```
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 4,780,717                :
: Positions                                                                                                    :
:2,187,661 1,024,511    38,304 1,930,220   591,229   852,614    45,289   545,870    45,401   139,515   489,385 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:   -7,870      -301       -10   -20,668     6,947   -27,666    22,963   -17,560    -3,554   -41,558   -13,996 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      21.4       0.8      40.4      12.4      17.8       0.9      11.4       0.9       2.9      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   214                     :
:      109        88         4        27        26        19        11        25        17        18        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   687,484                :
: Positions                                                                                                    :
:   59,523   158,123   230,997   101,310   119,077    81,638    29,641    58,723    26,092   108,717   110,954 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    6,984    -2,074   -10,191     7,992    10,937    45,093      -564     2,577    -7,163    29,087    -2,259 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7      23.0      33.6      14.7      17.3      11.9       4.3       8.5       3.8      15.8      16.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       19        24        11        10        19         7         9         9         6        16        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   247,176                :
: Positions                                                                                                    :
:  141,877   176,643    22,855    11,603    30,227    13,080    12,116     7,333    13,163         0     2,655 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    2,032      -166       945     1,086    -1,064    -1,339     1,262        83       424         0      -151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      71.5       9.2       4.7      12.2       5.3       4.9       3.0       5.3       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        23         5         5         8         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   130,394                :
: Positions                                                                                                    :
:  104,670    95,463     5,758    22,619     4,814     5,249         0     1,044         0     2,139         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      760       784         0       151         0       923         0      -310         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      73.2       4.4      17.3       3.7       4.0       0.0       0.8       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        18         .         6         8         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   202,838                :
: Positions                                                                                                    :
:  132,837    90,341    10,614    75,282    22,853    21,080     2,696     1,715     3,843         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      -34    -8,037    -2,414     9,270     1,185       262       203       -41     1,918    -1,208         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      44.5       5.2      37.1      11.3      10.4       1.3       0.8       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       17        15         5         7         9         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   799,650                :
: Positions                                                                                                    :
:  634,227   171,272     5,310   536,366    69,956     6,962     2,016       722    70,897     2,776     7,920 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:   10,585    16,390       -89    -5,541     3,381      -120       242      -425     1,569       453      -302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      21.4       0.7      67.1       8.7       0.9       0.3       0.1       8.9       0.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       34        21         4        15        17         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   238,139                :
: Positions                                                                                                    :
:  161,748   196,507    34,188    14,141     5,798    25,511         0       258     2,172    15,142         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    1,807     3,843     1,143       302        37      -599         0        45       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      82.5      14.4       5.9       2.4      10.7       0.0       0.1       0.9       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        19         4         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   222,439                :
: Positions                                                                                                    :
:  199,418    96,588     8,163   109,373     6,271     2,248         0     3,531         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    8,786     6,757      -330     1,290       120       119         0        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      43.4       3.7      49.2       2.8       1.0       0.0       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        28         4        10         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   107,326                :
: Positions                                                                                                    :
:   92,651    43,357         0    40,874     2,887     1,867         0     3,897         0     2,166         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    3,189       528         0      -296         0    -2,012         0     2,137         0       270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      40.4       0.0      38.1       2.7       1.7       0.0       3.6       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         0         6         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   113,708                :
: Positions                                                                                                    :
:   71,363    74,870     9,649     5,781    10,754         0     7,915     4,636     2,677        47     2,533 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      -60       950       928      -162      -218         0      -521      -493    -1,100        47       852 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      65.8       8.5       5.1       9.5       0.0       7.0       4.1       2.4       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        18         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    78,875                :
: Positions                                                                                                    :
:   62,347    25,015     2,864    39,032       673       863     2,448     1,510         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      970       482         0       151         0    -1,123         0       539         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      31.7       3.6      49.5       0.9       1.1       3.1       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         6         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   197,322                :
: Positions                                                                                                    :
:  181,970    50,454     3,368   141,525     1,551         0         0         0     1,038         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:   19,982    11,969      -248     8,675       524         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      25.6       1.7      71.7       0.8       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        13         .        11         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    82,188                :
: Positions                                                                                                    :
:   47,900    51,123    23,745    25,104       856         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      662     1,141         0       436         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      62.2      28.9      30.5       1.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         5         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   297,627                :
: Positions                                                                                                    :
:  240,542   129,413    24,426   138,033    20,620         0     2,448         0     4,107         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:   -7,927       429       151    -9,000     4,875         0         0         0      -882         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      43.5       8.2      46.4       6.9       0.0       0.8       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       35        21         .        13         8         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    76,866                :
: Positions                                                                                                    :
:   59,852    14,682     2,863    30,030     6,131     2,247    14,128     2,146         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:     -481       257        57      -635       -83       168      -474       150         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      19.1       3.7      39.1       8.0       2.9      18.4       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15         9         .         8         5         .         4         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    78,246                :
: Positions                                                                                                    :
:   42,189    39,766    23,291    25,547     3,434       683         0     3,434         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      296       608       496       827         0       519         0       494         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      50.8      29.8      32.6       4.4       0.9       0.0       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         9         5         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   119,827                :
: Positions                                                                                                    :
:  108,660    45,294       540    64,615         0     7,770     3,534       738     1,320         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    1,995     7,258       300       270         0     5,130       180      -180       960         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      37.8       0.5      53.9       0.0       6.5       2.9       0.6       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       16        17         .         6         0         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    72,753                :
: Positions                                                                                                    :
:   42,605    61,276     3,963       492        60    20,728     3,906       738     3,583       992         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    3,943    10,008       840       120        60     5,130       180      -180       960         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      84.2       5.4       0.7       0.1      28.5       5.4       1.0       4.9       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       17        24         7         .         .         5         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    45,957                :
: Positions                                                                                                    :
:   42,527    37,510     1,836     6,406         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    8,186     5,199         0     1,510         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      81.6       4.0      13.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        18         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   132,881                :
: Positions                                                                                                    :
:   91,057   116,194    25,319     2,047     2,797       396     1,443         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    6,531     5,174       252      -302        90         0      -240         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      87.4      19.1       1.5       2.1       0.3       1.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       28        20         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    65,381                :
: Positions                                                                                                    :
:   41,081    45,118    12,936    11,534       516         0       153     2,229       408         0       453 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      736      -372         0         0         0         0         0        53      -210         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      69.0      19.8      17.6       0.8       0.0       0.2       3.4       0.6       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        14         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   107,308                :
: Positions                                                                                                    :
:   90,406    40,947         0    44,208     8,599         0     1,100     2,663         0       984         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    4,663    -1,872         0     4,358    -1,234         0       834       767         0      -240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      38.2       0.0      41.2       8.0       0.0       1.0       2.5       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         0         6         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    88,373                :
: Positions                                                                                                    :
:   50,147    70,645    28,656       557     1,797     1,032         0       121         0     8,995     1,404 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:     -672      -488         0         0         0       184         0       -64         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      79.9      32.4       0.6       2.0       1.2       0.0       0.1       0.0      10.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         9         8         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    24,949                :
: Positions                                                                                                    :
:   13,426    20,752     4,546         0     1,092     3,962         0         0     1,433       840         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      83.2      18.2       0.0       4.4      15.9       0.0       0.0       5.7       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6        11         .         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   127,172                :
: Positions                                                                                                    :
:  114,137   104,302     1,050     2,402     3,445     1,083         0     1,020       372    13,318         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    3,570     1,836         0         0         0        81         0       240         0     1,990         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      82.0       0.8       1.9       2.7       0.9       0.0       0.8       0.3      10.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   272,660                :
: Positions                                                                                                    :
:  224,947    41,393    14,444   154,134    13,351         0    44,630     6,418       240         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    1,625       457      -360     1,114       213      -917    -1,214     2,257       240         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      15.2       5.3      56.5       4.9       0.0      16.4       2.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        13         .        10         8         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    37,250                :
: Positions                                                                                                    :
:   27,522    28,008     1,342     4,794         0       248     3,868         0     6,987         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    1,473     2,413       553       630         0         0         0         0       960         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      75.2       3.6      12.9       0.0       0.7      10.4       0.0      18.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         .         .         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    40,916                :
: Positions                                                                                                    :
:   11,822    35,795    23,070     3,662         0       496         0         0     2,782         0       360 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    1,626     1,680       300      -270         0         0         0         0      -240         0       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.9      87.5      56.4       9.0       0.0       1.2       0.0       0.0       6.8       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         .         .         0         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   272,178                :
: Positions                                                                                                    :
:  209,465   152,391    33,467    53,427     9,631     2,509     4,216     2,126       590    41,672     2,568 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:   -2,135      -738      -331    -2,663       367        60      -419       115         0       457      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      56.0      12.3      19.6       3.5       0.9       1.5       0.8       0.2      15.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       36        26         5         4         7         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    71,504                :
: Positions                                                                                                    :
:   41,088    55,356     9,630     4,856     7,295         0         0         0     9,282         0         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:     -455        95       391      -188       188         0         0         0       180         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      77.4      13.5       6.8      10.2       0.0       0.0       0.0      13.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    86,412                :
: Positions                                                                                                    :
:   40,142    69,506    36,001     8,213     5,848         0         0         0         0     1,224         0 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:     -101      -105        -4         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      80.4      41.7       9.5       6.8       0.0       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        14         7         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    73,202                :
: Positions                                                                                                    :
:   46,931    49,397    12,846    11,620     3,824         0       289       457         0     5,231       121 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:     -294     1,619     1,694    -1,006       122       -13       289      -167         0       302      -272 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      67.5      17.5      15.9       5.2       0.0       0.4       0.6       0.0       7.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   980,333                :
: Positions                                                                                                    :
:  103,351   141,152   124,071    45,329    62,469   257,535   184,746   219,998    33,643   189,775   108,070 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:   -2,892    -4,193    -1,966    -1,342      -263     1,095        -5    -6,901   -11,124    -7,287     3,236 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      14.4      12.7       4.6       6.4      26.3      18.8      22.4       3.4      19.4      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   262                     :
:       34        28        16        14        23        95        24        57        38        29        43 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   462,635                :
: Positions                                                                                                    :
:   78,231    52,800    18,247   115,215    80,114    35,600    15,735    40,779   167,542   116,354    36,711 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    2,857     1,878      -806    -2,433     2,389     5,707     6,285       387      -157     3,863    -1,639 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.9      11.4       3.9      24.9      17.3       7.7       3.4       8.8      36.2      25.2       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       17        18         5        11        15         6         4        11        14         6        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    78,474                :
: Positions                                                                                                    :
:    7,148     8,197    39,959    13,981     9,367     4,314     4,630     5,857     1,439    25,920     5,942 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      739       434      -532     2,455     1,105     1,487    -1,350     1,348       495     1,133       422 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      10.4      50.9      17.8      11.9       5.5       5.9       7.5       1.8      33.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        5         4         7         5        12         .         .         4         .         9         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,001,422                :
: Positions                                                                                                    :
:  259,634   322,365    29,545   889,046   401,129   314,329    23,796   222,439   634,910     8,793   100,662 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    6,602    -1,359     2,364    -9,834     2,093    -6,443       568       787    -8,125     4,546     1,981 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      16.1       1.5      44.4      20.0      15.7       1.2      11.1      31.7       0.4       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   119                     :
:       41        37         8        20        27        19         4        16        16         6        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   721,026                :
: Positions                                                                                                    :
:  134,687    78,651   294,928   161,313   138,468    11,692   120,248    54,022     9,526    95,356    69,440 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:    1,319       778    -8,029     1,981    -1,978    -4,849    -6,829     5,446     2,857    -4,770     3,223 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      10.9      40.9      22.4      19.2       1.6      16.7       7.5       1.3      13.2       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       16        18        19         4        19         6        10        15        10        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,962                :
: Positions                                                                                                    :
:   19,480    16,155       538     2,924     1,850         0         0         0       250     1,184       397 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      629       558       264       -15        90         0         0         0         0       284       103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      70.4       2.3      12.7       8.1       0.0       0.0       0.0       1.1       5.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        26         .         5         6         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    14,992                :
: Positions                                                                                                    :
:   12,926     9,581        84     1,237       811         0         0         0       300     2,157       740 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:      240        67         0        -2       -29         0         0         0         0       222       135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      63.9       0.6       8.3       5.4       0.0       0.0       0.0       2.0      14.4       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        15         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 27, 2014               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     6,150                :
: Positions                                                                                                    :
:    2,448     4,139     2,605       820       368         0         0         0         0       438        69 :
:                                                                                                              :
: Changes from:     May 20, 2014                                                                               :
:       96       288       265         0         0         0         0         0         0        90       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      67.3      42.4      13.3       6.0       0.0       0.0       0.0       0.0       7.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         4         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated May 30, 2014