```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,295,618: 2,100,121  1,075,711     62,529  1,422,839    573,061    427,769     80,495    452,751    143,282    168,856    509,526:   26,579    12,379
Old  : 4,295,618: 2,100,121  1,075,711     62,529  1,422,839    573,061    427,769     80,495    452,751    143,282    168,856    509,526:   26,579    12,379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    48,502:    48,995     15,269     16,575     24,298    -14,349    -67,883     29,179     -2,588     13,426    -57,404     54,489:     -163      -392
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       25.0        1.5       33.1       13.3       10.0        1.9       10.5        3.3        3.9       11.9:      0.6       0.3
Old  :     100.0:      48.9       25.0        1.5       33.1       13.3       10.0        1.9       10.5        3.3        3.9       11.9:      0.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       219:       116         94          8         24         29         18         10         21         16         22         34:
Old  :       219:       116         94          8         24         29         18         10         21         16         22         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       23.4       33.3       37.3       14.6       17.3       23.2       26.2
Old  :                 21.0       23.4       33.3       37.3       14.6       17.3       23.2       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   593,981:    56,294    130,918    220,533     69,673    110,229     39,779     25,917     49,371     33,579    123,749     84,066:      130        58
Old  :   593,981:    56,294    130,918    220,533     69,673    110,229     39,779     25,917     49,371     33,579    123,749     84,066:      130        58
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     4,212:       238     -3,294     -7,114      1,400      7,032      2,888      3,356     -3,984      2,724     -2,380      2,658:     -230      -576
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.5       22.0       37.1       11.7       18.6        6.7        4.4        8.3        5.7       20.8       14.2:      0.0       0.0
Old  :     100.0:       9.5       22.0       37.1       11.7       18.6        6.7        4.4        8.3        5.7       20.8       14.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        18         20         13          8         18          6          9          9          9          9         17:
Old  :        77:        18         20         13          8         18          6          9          9          9          9         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       47.7       60.6       66.9       32.3       31.3       41.5       43.0
Old  :                 43.4       47.7       60.6       66.9       32.3       31.3       41.5       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   217,133:   124,635    160,504     16,381     11,348     26,778     16,028      1,713      7,526     11,953      1,318         56:   13,776     7,890
Old  :   217,133:   124,635    160,504     16,381     11,348     26,778     16,028      1,713      7,526     11,953      1,318         56:   13,776     7,890
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     2,767:     2,605       -389          0      1,325       -179     -2,070        212        738        885        637         56:      732       367
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       73.9        7.5        5.2       12.3        7.4        0.8        3.5        5.5        0.6        0.0:      6.3       3.6
Old  :     100.0:      57.4       73.9        7.5        5.2       12.3        7.4        0.8        3.5        5.5        0.6        0.0:      6.3       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        22         22          .          7          6          4          .          4          .          .          .:
Old  :        47:        22         22          .          7          6          4          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       51.7       63.8       69.0       36.7       45.8       52.9       55.1
Old  :                 45.2       51.7       63.8       69.0       36.7       45.8       52.9       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   113,818:    94,142     83,381      2,961     17,453      7,080      3,781          0      1,402          0      1,463          0:    4,452     3,039
Old  :   113,818:    94,142     83,381      2,961     17,453      7,080      3,781          0      1,402          0      1,463          0:    4,452     3,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :        -2:      -111       -302       -242        275        242      1,452          0       -258          0         30          0:   -1,085        11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       73.3        2.6       15.3        6.2        3.3        0.0        1.2        0.0        1.3        0.0:      3.9       2.7
Old  :     100.0:      82.7       73.3        2.6       15.3        6.2        3.3        0.0        1.2        0.0        1.3        0.0:      3.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        20         19          .          4          7          .          0          .          0          .          0:
Old  :        35:        20         19          .          4          7          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       44.5       72.5       67.6       44.6       39.5       51.4       49.0
Old  :                 54.6       44.5       72.5       67.6       44.6       39.5       51.4       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   187,418:   123,700     77,459     21,268     74,074     15,415     13,129      8,560      2,256      3,177          0          0:    8,473     9,654
Old  :   187,418:   123,700     77,459     21,268     74,074     15,415     13,129      8,560      2,256      3,177          0          0:    8,473     9,654
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       133:      -574       -271        683       -658       -627        291          0        -90          0          0          0:      450     1,779
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       41.3       11.3       39.5        8.2        7.0        4.6        1.2        1.7        0.0        0.0:      4.5       5.2
Old  :     100.0:      66.0       41.3       11.3       39.5        8.2        7.0        4.6        1.2        1.7        0.0        0.0:      4.5       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        16         16          5          7          9          .          .          .          .          0          0:
Old  :        37:        16         16          5          7          9          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       44.6       70.9       63.8       39.0       40.2       51.9       53.3
Old  :                 44.0       44.6       70.9       63.8       39.0       40.2       51.9       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   697,916:   539,924    186,649      4,973    417,364     78,939      2,494      1,113        585     58,889      1,992      9,227:    2,885     2,047
Old  :   697,916:   539,924    186,649      4,973    417,364     78,939      2,494      1,113        585     58,889      1,992      9,227:    2,885     2,047
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    -6,599:   -10,925     -4,663       -338     -3,081      1,833       -516         10       -544      3,164          0       -244:      971        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       26.7        0.7       59.8       11.3        0.4        0.2        0.1        8.4        0.3        1.3:      0.4       0.3
Old  :     100.0:      77.4       26.7        0.7       59.8       11.3        0.4        0.2        0.1        8.4        0.3        1.3:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        40         21          4         16         19          .          .          .          .          .          .:
Old  :        65:        40         21          4         16         19          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       41.8       57.6       64.8       34.8       38.4       49.9       53.7
Old  :                 38.3       41.8       57.6       64.8       34.8       38.4       49.9       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   220,571:   176,937    166,601      5,905     17,391     11,542     15,176          0        323      3,842     14,974        120:    6,726     9,620
Old  :   220,571:   176,937    166,601      5,905     17,391     11,542     15,176          0        323      3,842     14,974        120:    6,726     9,620
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     5,418:     4,017      3,819       -428       -709        668       -147          0         31       -120       -152        120:    1,277     1,641
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       75.5        2.7        7.9        5.2        6.9        0.0        0.1        1.7        6.8        0.1:      3.0       4.4
Old  :     100.0:      80.2       75.5        2.7        7.9        5.2        6.9        0.0        0.1        1.7        6.8        0.1:      3.0       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        23         19          .          5          .          .          0          .          .          .          .:
Old  :        41:        23         19          .          5          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       38.9       62.2       63.2       36.0       36.3       50.0       54.1
Old  :                 43.6       38.9       62.2       63.2       36.0       36.3       50.0       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   229,129:   203,301    106,494      6,329    101,854     10,584      2,844        722      2,659          0        390          0:    3,412     6,426
Old  :   229,129:   203,301    106,494      6,329    101,854     10,584      2,844        722      2,659          0        390          0:    3,412     6,426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     8,357:     5,730      4,143          0      4,656       -180      2,211       -332       -378          0        390          0:      974        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       46.5        2.8       44.5        4.6        1.2        0.3        1.2        0.0        0.2        0.0:      1.5       2.8
Old  :     100.0:      88.7       46.5        2.8       44.5        4.6        1.2        0.3        1.2        0.0        0.2        0.0:      1.5       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        26         24          5          9          8          .          .          .          0          .          0:
Old  :        49:        26         24          5          9          8          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       36.2       70.7       55.3       48.3       35.5       63.0       50.9
Old  :                 51.5       36.2       70.7       55.3       48.3       35.5       63.0       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    86,812:    68,271     33,414      3,723     36,304      4,554      4,113          0      1,743          0        702          0:    4,408    10,095
Old  :    86,812:    68,271     33,414      3,723     36,304      4,554      4,113          0      1,743          0        702          0:    4,408    10,095
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     2,949:     2,676      2,874          0          0          0       -230          0        503          0          0          0:        0      -428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       38.5        4.3       41.8        5.2        4.7        0.0        2.0        0.0        0.8        0.0:      5.1      11.6
Old  :     100.0:      78.6       38.5        4.3       41.8        5.2        4.7        0.0        2.0        0.0        0.8        0.0:      5.1      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         13          .          6          5          .          0          .          0          .          0:
Old  :        30:        14         13          .          6          5          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       48.6       71.1       70.2       48.0       47.3       68.0       65.1
Old  :                 48.4       48.6       71.1       70.2       48.0       47.3       68.0       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    96,146:    59,335     60,885     14,957      6,549      6,039        372      7,141      2,944      1,059      6,018      1,613:    9,827     4,957
Old  :    96,146:    59,335     60,885     14,957      6,549      6,039        372      7,141      2,944      1,059      6,018      1,613:    9,827     4,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :      -292:     1,481      2,648     -1,673       -304       -138          0     -2,624        -86          0         60         31:       93       121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       63.3       15.6        6.8        6.3        0.4        7.4        3.1        1.1        6.3        1.7:     10.2       5.2
Old  :     100.0:      61.7       63.3       15.6        6.8        6.3        0.4        7.4        3.1        1.1        6.3        1.7:     10.2       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        23         23          .          .          .          .          .          .          .          .          .:
Old  :        39:        23         23          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       42.9       74.0       65.7       57.4       37.7       65.9       56.6
Old  :                 62.4       42.9       74.0       65.7       57.4       37.7       65.9       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    17,424:    15,721     16,626          0        496          0          0          0          0      1,209          0          0:      494       302
Old  :    17,424:    15,721     16,626          0        496          0          0          0          0      1,209          0          0:      494       302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     2,480:     2,480      2,480          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.2       95.4        0.0        2.8        0.0        0.0        0.0        0.0        6.9        0.0        0.0:      2.8       1.7
Old  :     100.0:      90.2       95.4        0.0        2.8        0.0        0.0        0.0        0.0        6.9        0.0        0.0:      2.8       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14          9          0          .          0          0          0          0          .          0          0:
Old  :        20:        14          9          0          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       84.4       77.9       96.1       40.2       64.6       62.5       70.3
Old  :                 48.4       84.4       77.9       96.1       40.2       64.6       62.5       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    72,633:    57,785     23,316      2,864     38,252        383          0      2,104        889          0          0          0:   10,712     7,689
Old  :    72,633:    57,785     23,316      2,864     38,252        383          0      2,104        889          0          0          0:   10,712     7,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     2,587:     2,347      2,346          0        365          0          0       -260       -572          0          0          0:      812       708
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       32.1        3.9       52.7        0.5        0.0        2.9        1.2        0.0        0.0        0.0:     14.7      10.6
Old  :     100.0:      79.6       32.1        3.9       52.7        0.5        0.0        2.9        1.2        0.0        0.0        0.0:     14.7      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14          9          .          7          .          0          .          .          0          0          0:
Old  :        25:        14          9          .          7          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       48.2       73.6       71.7       53.6       45.3       70.5       66.3
Old  :                 53.9       48.2       73.6       71.7       53.6       45.3       70.5       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   197,498:   185,220     64,549      1,500    125,044      3,108          0          0          0        854          0          0:    6,816     4,797
Old  :   197,498:   185,220     64,549      1,500    125,044      3,108          0          0          0        854          0          0:    6,816     4,797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :      -504:      -241     -1,447          0      1,057        -83          0          0          0          0          0          0:     -180       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.8       32.7        0.8       63.3        1.6        0.0        0.0        0.0        0.4        0.0        0.0:      3.5       2.4
Old  :     100.0:      93.8       32.7        0.8       63.3        1.6        0.0        0.0        0.0        0.4        0.0        0.0:      3.5       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        25         17          .         11          6          0          0          0          .          0          0:
Old  :        43:        25         17          .         11          6          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       45.2       76.9       73.1       56.6       44.5       71.3       71.4
Old  :                 59.8       45.2       76.9       73.1       56.6       44.5       71.3       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    87,348:    57,335     57,351     20,551     26,067      1,276          0          0          0          0          0          0:    8,186     2,654
Old  :    87,348:    57,335     57,351     20,551     26,067      1,276          0          0          0          0          0          0:    8,186     2,654
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,537:     1,807       -791          0      2,238       -270          0          0          0          0          0          0:        0       360
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       65.7       23.5       29.8        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      9.4       3.0
Old  :     100.0:      65.6       65.7       23.5       29.8        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      9.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         18          5          6          .          0          0          0          0          0          0:
Old  :        31:        16         18          5          6          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       58.5       69.4       79.1       52.7       56.1       67.5       73.8
Old  :                 52.8       58.5       69.4       79.1       52.7       56.1       67.5       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   275,862:   233,051    116,386     20,414    138,461     13,492          0        976          0          0        183        512:    8,393     5,852
Old  :   275,862:   233,051    116,386     20,414    138,461     13,492          0        976          0          0        183        512:    8,393     5,852
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     7,958:     6,602      4,624      1,008      3,841       -657          0          0          0        -87        183         57:    1,035       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       42.2        7.4       50.2        4.9        0.0        0.4        0.0        0.0        0.1        0.2:      3.0       2.1
Old  :     100.0:      84.5       42.2        7.4       50.2        4.9        0.0        0.4        0.0        0.0        0.1        0.2:      3.0       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        36         23          4         12          8          0          .          0          0          .          .:
Old  :        56:        36         23          4         12          8          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       57.5       51.9       76.5       30.9       56.2       45.5       69.7
Old  :                 37.2       57.5       51.9       76.5       30.9       56.2       45.5       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    64,416:    44,482     19,146      3,862     27,155      4,987      2,453      1,098      4,138          0          0          0:    4,494     7,892
Old  :    64,416:    44,482     19,146      3,862     27,155      4,987      2,453      1,098      4,138          0          0          0:    4,494     7,892
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       395:      -820      1,298      1,451        239          0        868       -937       -597          0          0          0:     -507       392
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.1       29.7        6.0       42.2        7.7        3.8        1.7        6.4        0.0        0.0        0.0:      7.0      12.3
Old  :     100.0:      69.1       29.7        6.0       42.2        7.7        3.8        1.7        6.4        0.0        0.0        0.0:      7.0      12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14          9          4          8          5          .          .          .          0          0          0:
Old  :        30:        14          9          4          8          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       36.5       70.0       61.7       42.9       33.3       54.6       54.0
Old  :                 48.3       36.5       70.0       61.7       42.9       33.3       54.6       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV                                                                      Code-0233A8
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    70,455:    30,240     41,081     25,549     17,039      3,869      2,665      1,054      2,080          0          0          0:    6,052     5,332
Old  :    70,455:    30,240     41,081     25,549     17,039      3,869      2,665      1,054      2,080          0          0          0:    6,052     5,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,234:      -217      1,247        883          0          0        359          0       -219          0          0          0:      428       206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.9       58.3       36.3       24.2        5.5        3.8        1.5        3.0        0.0        0.0        0.0:      8.6       7.6
Old  :     100.0:      42.9       58.3       36.3       24.2        5.5        3.8        1.5        3.0        0.0        0.0        0.0:      8.6       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         7          9          6          5          4          .          .          .          0          0          0:
Old  :        25:         7          9          6          5          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       64.5       75.9       80.7       48.1       61.2       66.5       70.6
Old  :                 55.0       64.5       75.9       80.7       48.1       61.2       66.5       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   101,054:    85,554     29,442      3,398     62,237        244      9,238      1,446      1,586          0          0          0:    1,034     6,099
Old  :   101,054:    85,554     29,442      3,398     62,237        244      9,238      1,446      1,586          0          0          0:    1,034     6,099
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :        61:    -2,959        976          0       -976          0      2,898          0          0          0          0          0:      122        61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.7       29.1        3.4       61.6        0.2        9.1        1.4        1.6        0.0        0.0        0.0:      1.0       6.0
Old  :     100.0:      84.7       29.1        3.4       61.6        0.2        9.1        1.4        1.6        0.0        0.0        0.0:      1.0       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9          7          .          7          .          .          .          .          0          0          0:
Old  :        21:         9          7          .          7          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       56.2       94.1       81.1       69.7       55.9       79.2       73.3
Old  :                 73.3       56.2       94.1       81.1       69.7       55.9       79.2       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    53,916:    34,823     43,233      3,456      3,665        155     13,091      1,446      1,772          0      1,333          0:      619     2,312
Old  :    53,916:    34,823     43,233      3,456      3,665        155     13,091      1,446      1,772          0      1,333          0:      619     2,312
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,936:    -1,053      1,936          0          0          0      3,020          0          0          0          0          0:      -31         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.6       80.2        6.4        6.8        0.3       24.3        2.7        3.3        0.0        2.5        0.0:      1.1       4.3
Old  :     100.0:      64.6       80.2        6.4        6.8        0.3       24.3        2.7        3.3        0.0        2.5        0.0:      1.1       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        18         16          4          4          .          .          .          .          0          .          0:
Old  :        42:        18         16          4          4          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       56.1       67.9       71.4       45.0       53.0       60.4       64.9
Old  :                 51.8       56.1       67.9       71.4       45.0       53.0       60.4       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    34,429:    32,074     29,425      1,736      4,357          0          0          0          0        217          0          0:      402       647
Old  :    34,429:    32,074     29,425      1,736      4,357          0          0          0          0        217          0          0:      402       647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       -60:       -60       -180          0        120          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.2       85.5        5.0       12.7        0.0        0.0        0.0        0.0        0.6        0.0        0.0:      1.2       1.9
Old  :     100.0:      93.2       85.5        5.0       12.7        0.0        0.0        0.0        0.0        0.6        0.0        0.0:      1.2       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        11         20          .          .          0          0          0          0          .          0          0:
Old  :        33:        11         20          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.6       52.5       93.5       71.5       77.1       51.8       91.1       70.7
Old  :                 77.6       52.5       93.5       71.5       77.1       51.8       91.1       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   136,230:   102,183    111,292     13,411      9,564      4,435        489        679        768          0          0          0:   14,944     9,492
Old  :   136,230:   102,183    111,292     13,411      9,564      4,435        489        679        768          0          0          0:   14,944     9,492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    -2,018:    -1,273     -4,543     -1,098      3,136       -208          0       -158       -269          0          0          0:      830        24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       81.7        9.8        7.0        3.3        0.4        0.5        0.6        0.0        0.0        0.0:     11.0       7.0
Old  :     100.0:      75.0       81.7        9.8        7.0        3.3        0.4        0.5        0.6        0.0        0.0        0.0:     11.0       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        26         24          .          .          .          .          .          .          0          0          0:
Old  :        36:        26         24          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       48.9       66.0       69.4       36.4       32.2       44.4       43.4
Old  :                 51.3       48.9       66.0       69.4       36.4       32.2       44.4       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    53,469:    36,449     35,018     11,379     11,340        816         97          0      1,047          0          0          0:    3,681     5,248
Old  :    53,469:    36,449     35,018     11,379     11,340        816         97          0      1,047          0          0          0:    3,681     5,248
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       -47:       151       -302          0          0          0       -453          0        255          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       65.5       21.3       21.2        1.5        0.2        0.0        2.0        0.0        0.0        0.0:      6.9       9.8
Old  :     100.0:      68.2       65.5       21.3       21.2        1.5        0.2        0.0        2.0        0.0        0.0        0.0:      6.9       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         11          .          4          .          .          0          .          0          0          0:
Old  :        21:        10         11          .          4          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       66.9       86.7       80.2       68.1       65.4       77.0       73.2
Old  :                 72.4       66.9       86.7       80.2       68.1       65.4       77.0       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    97,519:    84,067     37,393          0     41,236      7,496         60      1,456      2,714          0          0          0:    3,182     7,224
Old  :    97,519:    84,067     37,393          0     41,236      7,496         60      1,456      2,714          0          0          0:    3,182     7,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       593:       921     -1,271          0          0          0       -980      1,214        590          0          0          0:       62        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       38.3        0.0       42.3        7.7        0.1        1.5        2.8        0.0        0.0        0.0:      3.3       7.4
Old  :     100.0:      86.2       38.3        0.0       42.3        7.7        0.1        1.5        2.8        0.0        0.0        0.0:      3.3       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         16          0          6          4          .          .          .          0          0          0:
Old  :        28:        16         16          0          6          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       47.2       80.3       66.4       51.3       40.4       65.3       54.9
Old  :                 62.5       47.2       80.3       66.4       51.3       40.4       65.3       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    69,296:    40,040     61,000     13,228      1,174        808          0        964        561      4,109          0          0:   10,550     4,789
Old  :    69,296:    40,040     61,000     13,228      1,174        808          0        964        561      4,109          0          0:   10,550     4,789
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,531:     2,527      2,889       -364          0         18          0        -88         90          0          0          0:     -740    -1,378
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       88.0       19.1        1.7        1.2        0.0        1.4        0.8        5.9        0.0        0.0:     15.2       6.9
Old  :     100.0:      57.8       88.0       19.1        1.7        1.2        0.0        1.4        0.8        5.9        0.0        0.0:     15.2       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         13          .          .          .          0          .          .          .          0          0:
Old  :        23:        15         13          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       52.4       66.3       80.3       36.7       45.5       51.6       62.0
Old  :                 44.3       52.4       66.3       80.3       36.7       45.5       51.6       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   123,033:   111,336     94,792      1,029        737      3,818          0        977      1,703        372     19,498          0:    4,775     1,508
Old  :   123,033:   111,336     94,792      1,029        737      3,818          0        977      1,703        372     19,498          0:    4,775     1,508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    -4,690:    -4,354     -7,285          0        -62          0       -870        453        534          0      1,700          0:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.5       77.0        0.8        0.6        3.1        0.0        0.8        1.4        0.3       15.8        0.0:      3.9       1.2
Old  :     100.0:      90.5       77.0        0.8        0.6        3.1        0.0        0.8        1.4        0.3       15.8        0.0:      3.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         15          .          .          .          0          .          .          .          .          0:
Old  :        26:        14         15          .          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       75.9       84.7       87.8       64.9       75.4       79.2       83.1
Old  :                 69.4       75.9       84.7       87.8       64.9       75.4       79.2       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   236,007:   193,066     48,323     11,512    128,823     18,778         27     25,406      5,395          0          0          0:    7,229     9,282
Old  :   236,007:   193,066     48,323     11,512    128,823     18,778         27     25,406      5,395          0          0          0:    7,229     9,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     4,395:     2,511       -483       -730      3,811      2,002         27     -1,493        493          0          0          0:       92        65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       20.5        4.9       54.6        8.0        0.0       10.8        2.3        0.0        0.0        0.0:      3.1       3.9
Old  :     100.0:      81.8       20.5        4.9       54.6        8.0        0.0       10.8        2.3        0.0        0.0        0.0:      3.1       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         14          .         12         10          .          .          .          0          0          0:
Old  :        44:        25         14          .         12         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       40.8       60.2       67.0       41.7       37.0       54.7       60.3
Old  :                 46.7       40.8       60.2       67.0       41.7       37.0       54.7       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    26,458:    21,539     22,585      1,007      3,347          0        496          0          0      1,940          0          0:    1,476       526
Old  :    26,458:    21,539     22,585      1,007      3,347          0        496          0          0      1,940          0          0:    1,476       526
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     2,820:     2,702      2,912          0          0          0          0          0          0        300          0          0:     -182       -92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       85.4        3.8       12.7        0.0        1.9        0.0        0.0        7.3        0.0        0.0:      5.6       2.0
Old  :     100.0:      81.4       85.4        3.8       12.7        0.0        1.9        0.0        0.0        7.3        0.0        0.0:      5.6       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         13          .          .          0          .          0          0          .          0          0:
Old  :        26:        14         13          .          .          0          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       65.5       77.0       85.4       42.3       65.2       67.4       82.5
Old  :                 51.8       65.5       77.0       85.4       42.3       65.2       67.4       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    45,182:    23,343     42,721     18,937      1,352        305          0          0          0      1,468          0          0:    1,129       804
Old  :    45,182:    23,343     42,721     18,937      1,352        305          0          0          0      1,468          0          0:    1,129       804
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       360:       360        360          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       94.6       41.9        3.0        0.7        0.0        0.0        0.0        3.2        0.0        0.0:      2.5       1.8
Old  :     100.0:      51.7       94.6       41.9        3.0        0.7        0.0        0.0        0.0        3.2        0.0        0.0:      2.5       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         12          .          .          .          0          0          0          .          0          0:
Old  :        26:        13         12          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.3       76.4       84.2       90.4       72.3       73.4       84.0       87.2
Old  :                 72.3       76.4       84.2       90.4       72.3       73.4       84.0       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   246,815:   189,297    135,081     21,529     48,496     20,644        976      8,050      2,519      1,902     24,619      1,882:    8,066     5,524
Old  :   246,815:   189,297    135,081     21,529     48,496     20,644        976      8,050      2,519      1,902     24,619      1,882:    8,066     5,524
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     3,060:     5,724      1,972     -5,769       -634      2,188          0      1,481        573      1,096     -1,854         30:     -782      -696
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       54.7        8.7       19.6        8.4        0.4        3.3        1.0        0.8       10.0        0.8:      3.3       2.2
Old  :     100.0:      76.7       54.7        8.7       19.6        8.4        0.4        3.3        1.0        0.8       10.0        0.8:      3.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        36         25          4          5          7          .          .          .          .          .          .:
Old  :        57:        36         25          4          5          7          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       55.4       59.0       70.6       38.5       52.4       57.1       63.2
Old  :                 40.1       55.4       59.0       70.6       38.5       52.4       57.1       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    55,068:    34,811     39,259      8,410     11,199      2,845          0          0          0      4,908          0          0:    4,094     1,765
Old  :    55,068:    34,811     39,259      8,410     11,199      2,845          0          0          0      4,908          0          0:    4,094     1,765
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,066:     1,671       -368        302      3,791     -1,090          0          0          0          0          0          0:      183    -1,267
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.2       71.3       15.3       20.3        5.2        0.0        0.0        0.0        8.9        0.0        0.0:      7.4       3.2
Old  :     100.0:      63.2       71.3       15.3       20.3        5.2        0.0        0.0        0.0        8.9        0.0        0.0:      7.4       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        12         16          .          5          .          0          0          0          .          0          0:
Old  :        30:        12         16          .          5          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       43.2       65.9       66.8       36.8       38.4       62.0       59.4
Old  :                 39.4       43.2       65.9       66.8       36.8       38.4       62.0       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    77,098:    34,212     62,735     34,804      7,900      4,721          0          0          0          0        488          0:    3,361     1,254
Old  :    77,098:    34,212     62,735     34,804      7,900      4,721          0          0          0          0        488          0:    3,361     1,254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,216:       304      1,216      2,039          0          0          0          0          0          0          0          0:   -1,127         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.4       81.4       45.1       10.2        6.1        0.0        0.0        0.0        0.0        0.6        0.0:      4.4       1.6
Old  :     100.0:      44.4       81.4       45.1       10.2        6.1        0.0        0.0        0.0        0.0        0.6        0.0:      4.4       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         14          7          .          .          0          0          0          0          .          0:
Old  :        28:        15         14          7          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       55.9       62.4       84.0       38.7       49.0       56.5       67.9
Old  :                 40.6       55.9       62.4       84.0       38.7       49.0       56.5       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    58,783:    37,516     41,345      9,523      5,946      4,409          0          0          0          0      4,999          0:    7,335     2,084
Old  :    58,783:    37,516     41,345      9,523      5,946      4,409          0          0          0          0      4,999          0:    7,335     2,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       901:       930        932        151         91        -31          0          0          0          0       -151          0:     -149        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       70.3       16.2       10.1        7.5        0.0        0.0        0.0        0.0        8.5        0.0:     12.5       3.5
Old  :     100.0:      63.8       70.3       16.2       10.1        7.5        0.0        0.0        0.0        0.0        8.5        0.0:     12.5       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         13          4          .          .          0          0          0          0          .          0:
Old  :        27:        15         13          4          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       55.5       68.5       83.0       50.7       48.3       64.7       71.2
Old  :                 50.7       55.5       68.5       83.0       50.7       48.3       64.7       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   956,296:   123,051    122,109    145,130     21,263     49,221    234,058    237,125    167,201     33,541    194,955    129,167:   74,927    35,255
Old  :   956,296:   123,051    122,109    145,130     21,263     49,221    234,058    237,125    167,201     33,541    194,955    129,167:   74,927    35,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :   -12,839:    -4,405     -3,741      1,576     -1,483      2,165     -2,811     -4,639     -9,973     -4,794       -766      4,643:      760       955
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       12.8       15.2        2.2        5.1       24.5       24.8       17.5        3.5       20.4       13.5:      7.8       3.7
Old  :     100.0:      12.9       12.8       15.2        2.2        5.1       24.5       24.8       17.5        3.5       20.4       13.5:      7.8       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       271:        36         32         20         13         25         64         47         63         36         34         54:
Old  :       271:        36         32         20         13         25         64         47         63         36         34         54:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       26.4       31.8       41.3       13.2       21.3       19.1       31.6
Old  :                 20.1       26.4       31.8       41.3       13.2       21.3       19.1       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   443,178:    51,470     59,238     15,134    100,945     73,465     71,062     10,988     48,087    138,800    101,494     40,539:    4,621     8,422
Old  :   443,178:    51,470     59,238     15,134    100,945     73,465     71,062     10,988     48,087    138,800    101,494     40,539:    4,621     8,422
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    14,221:       917        295        -23       -905      1,782     16,933        718        -23    -10,672      7,011      5,404:      -97       -61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       13.4        3.4       22.8       16.6       16.0        2.5       10.9       31.3       22.9        9.1:      1.0       1.9
Old  :     100.0:      11.6       13.4        3.4       22.8       16.6       16.0        2.5       10.9       31.3       22.9        9.1:      1.0       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        15         20          4         11         14          5          4         10         12          7         14:
Old  :        65:        15         20          4         11         14          5          4         10         12          7         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       43.1       58.8       57.5       38.5       33.4       46.9       40.7
Old  :                 41.0       43.1       58.8       57.5       38.5       33.4       46.9       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    82,926:     5,676     12,092     43,625      9,048     12,201      1,457     10,059      6,162      3,455     22,360      6,482:    3,868     4,522
Old  :    82,926:     5,676     12,092     43,625      9,048     12,201      1,457     10,059      6,162      3,455     22,360      6,482:    3,868     4,522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :       817:       512        418     -1,133        368        322         -8       -667        426        621        -58        237:     -160      -229
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.8       14.6       52.6       10.9       14.7        1.8       12.1        7.4        4.2       27.0        7.8:      4.7       5.5
Old  :     100.0:       6.8       14.6       52.6       10.9       14.7        1.8       12.1        7.4        4.2       27.0        7.8:      4.7       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:         5          5          9          4         12          .          4          5          .          9         10:
Old  :        36:         5          5          9          4         12          .          4          5          .          9         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       46.8       66.2       69.5       43.6       36.5       52.8       52.1
Old  :                 50.5       46.8       66.2       69.5       43.6       36.5       52.8       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,937,780:   300,264    251,990     44,374    855,400    405,440    276,163     44,061    214,669    528,376     20,478    112,017:   56,477    33,725
Old  : 1,937,780:   300,264    251,990     44,374    855,400    405,440    276,163     44,061    214,669    528,376     20,478    112,017:   56,477    33,725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    23,500:     7,709      1,500       -500     18,211      6,812        358     -1,438     -3,841     13,056        166      1,392:   -1,486       698
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       13.0        2.3       44.1       20.9       14.3        2.3       11.1       27.3        1.1        5.8:      2.9       1.7
Old  :     100.0:      15.5       13.0        2.3       44.1       20.9       14.3        2.3       11.1       27.3        1.1        5.8:      2.9       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       114:        38         35          8         19         25         13          7         16         16          7         16:
Old  :       114:        38         35          8         19         25         13          7         16         16          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       31.0       56.1       50.4       31.5       23.9       39.5       36.5
Old  :                 41.5       31.0       56.1       50.4       31.5       23.9       39.5       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   690,983:   129,258     81,889    285,338    157,247    127,192     10,026     76,495     66,414     11,741    122,977     56,559:    4,455     2,210
Old  :   690,983:   129,258     81,889    285,338    157,247    127,192     10,026     76,495     66,414     11,741    122,977     56,559:    4,455     2,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :    11,077:     2,149      4,170      4,524        935      3,052      3,229     -2,363     -5,159      2,464      9,708        818:        0       -84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.7       11.9       41.3       22.8       18.4        1.5       11.1        9.6        1.7       17.8        8.2:      0.6       0.3
Old  :     100.0:      18.7       11.9       41.3       22.8       18.4        1.5       11.1        9.6        1.7       17.8        8.2:      0.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        19         18         18          5         19          7          9         13          6         16         16:
Old  :        81:        19         18         18          5         19          7          9         13          6         16         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       39.2       49.9       62.0       23.4       31.4       34.8       42.1
Old  :                 32.8       39.2       49.9       62.0       23.4       31.4       34.8       42.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    32,834:    25,778     23,652      3,034        364      2,646          0        222        278        475      5,073         99:      524       500
Old  :    32,834:    25,778     23,652      3,034        364      2,646          0        222        278        475      5,073         99:      524       500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,302:     1,546      1,362         32       -180        -52          0        150       -150         -7        230        -23:      -44       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       72.0        9.2        1.1        8.1        0.0        0.7        0.8        1.4       15.5        0.3:      1.6       1.5
Old  :     100.0:      78.5       72.0        9.2        1.1        8.1        0.0        0.7        0.8        1.4       15.5        0.3:      1.6       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        34         29          4          .          7          0          .          .          5          .          .:
Old  :        56:        34         29          4          .          7          0          .          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       50.0       50.6       69.7       22.4       38.1       34.6       43.4
Old  :                 30.0       50.0       50.6       69.7       22.4       38.1       34.6       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,274:    13,878      9,699        304        945      2,081          0          0          0        544      3,997        280:      187       272
Old  :    17,274:    13,878      9,699        304        945      2,081          0          0          0        544      3,997        280:      187       272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :     1,003:       768        422        -18         82        291          0          0          0         70        250        -52:      -56        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       56.1        1.8        5.5       12.0        0.0        0.0        0.0        3.1       23.1        1.6:      1.1       1.6
Old  :     100.0:      80.3       56.1        1.8        5.5       12.0        0.0        0.0        0.0        3.1       23.1        1.6:      1.1       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        26         18          .          5          5          0          0          0          .          .          .:
Old  :        40:        26         18          .          5          5          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       46.8       67.6       72.5       43.6       40.6       54.5       56.4
Old  :                 47.9       46.8       67.6       72.5       43.6       40.6       54.5       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, August 12, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,053:     2,738      3,127        981        979        338          0          0          0        436        145        189:      371       275
Old  :     5,053:     2,738      3,127        981        979        338          0          0          0        436        145        189:      371       275
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 5, 2014                                                                   :
     :        51:        41         51          0          0          0          0          0          0         10          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.2       61.9       19.4       19.4        6.7        0.0        0.0        0.0        8.6        2.9        3.7:      7.3       5.4
Old  :     100.0:      54.2       61.9       19.4       19.4        6.7        0.0        0.0        0.0        8.6        2.9        3.7:      7.3       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         12          .          4          .          0          0          0          4          .          .:
Old  :        26:        12         12          .          4          .          0          0          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       49.1       73.4       74.5       37.6       39.5       50.8       51.3
Old  :                 50.4       49.1       73.4       74.5       37.6       39.5       50.8       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 15, 2014