```
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 4,326,876                :
: Positions                                                                                                    :
:2,243,571 1,064,979    54,715 1,412,644   492,721   364,174   143,602   483,038   148,292   204,136   515,973 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   85,923     5,878    -2,301    35,761   -34,596   -36,377    -2,268    21,914    -4,633     3,788    15,671 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      24.6       1.3      32.6      11.4       8.4       3.3      11.2       3.4       4.7      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      118        90         9        23        29        18        12        21        11        28        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   607,270                :
: Positions                                                                                                    :
:   58,022   121,603   210,852    80,024    98,073    57,304    14,237    65,515    23,743   134,312    93,499 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,725      -863    -1,034     7,040      -871    14,795   -10,990     6,188    -4,527    16,892    -3,807 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      20.0      34.7      13.2      16.1       9.4       2.3      10.8       3.9      22.1      15.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       19        20        13         7        17         8         8        12        14         9        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   220,164                :
: Positions                                                                                                    :
:  134,999   160,821    15,097    13,376    25,329    13,597       168     5,828     7,244     2,218       856 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    7,191     2,405      -188       774       -53      -271       168       -26        62       478         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      73.0       6.9       6.1      11.5       6.2       0.1       2.6       3.3       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        21         .         5         6         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   105,871                :
: Positions                                                                                                    :
:   89,280    75,855       955    17,009     7,862     2,790         0       809         0       908        49 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,382      -883      -980       344       124      -486         0       246       -10        87      -413 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      71.6       0.9      16.1       7.4       2.6       0.0       0.8       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        22         .         4         6         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   202,289                :
: Positions                                                                                                    :
:  137,813    73,981    31,472    97,668    10,420     9,711     8,560     1,764     4,010     2,602         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    4,411     3,136     2,602     7,119      -215      -414    -1,613       754         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      36.6      15.6      48.3       5.2       4.8       4.2       0.9       2.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        17         6         7        10         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   703,705                :
: Positions                                                                                                    :
:  543,762   177,903     7,309   431,843    76,778     2,749     1,938     1,672    59,349     1,330     9,531 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    4,458     3,957      -106      -953      -160       362       213       132    -1,228      -240       304 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      25.3       1.0      61.4      10.9       0.4       0.3       0.2       8.4       0.2       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       35        23         4        15        17         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   237,619                :
: Positions                                                                                                    :
:  196,202   181,014     5,684    24,338     9,191    11,826         0     1,414     6,694    14,356         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    5,330     5,248     1,034     1,512      -155       602         0        92       -99      -124         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      76.2       2.4      10.2       3.9       5.0       0.0       0.6       2.8       6.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        20         .         5         .         4         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   235,665                :
: Positions                                                                                                    :
:  216,344   113,743     1,483    98,504    11,382         0       767     3,487         0     1,598         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    5,967     3,540    -1,126     2,636       337         0    -1,151       486         0       604         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      48.3       0.6      41.8       4.8       0.0       0.3       1.5       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        27         4        10         9         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    88,209                :
: Positions                                                                                                    :
:   69,368    32,161     2,517    39,294     4,726     2,902       745     3,970         0       494         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,633    -2,751      -366     3,910         0    -3,249      -495     1,728         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      36.5       2.9      44.5       5.4       3.3       0.8       4.5       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        14         .         7         6         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   108,449                :
: Positions                                                                                                    :
:   70,900    76,433    11,138     6,212     6,812       682     3,260     5,215         0     1,923     4,804 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    8,424     5,045    -3,971        30       796       217    -1,380       680         0       801    -1,093 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      70.5      10.3       5.7       6.3       0.6       3.0       4.8       0.0       1.8       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        20         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    26,354                :
: Positions                                                                                                    :
:   17,884    22,653     5,732     1,581     1,333         0         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      86.0      21.8       6.0       5.1       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    79,192                :
: Positions                                                                                                    :
:   65,930    25,299     2,864    43,968       200       887       756     1,642         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,301     1,111         0       428         0      -798       539       272         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      31.9       3.6      55.5       0.3       1.1       1.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        10         .         7         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   207,942                :
: Positions                                                                                                    :
:  196,272    83,492       228   114,709     3,900         0         0         0       434         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    9,522    10,582         0    -2,410       248         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      40.2       0.1      55.2       1.9       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        17         .        11         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    89,793                :
: Positions                                                                                                    :
:   59,234    59,253    19,597    24,667     4,031         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       86     2,513         0    -2,613       604         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      66.0      21.8      27.5       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        19         4         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   296,766                :
: Positions                                                                                                    :
:  255,032   122,775    21,515   150,613     9,475         0       992         0         0     7,052       450 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    5,127     1,906     1,649     3,924      -145         0       248         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      41.4       7.2      50.8       3.2       0.0       0.3       0.0       0.0       2.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       37        23         4        12         7         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    59,467                :
: Positions                                                                                                    :
:   41,413    24,705     3,502    17,910     5,137       309       232     4,308         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,008     1,696       969       807       -74    -1,120      -304      -151         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      41.5       5.9      30.1       8.6       0.5       0.4       7.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         7         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    77,244                :
: Positions                                                                                                    :
:   35,416    39,528    26,999    19,951     4,920     2,778         0     3,403         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      766       136      -308         0       608      -198         0       156         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.8      51.2      35.0      25.8       6.4       3.6       0.0       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9         9         7         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   103,428                :
: Positions                                                                                                    :
:   78,793    46,313         0    41,074     8,051    11,258     1,626       806     2,821         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,278     4,463         0    -1,488     3,565     1,420         0         0       341         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      44.8       0.0      39.7       7.8      10.9       1.6       0.8       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       13        18         0         7         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    70,907                :
: Positions                                                                                                    :
:   42,407    58,302    11,439     2,711       210     9,010     3,666     1,706     4,831     2,400         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,183     6,042     3,596     1,581      -372       700      -168       168       341         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      82.2      16.1       3.8       0.3      12.7       5.2       2.4       6.8       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       20        24         7         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    43,565                :
: Positions                                                                                                    :
:   40,955    37,633     1,766     5,264         0         0         0         0         0       210         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    5,239     5,425       806       496         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      86.4       4.1      12.1       0.0       0.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        21         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   144,738                :
: Positions                                                                                                    :
:  116,505   114,901    15,749    16,061     2,458         0       998       872         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,929       648         0      -182       465      -313       657        18         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      79.4      10.9      11.1       1.7       0.0       0.7       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       28        25         .         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    21,090                :
: Positions                                                                                                    :
:   17,942    14,190     1,678       554       272       438         0       120         0     5,070         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,786     1,214      -711       366         2       124         0         0         0       620         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      67.3       8.0       2.6       1.3       2.1       0.0       0.6       0.0      24.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         8         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    56,284                :
: Positions                                                                                                    :
:   41,112    31,323    10,942    17,921       516         0     2,893     1,173         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      314       -62         0      -365         0      -334       314       120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      55.7      19.4      31.8       0.9       0.0       5.1       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         5         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   104,462                :
: Positions                                                                                                    :
:   92,288    48,863         0    36,576     8,659         0     2,100     1,569         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    4,971     3,463         0    -1,524       307       -46     1,100      -801         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      46.8       0.0      35.0       8.3       0.0       2.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        19         0         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    82,400                :
: Positions                                                                                                    :
:   55,926    73,688    11,079       952     1,496       813         0       344     2,869     1,504         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      595     2,820       604         0        60       635         0      -183         0       238         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      89.4      13.4       1.2       1.8       1.0       0.0       0.4       3.5       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        15         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   119,891                :
: Positions                                                                                                    :
:  106,839    86,929     1,149       958     3,216         0     3,116     1,355         0    23,011         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,117        86    -1,211       304       -62         0       952       267         0       338         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      72.5       1.0       0.8       2.7       0.0       2.6       1.1       0.0      19.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   230,829                :
: Positions                                                                                                    :
:  185,961    55,783     9,577   128,140    18,215     3,765    18,876     2,498         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      324     3,302      -642    -3,522     4,034       833     1,718      -147         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      24.2       4.1      55.5       7.9       1.6       8.2       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        16         .        12        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    30,595                :
: Positions                                                                                                    :
:   23,480    26,691     1,162     2,959         0       720         0         0     3,281         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    3,224     4,149       682       403         0         0         0         0        62      -957         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      87.2       3.8       9.7       0.0       2.4       0.0       0.0      10.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        17         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    36,694                :
: Positions                                                                                                    :
:   25,513    32,190     7,932     3,831       155         0         0         0     2,038         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    4,655    -5,395    -9,054     1,178         0         0         0         0       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      87.7      21.6      10.4       0.4       0.0       0.0       0.0       5.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   263,199                :
: Positions                                                                                                    :
:  218,565   132,463    19,599    81,474    10,086         0     9,997     1,975     4,288    20,768     2,342 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   20,843       842      -577    19,770    -6,407      -496     1,320      -365       393    -1,248        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      50.3       7.4      31.0       3.8       0.0       3.8       0.8       1.6       7.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       41        27         .         7         6         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    56,342                :
: Positions                                                                                                    :
:   35,673    39,719     9,038    12,282     1,972         0         0         0     5,803         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -814      -665      -465    -1,700       180         0         0         0       151         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      70.5      16.0      21.8       3.5       0.0       0.0       0.0      10.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        17         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    78,909                :
: Positions                                                                                                    :
:   33,618    62,874    36,629     9,104     4,779         0         0         0         0       248         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      366      -124         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.6      79.7      46.4      11.5       6.1       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         6         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    56,775                :
: Positions                                                                                                    :
:   39,106    39,805     6,310     3,621     5,521         0         0         0       217     3,376        62 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    3,773      -306       776    -1,018       634         0         0         0       217     2,364      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      70.1      11.1       6.4       9.7       0.0       0.0       0.0       0.4       5.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        12         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   944,154                :
: Positions                                                                                                    :
:  121,902   120,900   152,344    15,249    52,793   239,383   229,113   155,795    22,067   209,184   126,495 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:  -37,891   -35,382    -7,037    -2,467      -677    -8,550   -10,012     3,400    -1,462    -8,934    -4,638 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.9      12.8      16.1       1.6       5.6      25.4      24.3      16.5       2.3      22.2      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   275                     :
:       37        30        23        11        26        62        57        66        35        37        50 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   452,671                :
: Positions                                                                                                    :
:   52,360    62,145    12,758    96,287    74,869    73,316    12,925    59,532   136,643   101,089    37,761 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      809       112       816    -4,161     1,741    -2,927       420       951    -1,441     1,435    -1,641 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.6      13.7       2.8      21.3      16.5      16.2       2.9      13.2      30.2      22.3       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       20        21         4        10        13         7         4        12        12         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    86,242                :
: Positions                                                                                                    :
:    7,369    12,986    39,319     9,903    12,617       411    10,318     6,665     6,487    20,269     8,070 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,157     1,061       194     1,385     1,039       411    -1,030     1,022     1,127       753       978 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5      15.1      45.6      11.5      14.6       0.5      12.0       7.7       7.5      23.5       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        7         6         8         .        10         .         6         7        10         7        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 1,943,464                :
: Positions                                                                                                    :
:  339,645   237,669    31,610   887,569   366,800   211,254    45,720   258,189   588,803    16,011    97,827 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   18,628    -4,574       711    19,221    -2,000   -33,210     1,106    34,561    27,459    -3,437      -635 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      12.2       1.6      45.7      18.9      10.9       2.4      13.3      30.3       0.8       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   127                     :
:       43        41         7        19        24        13         9        19        17         7        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   675,026                :
: Positions                                                                                                    :
:  137,553    94,921   264,247   148,845   116,820    13,267    80,855    61,976    15,452   107,304    61,813 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   14,165    -2,529   -16,332     1,886     4,346     3,771    -1,044      -133     3,391     6,864    -1,015 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4      14.1      39.1      22.1      17.3       2.0      12.0       9.2       2.3      15.9       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       19        17        18         5        20         8         9        14        11        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is     3,414                :
: Positions                                                                                                    :
:    2,815     2,373       380       743        66         0         0         0        93       150         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      69.5      11.1      21.8       1.9       0.0       0.0       0.0       2.7       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    50,856                :
: Positions                                                                                                    :
:   38,532    37,095     3,477       533     4,577         0         0     1,950     1,363     6,089       110 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      992     1,109       176        -5       367         0         0         0       385       343         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      72.9       6.8       1.0       9.0       0.0       0.0       3.8       2.7      12.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        32         7         .         8         0         0         .         9         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    11,048                :
: Positions                                                                                                    :
:    4,516     9,032     2,072       933       445     3,935         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      775       565      -180        30         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      81.8      18.8       8.4       4.0      35.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        13         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    21,876                :
: Positions                                                                                                    :
:   17,168    12,856       972     1,248     2,551         0         0         0       694     4,356       303 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      380       272        85       136       363         0         0         0        -7        50        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      58.8       4.4       5.7      11.7       0.0       0.0       0.0       3.2      19.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        18         .         4         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    10,527                :
: Positions                                                                                                    :
:    7,466     7,487     1,577     1,684       301         0         0         0       485       196       630 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,975     1,104         0       648       -43         0         0         0      -100        51       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      71.1      15.0      16.0       2.9       0.0       0.0       0.0       4.6       1.9       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        17         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     8,924                :
: Positions                                                                                                    :
:    6,902     3,440       654     4,730       385         0         0         0       175       225         5 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      136       -26         5       277         7         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      38.5       7.3      53.0       4.3       0.0       0.0       0.0       2.0       2.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        11         4         4         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 26, 2014