```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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 4,541,915                :
: Positions                                                                                                    :
:2,152,787 1,091,651    34,170 1,493,904   635,290   564,335    72,006   490,934   131,429   239,052   501,347 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   39,093    33,963    -6,548   -29,033    17,075     8,954    -1,291   -20,582     1,878    40,898   -34,219 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      24.0       0.8      32.9      14.0      12.4       1.6      10.8       2.9       5.3      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      115        95         7        25        29        20         9        24        19        22        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   576,419                :
: Positions                                                                                                    :
:   57,793   134,482   221,772    73,068    98,809    36,871    25,339    51,380    24,965   108,584    84,699 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:     -820   -14,117    -4,621    -7,040    -5,273      -279    11,438   -18,167    14,642    18,654   -34,481 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.0      23.3      38.5      12.7      17.1       6.4       4.4       8.9       4.3      18.8      14.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       16        19        13         8        18         6         8         9         8        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   230,954                :
: Positions                                                                                                    :
:  130,910   174,823    17,039    11,231    28,021    18,974        64     8,675    12,978         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    4,693     6,615     1,337    -1,319      -562      -242      -455      -297       242         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      75.7       7.4       4.9      12.1       8.2       0.0       3.8       5.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        25         4         6         7         4         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   122,347                :
: Positions                                                                                                    :
:   99,439    92,046     5,997    19,832     4,703     6,881         0       568         0     1,681         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:     -157     2,306     1,082         0      -407       970         0      -240         0        -1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      75.2       4.9      16.2       3.8       5.6       0.0       0.5       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        20         4         .         7         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   195,105                :
: Positions                                                                                                    :
:  133,057    76,780    14,412    77,372    18,495    13,967    10,966     2,218     3,735       742         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    2,310      -259     1,179     1,853      -712      -806       827       172         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      39.4       7.4      39.7       9.5       7.2       5.6       1.1       1.9       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        16         5         7         9         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   744,361                :
: Positions                                                                                                    :
:  585,380   200,070     6,693   451,049    76,612     3,889       784     1,473    58,287     2,203     9,927 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   12,729     7,386       589     5,102     1,073      -837    -1,272       484    -1,320         0      -939 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      26.9       0.9      60.6      10.3       0.5       0.1       0.2       7.8       0.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       38        20         4        16        19         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   227,010                :
: Positions                                                                                                    :
:  174,228   179,864    14,479    15,077    10,063    18,141         0       276     2,954    15,416         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    2,286     1,101      -605       944    -1,007      -419         0      -369         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      79.2       6.4       6.6       4.4       8.0       0.0       0.1       1.3       6.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        20         .         4         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   227,129                :
: Positions                                                                                                    :
:  201,581   110,568     6,963    94,513    10,953       357       711     3,720       589         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    5,480     6,227       599      -296     1,141      -117      -231       444       589         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      48.7       3.1      41.6       4.8       0.2       0.3       1.6       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        26         6         9         8         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    95,781                :
: Positions                                                                                                    :
:   77,205    37,834     3,720    41,683     4,619     2,675         0     2,746         0     1,353         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    1,771    -1,099       164        79       562    -1,888         0     1,159         0       341         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      39.5       3.9      43.5       4.8       2.8       0.0       2.9       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        13         .         7         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   103,406                :
: Positions                                                                                                    :
:   61,042    62,460    15,653     5,914     8,946       372    10,960     2,845     1,062     7,554     1,275 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:     -622      -929      -971       162       420         0      -214       309       152     1,220      -180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      60.4      15.1       5.7       8.7       0.4      10.6       2.8       1.0       7.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    22,415                :
: Positions                                                                                                    :
:   19,007    20,501         0     1,426         0     1,457         0         0     1,209         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    5,515     5,672         0       496         0         0         0         0       837         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      91.5       0.0       6.4       0.0       6.5       0.0       0.0       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        11         0         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    72,082                :
: Positions                                                                                                    :
:   56,467    20,688     2,864    39,162       727         0     2,288     1,764         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      556      -335         0       699         0         0       491     1,097         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      28.7       4.0      54.3       1.0       0.0       3.2       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         7         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   210,333                :
: Positions                                                                                                    :
:  195,710    67,241     2,058   133,911     4,237         0         0         0       916         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      742       279         0       555      -124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      32.0       1.0      63.7       2.0       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        17         .        11         7         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    94,982                :
: Positions                                                                                                    :
:   64,074    63,268    21,729    27,594     1,546         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      342       144         0       198         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      66.6      22.9      29.1       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        19         5         7         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   284,933                :
: Positions                                                                                                    :
:  239,327   123,267    20,158   136,575    17,400         0     1,472         0       118         0       424 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    2,939    -2,043       214     4,310      -286         0         0         0      -826         0       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      43.3       7.1      47.9       6.1       0.0       0.5       0.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       38        26         .        13         8         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    70,705                :
: Positions                                                                                                    :
:   51,159    18,705     3,877    30,843     5,026     1,846     3,225     4,902         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      519      -763        31         3       -31       168       499      -353         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      26.5       5.5      43.6       7.1       2.6       4.6       6.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        10         4         8         5         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    77,124                :
: Positions                                                                                                    :
:   36,757    43,185    25,921    20,047     3,969     2,448     1,054     3,249         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      550       121       183         0         0        81       744      -145         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      56.0      33.6      26.0       5.1       3.2       1.4       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        9        10         6         5         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   114,655                :
: Positions                                                                                                    :
:   98,790    42,714     1,859    61,326       244    11,041     1,446     1,772         0     1,333         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   11,252     5,425      -709    10,939       244     5,709    -1,654     1,220         0     1,333         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      37.3       1.6      53.5       0.2       9.6       1.3       1.5       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        16         .         8         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    88,509                :
: Positions                                                                                                    :
:   56,234    74,074     4,448     6,393       155    23,328     1,446     1,772       930     1,984       403 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   10,543     9,423        36     4,533      -713     4,852      -137      -297      -403       992       403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      83.7       5.0       7.2       0.2      26.4       1.6       2.0       1.1       2.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       24        29         5         4         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    48,746                :
: Positions                                                                                                    :
:   44,624    42,029     3,193     5,570         0         0         0         0       310         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    4,619     4,803       434       589         0         0         0         0       310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      86.2       6.6      11.4       0.0       0.0       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       13        21         .         4         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   147,209                :
: Positions                                                                                                    :
:  111,634   124,796    14,968     2,051     7,475       489     1,749       691         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      267    -6,935    -7,074       248     1,180         0       382      -101         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      84.8      10.2       1.4       5.1       0.3       1.2       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       28        24         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    58,083                :
: Positions                                                                                                    :
:   39,601    37,035    11,832    13,600       516       672         0       828         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      846       153      -214     1,341         0       343         0      -217         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      63.8      20.4      23.4       0.9       1.2       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        12         .         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   105,351                :
: Positions                                                                                                    :
:   90,574    40,745         0    46,086     7,748       719     1,329     2,808         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    1,681     2,175         0       296       279        93       588      -197         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      38.7       0.0      43.7       7.4       0.7       1.3       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        18         0         6         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    73,992                :
: Positions                                                                                                    :
:   40,145    62,019    17,847     1,705       790         0     1,906       407     3,842         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      83.8      24.1       2.3       1.1       0.0       2.6       0.6       5.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 2014              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    87,778                :
: Positions                                                                                                    :
:   50,283    70,041    27,521       891     2,267         0         0         0         0    12,586       155 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      79.8      31.4       1.0       2.6       0.0       0.0       0.0       0.0      14.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        10         8         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 2014              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    26,835                :
: Positions                                                                                                    :
:   17,109    24,334     3,238       235     1,284     3,286         0         0     1,546         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      558       775         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      90.7      12.1       0.9       4.8      12.2       0.0       0.0       5.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        13         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   134,314                :
: Positions                                                                                                    :
:  121,874   106,572       998       637     4,104         0       730     1,540       372    18,914         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      166     1,797       217         0      -217         0      -440       469         0       604         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      79.3       0.7       0.5       3.1       0.0       0.5       1.1       0.3      14.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   247,155                :
: Positions                                                                                                    :
:  203,739    51,176    12,480   132,785    15,045         0    30,967     7,085         0         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   -1,279     4,659       -80    -5,397     3,407         0    -2,472     1,605         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      20.7       5.0      53.7       6.1       0.0      12.5       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        18         .        11        10         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    35,128                :
: Positions                                                                                                    :
:   26,804    28,840       930     3,746         0       558     1,519       372     4,089         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    1,612     2,697        31       310         0         0         0         0     1,116         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      82.1       2.6      10.7       0.0       1.6       4.3       1.1      11.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        16         .         .         0         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    55,269                :
: Positions                                                                                                    :
:   28,253    52,498    21,124        98     1,590       279         0         0     2,088         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    1,953     2,108       265      -231      -234         0      -186       -62      -248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      95.0      38.2       0.2       2.9       0.5       0.0       0.0       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   263,448                :
: Positions                                                                                                    :
:  201,628   148,387    26,908    50,326    19,632     1,472     8,086     1,978       560    26,784     2,830 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    4,349    -2,286    -4,866     1,550     2,086         0     1,043       -59       -30    -1,164       690 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      56.3      10.2      19.1       7.5       0.6       3.1       0.8       0.2      10.2       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       36        24         4         5         7         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    59,834                :
: Positions                                                                                                    :
:   36,058    44,560     8,325     7,102     4,613         0         0         0     6,644         0         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    2,204        -6      -151     1,667    -1,057         0         0         0       -90         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      74.5      13.9      11.9       7.7       0.0       0.0       0.0      11.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        16         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    80,661                :
: Positions                                                                                                    :
:   36,876    65,430    34,649     7,869     5,465         0         0         0         0       488         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      278     2,045     1,464         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.7      81.1      43.0       9.8       6.8       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         7         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    65,353                :
: Positions                                                                                                    :
:   41,079    45,938    11,312     6,807     4,558         0         0         0         0     5,956         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:     -572       428       666      -494       425         0         0         0         0       276         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      70.3      17.3      10.4       7.0       0.0       0.0       0.0       0.0       9.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    23,375                :
: Positions                                                                                                    :
:   22,759    21,891       372         0         0         0         0         0         0       713         0 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.4      93.7       1.6       0.0       0.0       0.0       0.0       0.0       0.0       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        10         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   982,801                :
: Positions                                                                                                    :
:  135,129   142,243   144,736    24,573    49,814   241,242   230,597   175,319    35,059   197,708   128,848 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   -4,259    -9,379       925    -6,236    -5,764      -668    10,000    -5,949    -6,414    -4,811    -4,427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7      14.5      14.7       2.5       5.1      24.5      23.5      17.8       3.6      20.1      13.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   277                     :
:       36        32        19        14        25        64        53        66        39        34        52 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   453,175                :
: Positions                                                                                                    :
:   63,010    61,459    16,531   106,339    69,528    42,759    15,575    56,465   155,540    95,444    39,364 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    2,234     3,440      -100    -2,106     1,143     5,733     4,964       126    -6,319      -237       568 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.9      13.6       3.6      23.5      15.3       9.4       3.4      12.5      34.3      21.1       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       20        21         4        11        14         6         4        11        12         7        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 2014              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    78,344                :
: Positions                                                                                                    :
:    5,132    11,781    43,358     9,046    11,446       713     9,350     5,696     2,878    20,854     5,107 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   -1,108    -1,576    -1,842      -594      -592    -7,151     1,857    -4,704     1,274    -9,369    -2,171 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.6      15.0      55.3      11.5      14.6       0.9      11.9       7.3       3.7      26.6       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        5         5         9         .        11         .         4         5         4         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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 1,995,746                :
: Positions                                                                                                    :
:  305,721   273,213    37,652   874,358   387,344   326,947    41,596   220,915   539,591    23,940   122,200 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:   13,259      -235       -28     2,819     1,863    -7,640     1,417       759     3,966    -8,630    -3,594 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.3      13.7       1.9      43.8      19.4      16.4       2.1      11.1      27.0       1.2       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   123                     :
:       44        36         8        19        25        14         8        16        17         7        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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   667,511                :
: Positions                                                                                                    :
:  125,619    76,685   276,884   156,548   119,998     7,129    78,851    67,431     7,355   108,758    56,806 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:  -12,213      -820    -9,421     2,832    -7,064    -1,538   -12,942   -12,035    -3,432   -15,826       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.8      11.5      41.5      23.5      18.0       1.1      11.8      10.1       1.1      16.3       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       16        16        18         5        19         7         9        12         5        17        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    32,368                :
: Positions                                                                                                    :
:   26,205    23,432     2,824     1,407     1,748         0         0       500        62     4,424       280 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:    1,852     2,242       -30      -570       532         0         0         0        28       136         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      72.4       8.7       4.3       5.4       0.0       0.0       1.5       0.2      13.7       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       32        27         .         4         7         0         0         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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    16,333                :
: Positions                                                                                                    :
:   13,782     9,948       194       945     1,381         0         0         0       401     3,430       352 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:      592       286         5        13       133         0         0         0       -83       170        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      60.9       1.2       5.8       8.5       0.0       0.0       0.0       2.5      21.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        17         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 29, 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     4,946                :
: Positions                                                                                                    :
:    2,413     3,283     1,456       869       237         0         0         0       216       190       119 :
:                                                                                                              :
: Changes from:     July 22, 2014                                                                              :
:       40         5         0         0         0         0         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      66.4      29.4      17.6       4.8       0.0       0.0       0.0       4.4       3.8       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        14         .         4         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated August 1, 2014