098:   10,360     4,579
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     4,309:    -1,591      4,910       -475       -296         47        246       -398        245      4,081     -1,282        294:    1,462       789
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       72.1        9.5        5.2        6.1        0.8        2.5        4.8        3.6        0.6        4.5:      9.2       4.1
Old  :     100.0:      61.5       72.1        9.5        5.2        6.1        0.8        2.5        4.8        3.6        0.6        4.5:      9.2       4.1
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  :        39:        22         19          4          .          .          .          .          .          .          .          .:
Old  :        39:        22         19          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  :                 58.0       48.2       72.6       72.1       49.0       45.2       60.1       63.3
Old  :                 58.0       48.2       72.6       72.1       49.0       45.2       60.1       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :    27,121:    18,287     23,451      5,732      1,279      1,635          0          0          0        248          0          0:    1,219       756
Old  :    27,121:    18,287     23,451      5,732      1,279      1,635          0          0          0        248          0          0:    1,219       756
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       767:       403        798          0       -302        302          0          0          0          0          0          0:       62       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       86.5       21.1        4.7        6.0        0.0        0.0        0.0        0.9        0.0        0.0:      4.5       2.8
Old  :     100.0:      67.4       86.5       21.1        4.7        6.0        0.0        0.0        0.0        0.9        0.0        0.0:      4.5       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  :        21:        13         10          .          .          .          0          0          0          .          0          0:
Old  :        21:        13         10          .          .          .          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  :                 49.0       67.9       77.1       90.6       39.6       54.0       61.1       66.5
Old  :                 49.0       67.9       77.1       90.6       39.6       54.0       61.1       66.5
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, September 30, 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  :    82,816:    68,999     26,078      3,493     45,192        445        782      1,972      1,616          0          0          0:    7,481     7,513
Old  :    82,816:    68,999     26,078      3,493     45,192        445        782      1,972      1,616          0          0          0:    7,481     7,513
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     3,624:     3,069        779        629      1,224        245       -105      1,216        -26          0          0          0:     -188       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       31.5        4.2       54.6        0.5        0.9        2.4        2.0        0.0        0.0        0.0:      9.0       9.1
Old  :     100.0:      83.3       31.5        4.2       54.6        0.5        0.9        2.4        2.0        0.0        0.0        0.0:      9.0       9.1
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  :        27:        15         10          .          7          .          .          .          .          0          0          0:
Old  :        27:        15         10          .          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  :                 55.7       52.2       72.7       74.7       54.1       50.9       68.7       70.0
Old  :                 55.7       52.2       72.7       74.7       54.1       50.9       68.7       70.0
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, September 30, 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  :   215,187:   205,521     88,067        228    119,415      1,712          0          0          0        434          0          0:    7,292     5,993
Old  :   215,187:   205,521     88,067        228    119,415      1,712          0          0          0        434          0          0:    7,292     5,993
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     7,245:     9,249      4,575          0      4,706     -2,188          0          0          0          0          0          0:      184       152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.5       40.9        0.1       55.5        0.8        0.0        0.0        0.0        0.2        0.0        0.0:      3.4       2.8
Old  :     100.0:      95.5       40.9        0.1       55.5        0.8        0.0        0.0        0.0        0.2        0.0        0.0:      3.4       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  :        40:        25         16          .         11          5          0          0          0          .          0          0:
Old  :        40:        25         16          .         11          5          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  :                 56.7       47.3       76.0       73.3       49.9       47.3       68.0       72.4
Old  :                 56.7       47.3       76.0       73.3       49.9       47.3       68.0       72.4
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, September 30, 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  :    91,291:    60,871     63,688     19,597     21,750      3,276          0          0          0          0          0          0:    7,547     2,577
Old  :    91,291:    60,871     63,688     19,597     21,750      3,276          0          0          0          0          0          0:    7,547     2,577
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     1,498:     1,637      4,435          0     -2,917       -755          0          0          0          0          0          0:      616       735
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       69.8       21.5       23.8        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.3       2.8
Old  :     100.0:      66.7       69.8       21.5       23.8        3.6        0.0        0.0        0.0        0.0        0.0        0.0:      8.3       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  :        33:        18         20          4          6          .          0          0          0          0          0          0:
Old  :        33:        18         20          4          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  :                 48.6       50.3       69.3       72.1       47.8       45.2       64.6       65.2
Old  :                 48.6       50.3       69.3       72.1       47.8       45.2       64.6       65.2
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, September 30, 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  :   304,483:   267,076    128,416     19,886    153,004      9,912          0          0          0          0      7,172        450:    7,159     5,529
Old  :   304,483:   267,076    128,416     19,886    153,004      9,912          0          0          0          0      7,172        450:    7,159     5,529
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     7,717:    12,044      5,641     -1,629      2,391        437          0       -992          0          0        120          0:   -3,135       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.7       42.2        6.5       50.3        3.3        0.0        0.0        0.0        0.0        2.4        0.1:      2.4       1.8
Old  :     100.0:      87.7       42.2        6.5       50.3        3.3        0.0        0.0        0.0        0.0        2.4        0.1:      2.4       1.8
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  :        57:        38         23          4         12          7          0          0          0          0          .          .:
Old  :        57:        38         23          4         12          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  :                 39.2       60.9       54.1       79.8       31.0       58.7       45.2       71.0
Old  :                 39.2       60.9       54.1       79.8       31.0       58.7       45.2       71.0
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, September 30, 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  :    62,544:    44,015     26,610      3,080     17,885      5,560        529      1,306      3,700          0          0          0:    5,660     7,483
Old  :    62,544:    44,015     26,610      3,080     17,885      5,560        529      1,306      3,700          0          0          0:    5,660     7,483
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     3,077:     2,602      1,905       -422        -25        423        220      1,074       -608          0          0          0:      862       308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       42.5        4.9       28.6        8.9        0.8        2.1        5.9        0.0        0.0        0.0:      9.0      12.0
Old  :     100.0:      70.4       42.5        4.9       28.6        8.9        0.8        2.1        5.9        0.0        0.0        0.0:      9.0      12.0
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         13          .          7          6          .          .          .          0          0          0:
Old  :        28:        15         13          .          7          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  :                 45.7       37.0       64.3       62.0       39.9       34.5       48.6       47.4
Old  :                 45.7       37.0       64.3       62.0       39.9       34.5       48.6       47.4
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, September 30, 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  :    78,232:    36,533     39,795     26,999     19,951      4,920      2,711        661      3,308          0          0          0:    3,761     9,597
Old  :    78,232:    36,533     39,795     26,999     19,951      4,920      2,711        661      3,308          0          0          0:    3,761     9,597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       988:     1,117        267          0          0          0        -67        661        -95          0          0          0:       33       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.7       50.9       34.5       25.5        6.3        3.5        0.8        4.2        0.0        0.0        0.0:      4.8      12.3
Old  :     100.0:      46.7       50.9       34.5       25.5        6.3        3.5        0.8        4.2        0.0        0.0        0.0:      4.8      12.3
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  :        26:        10         10          7          4          6          .          .          .          0          0          0:
Old  :        26:        10         10          7          4          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  :                 50.0       53.8       72.0       76.2       43.7       53.4       59.3       60.6
Old  :                 50.0       53.8       72.0       76.2       43.7       53.4       59.3       60.6
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, September 30, 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  :   131,738:   101,879     67,071      2,100     40,700      9,577     13,428      2,746          0      3,658      5,549          0:    1,096     6,095
Old  :   131,738:   101,879     67,071      2,100     40,700      9,577     13,428      2,746          0      3,658      5,549          0:    1,096     6,095
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :    28,310:    23,086     20,758      2,100       -374      1,526      2,170      1,120       -806        837      5,549          0:     -603       537
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.3       50.9        1.6       30.9        7.3       10.2        2.1        0.0        2.8        4.2        0.0:      0.8       4.6
Old  :     100.0:      77.3       50.9        1.6       30.9        7.3       10.2        2.1        0.0        2.8        4.2        0.0:      0.8       4.6
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  :        56:        18         24          4          6          .          .          4          0          .          4          0:
Old  :        56:        18         24          4          6          .          .          4          0          .          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  :                 57.7       41.0       76.7       60.8       50.3       33.6       62.2       43.8
Old  :                 57.7       41.0       76.7       60.8       50.3       33.6       62.2       43.8
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, September 30, 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  :    93,991:    59,762     75,860     15,841      2,711        334     11,118      5,026        900      5,668      7,486        120:      248     1,554
Old  :    93,991:    59,762     75,860     15,841      2,711        334     11,118      5,026        900      5,668      7,486        120:      248     1,554
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :    23,084:    17,355     17,558      4,402          0        124      2,108      1,360       -806        837      5,086        120:   -1,056      -358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       80.7       16.9        2.9        0.4       11.8        5.3        1.0        6.0        8.0        0.1:      0.3       1.7
Old  :     100.0:      63.6       80.7       16.9        2.9        0.4       11.8        5.3        1.0        6.0        8.0        0.1:      0.3       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  :        63:        23         32          7          .          .          .          4          .          4          4          .:
Old  :        63:        23         32          7          .          .          .          4          .          4          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  :                 41.9       35.1       63.6       54.7       41.6       31.0       62.0       49.0
Old  :                 41.9       35.1       63.6       54.7       41.6       31.0       62.0       49.0
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, September 30, 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  :    46,684:    43,051     40,721      2,382      5,202          0          0          0          0          0        148         62:    1,189       551
Old  :    46,684:    43,051     40,721      2,382      5,202          0          0          0          0          0        148         62:    1,189       551
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     3,119:     2,096      3,088        616        -62          0          0          0          0          0        -62         62:      345        93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       87.2        5.1       11.1        0.0        0.0        0.0        0.0        0.0        0.3        0.1:      2.5       1.2
Old  :     100.0:      92.2       87.2        5.1       11.1        0.0        0.0        0.0        0.0        0.0        0.3        0.1:      2.5       1.2
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  :        33:        15         22          .          .          0          0          0          0          0          .          .:
Old  :        33:        15         22          .          .          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  :                 66.0       39.4       81.7       63.2       63.0       36.8       76.5       59.2
Old  :                 66.0       39.4       81.7       63.2       63.0       36.8       76.5       59.2
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, September 30, 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  :   152,025:   122,322    123,484     15,749     15,490      1,955          0      1,117        652          0          0          0:   11,347     9,327
Old  :   152,025:   122,322    123,484     15,749     15,490      1,955          0      1,117        652          0          0          0:   11,347     9,327
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     7,287:     5,817      8,583          0       -571       -503          0        119       -220          0          0          0:    2,193      -121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       81.2       10.4       10.2        1.3        0.0        0.7        0.4        0.0        0.0        0.0:      7.5       6.1
Old  :     100.0:      80.5       81.2       10.4       10.2        1.3        0.0        0.7        0.4        0.0        0.0        0.0:      7.5       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  :        40:        27         25          .          4          .          0          .          .          0          0          0:
Old  :        40:        27         25          .          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  :                 55.0       51.3       69.9       71.4       39.1       32.0       48.9       45.7
Old  :                 55.0       51.3       69.9       71.4       39.1       32.0       48.9       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                                                                 Code-0233AW
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :    23,358:    18,643     16,715      1,323        554        875      1,387          0        120          0      4,454          0:    1,010       640
Old  :    23,358:    18,643     16,715      1,323        554        875      1,387          0        120          0      4,454          0:    1,010       640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     2,268:       701      2,525       -355          0        603        949          0          0          0       -616          0:      370      -244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       71.6        5.7        2.4        3.7        5.9        0.0        0.5        0.0       19.1        0.0:      4.3       2.7
Old  :     100.0:      79.8       71.6        5.7        2.4        3.7        5.9        0.0        0.5        0.0       19.1        0.0:      4.3       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  :        26:        13          9          .          .          .          .          0          .          0          .          0:
Old  :        26:        13          9          .          .          .          .          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  :                 65.7       69.1       83.5       88.0       62.0       69.1       79.3       85.0
Old  :                 65.7       69.1       83.5       88.0       62.0       69.1       79.3       85.0
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, September 30, 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  :    56,540:    39,281     34,540     10,942     14,724      1,462      1,238      2,491        741          0          0          0:    2,876     2,582
Old  :    56,540:    39,281     34,540     10,942     14,724      1,462      1,238      2,491        741          0          0          0:    2,876     2,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       256:    -1,831      3,217          0     -3,197        946      1,238       -402       -432          0          0          0:      335       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       61.1       19.4       26.0        2.6        2.2        4.4        1.3        0.0        0.0        0.0:      5.1       4.6
Old  :     100.0:      69.5       61.1       19.4       26.0        2.6        2.2        4.4        1.3        0.0        0.0        0.0:      5.1       4.6
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  :        26:        14         11          .          5          .          .          .          .          0          0          0:
Old  :        26:        14         11          .          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  :                 67.3       66.6       82.7       82.8       64.1       62.8       72.6       73.7
Old  :                 67.3       66.6       82.7       82.8       64.1       62.8       72.6       73.7
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, September 30, 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  :   107,011:    94,052     49,544          0     36,053      8,814          0      3,590      2,013          0          0          0:    2,132     6,997
Old  :   107,011:    94,052     49,544          0     36,053      8,814          0      3,590      2,013          0          0          0:    2,132     6,997
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     2,549:     1,764        681          0       -523        155          0      1,490        444          0          0          0:      186       302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       46.3        0.0       33.7        8.2        0.0        3.4        1.9        0.0        0.0        0.0:      2.0       6.5
Old  :     100.0:      87.9       46.3        0.0       33.7        8.2        0.0        3.4        1.9        0.0        0.0        0.0:      2.0       6.5
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  :        32:        20         19          0          6          4          0          .          .          0          0          0:
Old  :        32:        20         19          0          6          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  :                 62.2       42.2       80.1       62.0       50.5       34.5       62.8       50.3
Old  :                 62.2       42.2       80.1       62.0       50.5       34.5       62.8       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :    87,068:    62,330     76,783     11,683        952      1,590        465          0        511      2,897      2,738          0:    7,592     4,494
Old  :    87,068:    62,330     76,783     11,683        952      1,590        465          0        511      2,897      2,738          0:    7,592     4,494
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     4,668:     6,404      3,095        604          0         94       -348          0        167         28      1,234          0:   -2,281        78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       88.2       13.4        1.1        1.8        0.5        0.0        0.6        3.3        3.1        0.0:      8.7       5.2
Old  :     100.0:      71.6       88.2       13.4        1.1        1.8        0.5        0.0        0.6        3.3        3.1        0.0:      8.7       5.2
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  :        28:        18         16          .          .          .          .          0          .          .          .          0:
Old  :        28:        18         16          .          .          .          .          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  :                 45.7       55.9       70.1       79.9       39.5       54.3       60.4       75.6
Old  :                 45.7       55.9       70.1       79.9       39.5       54.3       60.4       75.6
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, September 30, 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  :   120,215:   107,936     86,268      1,149        896      3,278          0      4,171        671          0     23,439          0:    7,181     1,492
Old  :   120,215:   107,936     86,268      1,149        896      3,278          0      4,171        671          0     23,439          0:    7,181     1,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       324:     1,097       -661          0        -62         62          0      1,055       -684          0        428          0:     -151       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       71.8        1.0        0.7        2.7        0.0        3.5        0.6        0.0       19.5        0.0:      6.0       1.2
Old  :     100.0:      89.8       71.8        1.0        0.7        2.7        0.0        3.5        0.6        0.0       19.5        0.0:      6.0       1.2
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  :        26:        16         16          .          .          .          0          .          .          0          .          0:
Old  :        26:        16         16          .          .          .          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  :                 69.5       74.4       84.2       86.2       66.7       73.3       78.8       82.2
Old  :                 69.5       74.4       84.2       86.2       66.7       73.3       78.8       82.2
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, September 30, 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  :   235,759:   190,676     59,812      9,213    129,595     17,145      3,644     16,849      3,334        310      1,698        290:   11,147     7,036
Old  :   235,759:   190,676     59,812      9,213    129,595     17,145      3,644     16,849      3,334        310      1,698        290:   11,147     7,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     4,930:     4,715      4,029       -364      1,455     -1,070       -121     -2,027        836        310      1,698        290:      334      -281
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       25.4        3.9       55.0        7.3        1.5        7.1        1.4        0.1        0.7        0.1:      4.7       3.0
Old  :     100.0:      80.9       25.4        3.9       55.0        7.3        1.5        7.1        1.4        0.1        0.7        0.1:      4.7       3.0
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  :        49:        26         17          .         12         10          .          .          .          .          .          .:
Old  :        49:        26         17          .         12         10          .          .          .          .          .          .:
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  :                 46.2       48.3       59.7       71.1       41.8       43.9       54.0       65.3
Old  :                 46.2       48.3       59.7       71.1       41.8       43.9       54.0       65.3
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, September 30, 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  :    32,657:    24,736     28,815      1,162      3,358          0      1,000          0         30      3,684          0          0:    2,045       454
Old  :    32,657:    24,736     28,815      1,162      3,358          0      1,000          0         30      3,684          0          0:    2,045       454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     2,062:     1,256      2,124          0        399          0        280          0         30        403          0          0:       93      -491
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       88.2        3.6       10.3        0.0        3.1        0.0        0.1       11.3        0.0        0.0:      6.3       1.4
Old  :     100.0:      75.7       88.2        3.6       10.3        0.0        3.1        0.0        0.1       11.3        0.0        0.0:      6.3       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  :        30:        12         18          .          .          0          .          0          .          .          0          0:
Old  :        30:        12         18          .          .          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  :                 57.4       73.2       77.5       86.4       54.8       70.6       74.5       81.7
Old  :                 57.4       73.2       77.5       86.4       54.8       70.6       74.5       81.7
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, September 30, 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  :    40,104:    29,139     34,174      7,932      5,288          0          0          0          0      1,914          0          0:    1,119       642
Old  :    40,104:    29,139     34,174      7,932      5,288          0          0          0          0      1,914          0          0:    1,119       642
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     3,410:     3,626      1,984          0      1,457       -155          0          0          0       -124          0          0:       63       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       85.2       19.8       13.2        0.0        0.0        0.0        0.0        4.8        0.0        0.0:      2.8       1.6
Old  :     100.0:      72.7       85.2       19.8       13.2        0.0        0.0        0.0        0.0        4.8        0.0        0.0:      2.8       1.6
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  :        31:        16         14          .          .          0          0          0          0          .          0          0:
Old  :        31:        16         14          .          .          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  :                 67.5       71.7       81.8       88.7       67.5       70.5       81.4       86.8
Old  :                 67.5       71.7       81.8       88.7       67.5       70.5       81.4       86.8
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, September 30, 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  :   270,104:   229,558    135,461     19,289     89,371      7,078          0      8,990      1,802      2,896     20,676      3,122:    6,359     3,604
Old  :   270,104:   229,558    135,461     19,289     89,371      7,078          0      8,990      1,802      2,896     20,676      3,122:    6,359     3,604
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     6,905:    10,993      2,998       -310      7,897     -3,008          0     -1,007       -173     -1,392        -92        780:       15      -490
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.0       50.2        7.1       33.1        2.6        0.0        3.3        0.7        1.1        7.7        1.2:      2.4       1.3
Old  :     100.0:      85.0       50.2        7.1       33.1        2.6        0.0        3.3        0.7        1.1        7.7        1.2:      2.4       1.3
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  :        61:        42         29          .          7          6          0          .          .          .          .          .:
Old  :        61:        42         29          .          7          6          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  :                 40.3       50.3       64.1       68.0       38.9       48.8       60.9       65.4
Old  :                 40.3       50.3       64.1       68.0       38.9       48.8       60.9       65.4
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, September 30, 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  :    57,206:    35,863     39,666      8,944     12,466      1,910          0          0          0      6,471          0          0:    4,018     3,164
Old  :    57,206:    35,863     39,666      8,944     12,466      1,910          0          0          0      6,471          0          0:    4,018     3,164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       864:       190        -53        -94        184        -62          0          0          0        668          0          0:      162       795
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       69.3       15.6       21.8        3.3        0.0        0.0        0.0       11.3        0.0        0.0:      7.0       5.5
Old  :     100.0:      62.7       69.3       15.6       21.8        3.3        0.0        0.0        0.0       11.3        0.0        0.0:      7.0       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  :        31:        14         16          .          5          .          0          0          0          .          0          0:
Old  :        31:        14         16          .          5          .          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  :                 41.1       48.1       69.2       69.8       39.8       44.8       67.7       65.7
Old  :                 41.1       48.1       69.2       69.8       39.8       44.8       67.7       65.7
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, September 30, 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  :    81,519:    35,710     65,583     36,869      8,732      4,779          0          0          0          0          0          0:    4,161     2,425
Old  :    81,519:    35,710     65,583     36,869      8,732      4,779          0          0          0          0          0          0:    4,161     2,425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     2,610:     2,092      2,709        240       -372          0          0          0          0          0       -248          0:      278       521
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.8       80.5       45.2       10.7        5.9        0.0        0.0        0.0        0.0        0.0        0.0:      5.1       3.0
Old  :     100.0:      43.8       80.5       45.2       10.7        5.9        0.0        0.0        0.0        0.0        0.0        0.0:      5.1       3.0
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          6          .          .          0          0          0          0          0          0:
Old  :        28:        15         15          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  :                 39.7       49.1       64.9       75.6       38.8       45.3       56.6       65.0
Old  :                 39.7       49.1       64.9       75.6       38.8       45.3       56.6       65.0
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, September 30, 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  :    60,499:    40,747     42,521      8,422      3,835      5,158          0          0          0        217      2,907      1,070:    4,885     5,008
Old  :    60,499:    40,747     42,521      8,422      3,835      5,158          0          0          0        217      2,907      1,070:    4,885     5,008
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     3,724:     1,641      2,716      2,112        214       -363          0          0          0          0       -469      1,008:     -674       618
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       70.3       13.9        6.3        8.5        0.0        0.0        0.0        0.4        4.8        1.8:      8.1       8.3
Old  :     100.0:      67.4       70.3       13.9        6.3        8.5        0.0        0.0        0.0        0.4        4.8        1.8:      8.1       8.3
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:        17         12          .          .          .          0          0          0          .          .          .:
Old  :        27:        17         12          .          .          .          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  :                 47.7       54.9       69.2       81.0       43.0       49.9       60.4       66.4
Old  :                 47.7       54.9       69.2       81.0       43.0       49.9       60.4       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :    18,294:    17,255     16,286          0        490          0        667          0          0          0        672          0:      372       846
Old  :    18,294:    17,255     16,286          0        490          0        667          0          0          0        672          0:      372       846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.3       89.0        0.0        2.7        0.0        3.6        0.0        0.0        0.0        3.7        0.0:      2.0       4.6
Old  :     100.0:      94.3       89.0        0.0        2.7        0.0        3.6        0.0        0.0        0.0        3.7        0.0:      2.0       4.6
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  :        20:        10         11          0          .          0          .          0          0          0          .          0:
Old  :        20:        10         11          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  :                 78.6       57.4       92.6       81.1       78.6       55.7       91.6       78.2
Old  :                 78.6       57.4       92.6       81.1       78.6       55.7       91.6       78.2
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, September 30, 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  :   937,715:   121,326    120,871    149,372     21,440     48,486    249,477    220,689    151,153     20,658    224,129    121,637:   75,606    29,310
Old  :   937,715:   121,326    120,871    149,372     21,440     48,486    249,477    220,689    151,153     20,658    224,129    121,637:   75,606    29,310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :    -6,439:      -576        -29     -2,972      6,191     -4,307     10,094     -8,424     -4,642     -1,409     14,945     -4,858:    2,231    -5,315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       12.9       15.9        2.3        5.2       26.6       23.5       16.1        2.2       23.9       13.0:      8.1       3.1
Old  :     100.0:      12.9       12.9       15.9        2.3        5.2       26.6       23.5       16.1        2.2       23.9       13.0:      8.1       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  :       267:        37         31         22         13         26         67         43         56         27         39         56:
Old  :       267:        37         31         22         13         26         67         43         56         27         39         56:
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  :                 20.1       26.2       32.0       43.0       12.9       22.5       19.5       32.6
Old  :                 20.1       26.2       32.0       43.0       12.9       22.5       19.5       32.6
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, September 30, 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  :   418,231:    44,016     58,464     16,627     94,444     60,223     67,863     19,314     51,028    139,206     92,107     34,164:    5,104     8,487
Old  :   418,231:    44,016     58,464     16,627     94,444     60,223     67,863     19,314     51,028    139,206     92,107     34,164:    5,104     8,487
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :   -34,440:    -8,344     -3,681      3,869     -1,843    -14,646     -5,453      6,389     -8,504      2,563     -8,982     -3,597:     -328       424
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       14.0        4.0       22.6       14.4       16.2        4.6       12.2       33.3       22.0        8.2:      1.2       2.0
Old  :     100.0:      10.5       14.0        4.0       22.6       14.4       16.2        4.6       12.2       33.3       22.0        8.2:      1.2       2.0
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  :        65:        15         18          4         10         13          4          7          8         11          8         14:
Old  :        65:        15         18          4         10         13          4          7          8         11          8         14:
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       38.1       61.1       55.4       40.0       32.0       47.6       42.0
Old  :                 44.3       38.1       61.1       55.4       40.0       32.0       47.6       42.0
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, September 30, 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  :    69,006:     6,607     12,292     26,492     11,014     11,414        785      5,047      6,168      3,282      8,500      9,177:    5,081     5,394
Old  :    69,006:     6,607     12,292     26,492     11,014     11,414        785      5,047      6,168      3,282      8,500      9,177:    5,081     5,394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :   -17,236:      -762       -694    -12,827      1,111     -1,203        374     -5,271       -497     -3,205    -11,769      1,107:     -223       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.6       17.8       38.4       16.0       16.5        1.1        7.3        8.9        4.8       12.3       13.3:      7.4       7.8
Old  :     100.0:       9.6       17.8       38.4       16.0       16.5        1.1        7.3        8.9        4.8       12.3       13.3:      7.4       7.8
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  :        36:         7          6          8          .         10          .          5          6          6          6          8:
Old  :        36:         7          6          8          .         10          .          5          6          6          6          8:
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  :                 42.1       44.1       59.0       60.4       29.5       29.1       38.5       38.9
Old  :                 42.1       44.1       59.0       60.4       29.5       29.1       38.5       38.9
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, September 30, 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  : 1,800,137:   329,786    211,991     43,706    880,920    308,504    248,358     43,087    212,059    504,758     10,421    100,291:   52,675    32,864
Old  : 1,800,137:   329,786    211,991     43,706    880,920    308,504    248,358     43,087    212,059    504,758     10,421    100,291:   52,675    32,864
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :  -143,327:    -9,859    -25,678     12,096     -6,649    -58,296     37,104     -2,633    -46,130    -84,045     -5,590      2,464:    3,339      -815
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       11.8        2.4       48.9       17.1       13.8        2.4       11.8       28.0        0.6        5.6:      2.9       1.8
Old  :     100.0:      18.3       11.8        2.4       48.9       17.1       13.8        2.4       11.8       28.0        0.6        5.6:      2.9       1.8
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  :       119:        38         35          7         19         24         12         10         19         16          6         18:
Old  :       119:        38         35          7         19         24         12         10         19         16          6         18:
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  :                 42.0       34.2       56.2       52.3       31.7       29.6       41.4       41.5
Old  :                 42.0       34.2       56.2       52.3       31.7       29.6       41.4       41.5
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, September 30, 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  :   614,349:   119,069     85,027    247,037    143,589    112,504     11,801     66,500     49,561     11,435     94,808     58,574:    4,368     3,786
Old  :   614,349:   119,069     85,027    247,037    143,589    112,504     11,801     66,500     49,561     11,435     94,808     58,574:    4,368     3,786
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :   -60,677:   -18,484     -9,894    -17,210     -5,256     -4,316     -1,466    -14,355    -12,415     -4,017    -12,496     -3,239:      470     1,294
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.4       13.8       40.2       23.4       18.3        1.9       10.8        8.1        1.9       15.4        9.5:      0.7       0.6
Old  :     100.0:      19.4       13.8       40.2       23.4       18.3        1.9       10.8        8.1        1.9       15.4        9.5:      0.7       0.6
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  :        71:        16         15         15          5         19          7          9          9          6         12         16:
Old  :        71:        16         15         15          5         19          7          9          9          6         12         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  :                 32.8       42.4       49.8       65.2       23.1       31.1       35.0       42.5
Old  :                 32.8       42.4       49.8       65.2       23.1       31.1       35.0       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :     4,224:     3,575      2,675        380        743         66          0          0          0        143        250          0:       60       490
Old  :     4,224:     3,575      2,675        380        743         66          0          0          0        143        250          0:       60       490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       810:       760        302          0          0          0          0          0          0         50        100          0:        0       408
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       63.3        9.0       17.6        1.6        0.0        0.0        0.0        3.4        5.9        0.0:      1.4      11.6
Old  :     100.0:      84.6       63.3        9.0       17.6        1.6        0.0        0.0        0.0        3.4        5.9        0.0:      1.4      11.6
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  :        23:        14         11          .          .          .          0          0          0          .          .          0:
Old  :        23:        14         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  :                 66.2       47.2       84.9       73.7       37.5       35.7       52.3       47.6
Old  :                 66.2       47.2       84.9       73.7       37.5       35.7       52.3       47.6
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, September 30, 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  :    54,586:    41,367     39,983      3,681        560      5,368         23          0      2,000      1,434      6,089        178:      535       408
Old  :    54,586:    41,367     39,983      3,681        560      5,368         23          0      2,000      1,434      6,089        178:      535       408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     3,730:     2,835      2,888        204         27        791         23          0         50         71          0         68:     -312       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       73.2        6.7        1.0        9.8        0.0        0.0        3.7        2.6       11.2        0.3:      1.0       0.7
Old  :     100.0:      75.8       73.2        6.7        1.0        9.8        0.0        0.0        3.7        2.6       11.2        0.3:      1.0       0.7
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  :        66:        37         35          6          .          8          .          0          .          9          .          .:
Old  :        66:        37         35          6          .          8          .          0          .          9          .          .:
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  :                 33.5       44.0       50.8       68.7       11.0       29.6       17.7       31.7
Old  :                 33.5       44.0       50.8       68.7       11.0       29.6       17.7       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :    12,866:     6,190      9,842      1,795      1,520        866      3,935          0          0          0          0          0:       80       638
Old  :    12,866:     6,190      9,842      1,795      1,520        866      3,935          0          0          0          0          0:       80       638
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :     1,818:     1,674        810       -277        587        421          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.1       76.5       14.0       11.8        6.7       30.6        0.0        0.0        0.0        0.0        0.0:      0.6       5.0
Old  :     100.0:      48.1       76.5       14.0       11.8        6.7       30.6        0.0        0.0        0.0        0.0        0.0:      0.6       5.0
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  :        20:         9         13          .          4          .          .          0          0          0          0          0:
Old  :        20:         9         13          .          4          .          .          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  :                 70.2       56.5       90.7       80.6       52.0       42.6       55.9       50.5
Old  :                 70.2       56.5       90.7       80.6       52.0       42.6       55.9       50.5
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, September 30, 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  :    22,443:    17,725     12,909        970      2,048      2,520          0          0          0        692      4,521        267:      269       178
Old  :    22,443:    17,725     12,909        970      2,048      2,520          0          0          0        692      4,521        267:      269       178
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       567:       557         53         -2        800        -31          0          0          0         -2        165        -36:       81      -384
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       57.5        4.3        9.1       11.2        0.0        0.0        0.0        3.1       20.1        1.2:      1.2       0.8
Old  :     100.0:      79.0       57.5        4.3        9.1       11.2        0.0        0.0        0.0        3.1       20.1        1.2:      1.2       0.8
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  :        40:        26         19          .          6          5          0          0          0          .          .          .:
Old  :        40:        26         19          .          6          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  :                 49.6       46.0       73.0       66.8       36.4       43.0       53.2       54.7
Old  :                 49.6       46.0       73.0       66.8       36.4       43.0       53.2       54.7
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, September 30, 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  :    11,455:     8,105      7,676      1,577      1,939        270          0          0          0        290        196      1,145:       68       229
Old  :    11,455:     8,105      7,676      1,577      1,939        270          0          0          0        290        196      1,145:       68       229
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       928:       639        189          0        255        -31          0          0          0       -195          0        515:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       67.0       13.8       16.9        2.4        0.0        0.0        0.0        2.5        1.7       10.0:      0.6       2.0
Old  :     100.0:      70.8       67.0       13.8       16.9        2.4        0.0        0.0        0.0        2.5        1.7       10.0:      0.6       2.0
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:        19         18          .          4          .          0          0          0          .          .          .:
Old  :        32:        19         18          .          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  :                 54.7       42.6       76.7       63.1       41.0       28.1       47.4       38.1
Old  :                 54.7       42.6       76.7       63.1       41.0       28.1       47.4       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 30, 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  :     9,547:     7,538      3,656        674      4,953        329          0          0          0        175        450          0:      831       159
Old  :     9,547:     7,538      3,656        674      4,953        329          0          0          0        175        450          0:      831       159
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 23, 2014                                                               :
     :       623:       636        216         20        223        -56          0          0          0          0        225         -5:       28        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.0       38.3        7.1       51.9        3.4        0.0        0.0        0.0        1.8        4.7        0.0:      8.7       1.7
Old  :     100.0:      79.0       38.3        7.1       51.9        3.4        0.0        0.0        0.0        1.8        4.7        0.0:      8.7       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  :        27:        16         11          4          4          5          0          0          0          .          .          0:
Old  :        27:        16         11          4          4          5          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  :                 52.3       60.4       73.4       82.5       34.6       57.4       49.4       68.9
Old  :                 52.3       60.4       73.4       82.5       34.6       57.4       49.4       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 3, 2014